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Backtesting NVDA (Rolling 4s Long Term Options Strategy)

 Long Term NVDA (Rolling 4s) Play September 2017 – September 2020

 

Back again with another breakdown of some back testing I did on playing NVDA with a LEAP option. LEAP options are 1-2 year plays using the Excel pricing sheet created by Mark Monroe to select the strike price.  This back test starts in September 2017. 

 

This one was a bit tough for multiple reasons, but I have never followed NVDA so this is really organic going back to 2017. I tried to play this setup as if I was in real time regardless of what the price is now. And as you will see in the charts what the stock did would not have been beneficial for some plays to continue to hold. 

 

Setup: Bought NVDA when the it bounced up off a key support/EMA (typically 20ema or 50ema) and a bounce up as the EFT was up trending.  Looking to invest roughly $10,000 or less each quarter. No rolling options…simply exiting and entering new trade.

 

Entries & Exits:

 

1.     Sept. 11, 2017 Purchased NVDA Call 

Stock Price

Option Exp.

Strike

Premium

Contracts

Investment

 $     168.29 

18-Jan-19

 $     250.00 

 $       10.78 

9

 $  9,702.00 

*note: on November 10, 2017 contract was already up 168% ROI for a $16K profit. 

            

            1a. Exited option on September 4, 2018 (almost a year after entry). 

Stock Price

Premium

Return

Profit

ROI

 $     284.41 

 $       45.15 

 $ 40,635.00 

 $ 30,933.00

318.83%

At this point you would be exiting because the option expires in 4 months and we would not hold it past the last few month. Most likely would have set a trailing stop at this time since it was creating new highs. I just arbitrarily picked a day.


2.     December 28, 2017 Purchased NVDA Call 

Stock Price

Option Exp.

Strike

Premium

Contracts

Investment

 $     198.03 

17-Jan-20

 $     290.00 

 $       19.48 

5

 $  9,740.00 

*note: on March 5th, 2018 (same day as 3rd entry) contract was up 87% ROI for a $8K profit.

 

2a. Exited the option on October 10, 2018 (10 months after entry)

Stock Price 

 Premium 

 Return 

 Profit 

ROI

 $     253.56 

 $       32.05 

 $ 16,025.00 

 $   6,285.00

64.53%

Stock has taken a tumble from its highs and fell 10+%. SP500 also took a huge dip. This was around the time where there was China trade war conversations and news. Both NVDA and SP were breaking key EMAs and low side of Bollinger Bands. In this particular play you were able to lock in some profit. 

 

3.     March 5, 2018 Purchased NVDA Call 

Stock Price

Option Exp.

Strike

Premium

Contracts

Investment

 $     235.86 

17-Jan-20

 $     350.00 

 $       23.68 

4

 $  9,472.00 

 

            3a. Exited the option on October 10, 2018 (7 months after entry)

Stock Price 

 Premium 

 Return 

 Profit 

ROI

 $     253.24 

 $       15.52 

 $   6,208.00 

 $ (3,264.00)

-34.46%

Stock has taken a tumble from its highs and fell 10+%. SP500 also took a huge dip. This was around the time where there was China trade war conversations and news. Both NVDA and SP were breaking key EMAs and low side of Bollinger Bands.

 

May 2017 – April 2018

 

 

4.     June 20, 2018 Purchased NVDA Call 

Stock Price

Option Exp.

Strike

Premium

Contracts

Investment

 $     262.81 

17-Jan-20

 $     380.00 

 $       15.28 

6

 $  9,168.00 

 

            4a. Exited the option on October 10, 2018 (4 months after entry)

Stock Price 

 Premium 

 Return 

 Profit 

ROI

 $     253.26 

 $       10.55 

 $   6,330.00 

 $ (2,838.00)

-30.96%

Stock has taken a tumble from its highs and fell 10+%. SP500 also took a huge dip. This was around the time where there was China trade war conversations and news. Both NVDA and SP were breaking key EMAs and low side of Bollinger Bands.


5.     September 26, 2018 Purchased NVDA Call 

Stock Price

Option Exp.

Strike

Premium

Contracts

Investment

 $     267.30 

15-Jan-21

 $     390.00 

 $       24.70 

4

 $  9,880.00 

 

SUMMARY THUS FAR: We have entered 5 call positions on NVDA. We were able to lock in a substantial profit on the first set up from September 2017. On the Set up from December 2017 we preserved profit when exiting on October 10, 2018 as we saw not on the market dipping hard but also NVDA. And…unfortunately on the setups from March 2018 and June 2018 we took an loss. On our September 2018 setup that was just entered we are still in because this one is well over two years from expiration. 

Honestly, this could have been played many ways…but I am just trying to look at it from the perspective I would have had.

 

            5a. Exited the option on October 19, 2018 (approx. 20 days after entry)

Stock Price 

 Premium 

 Return 

 Profit 

ROI

 $     231.42 

 $       15.25 

 $   6,100.00 

 $ (3,780.00)

-38.26%

Stock not only took the initial tumble but is now down about 20% from its highs which signals the bear market. It could not break back above the 200SMA and it was pushed down below the low it had hit around $235.

