Str II

Rules:
1. Sell new top (0.5-1SD)  top ATM 30-45 DTE straddle;
2. Buy 1-2 strike OTM PUT for downside protection;
3. Take 30% of max profit.
4. Roll if unprofitable.
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Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price
5/27/2016 15:34	CUSTOM	SELL	-1	TO OPEN	/ESU6 1/50 JUL 16 (EOM)	/EWN6	2100	CALL	34.5	50
		SELL	-1	TO OPEN	/ESU6 1/50 JUL 16 (EOM)	/EWN6	2100	PUT	48.5	CREDIT
		BUY	1	TO OPEN	/ESU6 1/50 JUL 16 (EOM)	/EWN6	2055	PUT	33

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3/18/16-4/29/16  + 21 points of Realized Profit

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