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Index Premium

  • CTA Name : Steinitz Voss Capital Management
  • Program Name : Index Premium
  • Start Date : 2003-07-01
  • Trading Strategy
  • Systematic : 50%
  • Discretionary : 50%
  • Fundamental : Yes
  • Technical : Yes
  • Diversified Market Strategy : -
  • Sector Specific Strategy : Yes
  • Trade Duration
  • Long-Term : -
  • Mid-Term : Yes
  • Short-Term : Yes
  • Multi-Term : -
  • Markets Traded
  • Stock Index : Yes
  • Interest Rates : -
  • Currencies : -
  • Metals : -
  • Energy : -
  • Grains : -
  • Meats : -
  • Softs : -

Steinitz Voss Capital Management

Index Premium

There is no performance data for this program

The primary strategy implemented for clients is collecting premium by writing (selling) option credit spreads on the S&P 500 futures contract. “Premium” is the purchase price an option buyer pays to hold an option. In order to create a credit spread, SVCM will sell an option strike price and simultaneously purchase an option strike which is further out of the money. The options sold cost more than the options purchased, thereby creating a net credit for SVCM clients. Credit spreads help manage margin and, more importantly, limit the risk of each trade. The trading decisions for this program are made by advanced technical analysis as well as the use of a probability model. SVCM’s technical analysis focuses on indicators created with proprietary algorithms which define current momentum strength as well as potential market turning points. Price chart patterns are also analyzed in order to define areas of key support and resistance. Before placing an options trade a probability calculator is utilized to determine the exact odds of an option expiring without value (which is the goal). All of these analysis techniques are designed to give SVCM a significant edge when making trading decisions.

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