 

March 2018 – October 2018


 

 At this point we now wait for the next quarter (December 2018) to enter at Quadruple Witching waiting for the uptrend to develop. In the meantime hedge or play puts.


Now we are in March 2019 NVDA is back above the EMAs and the uptrend is more confirmed. But in looking at the Bollinger Bands you would see that it is running up the bullish side so wait for a pullback. 

 

6.     April 22, 2019 Purchase NVDA Call

Stock Price

Option Exp.

Strike

Premium

Contracts

Investment

 $     188.67 

18-Jun-21

 $     230.00 

 $       29.28 

4

 $  11,712.00 

 

            6a. Exited the option on March 12, 2020  (1 year after entry)

Stock Price

 Premium 

 Return 

 Profit 

ROI

 $     231.00 

 $       55.00 

 $ 22,000.00 

 $ 10,288.00 

87.84%

When the market dipped and NVDA broke below the 100SMA. This is during the COVID impact with multiple red days wanted to preserve the profit.

 

Note: I tried to play this as most would consider the condition of the market at the time. I understand that there was still plenty of time on the expiration…BUT…obviously things change when you are in the play. And during Coronavirus I am sure there were people who would have exited when NVDA broke below a strong support EMA and on riding the bottom of the Bollinger Bands.

 

7.     July 11, 2019 Purchase NVDA Call

Stock Price

Option Exp.

Strike

Premium

Contracts

Investment

 $     166.15 

18-Jun-21

 $     165.00 

 $       37.18 

2

 $    7,436.00 

 

7a. Exited the option on March 12, 2020 (8 months after entry)

Stock Price 

 Premium 

 Return 

 Profit 

ROI

 $     231.00 

 $       90.22 

 $ 18,044.00 

 $ 10,608.00 

142.66%

When the market dipped and NVDA broke below the 100SMA. This is during the COVID impact with multiple red days wanted to preserve the profit.

 

Note: I tried to play this as most would consider the condition of the market at the time. I understand that there was still plenty of time on the expiration…BUT…obviously things change when you are in the play. And during Coronavirus I am sure there were people who would have exited when NVDA broke below a strong support EMA and on riding the bottom of the Bollinger Bands.

 

8.     September 26, 2019 Purchase NVDA Call

Stock Price

Option Exp.

Strike

Premium

Contracts

Investment

 $     177.61 

21-Jan-22

 $     185.00 

 $       38.75 

2

 $    7,750.00 

 

8a. Exited the option on September 1, 2020 (11 months after entry)

Stock Price 

 Premium 

 Return 

 Profit 

ROI

 $     552.09 

 $     374.25 

 $ 74,850.00 

 $ 67,100.00 

865.81%

For the purpose of closing out this paper traded decided to exit the trade on September 1, 2020 when the stock peaked as all-time highs


October 2018 – November 2019





9.     December 31, 2019 Purchase NVDA Call

Stock Price

Option Exp.

Strike

Premium

Contracts

Investment

 $     234.41 

21-Jan-22

 $     250.00 

 $       44.90 

2

 $    8,980.00 

 

9a. Exited the option on September 1, 2020 (9 months after entry)

Stock Price 

 Premium 

 Return 

 Profit 

ROI

 $     552.09 

 $     317.75 

 $ 63,550.00 

 $ 54,570.00 

607.68%

For the purpose of closing out this paper traded decided to exit the trade on September 1, 2020 when the stock peaked as all-time highs

 

10.  March 25, 2020 Purchase NVDA Call

Stock Price

Option Exp.

Strike

Premium

Contracts

Investment

 $     259.13 

17-Jun-22

 $     280.00 

 $       63.00 

1

 $    6,300.00 

 

10a. Exited the option on September 1, 2020 (6 months after entry)

Stock Price 

 Premium 

 Return 

 Profit 

ROI

 $     552.09 

 $     301.00 

 $ 30,100.00 

 $ 23,800.00 

377.78%

For the purpose of closing out this paper traded decided to exit the trade on September 1, 2020 when the stock peaked as all-time highs

 

December 2019 – October 2020


 

Daily Chart over the whole time period September 2017 – September 202 with the 10/20/50 EMA & 100/200 SMA.



Summary:

Long term options in the case of NVDA still work with the Rolling 4s method. You can scrutinize and say that in these scenarios I didn’t stay in really for the longer term 1.5 years. And you would be correct…in some cases I exited at the right time…in some cases I looked at the market and said “what would most people do when they see this” and I believe a person would exit. Needless to say this one was tough to complete because NVDA didn’t just go up for three straight years it had significant dips and rolling period. But trying to “stick to the plan as much as possible these are the results. It still works. 

 

10 Entries and Exits

Total Investments: $90,140

Total Returns: $193,702

Average ROI: 236.15%

 

Added Bonus in the pictures below I show what the April 2019 and July 2019 plays would have been if I did not exited September 1, 2020 and not March 2020. Mind Blown! 


Also here is a screen shot from my TOS account to show the entries and numbers. The only one I had to fix was the trade from December 2017…it didn’t trigger it like all the other trades so please excuse the manual edit. 




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The Emotional Trader

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Bonus:
Below is the YouTube link to the video I recorded while doing the back testing. It is about 2 hours long and it doesn't even go all the way thru completion...but it gives my thoughts on the trade. 

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