This Week in CBOE Strategy Indexes – 6/20/2014

Friday was the roll date for BXM, BXY, and PUT. The combination of expiration week along with the S&P 500 being about 5% higher since the May roll resulted in fairly flat performance for the strategy indexes.

Strat Charts

Based on the strong week for stock prices, year to date the S&P 500 total return is now at 7.40% and the three strategy indexes are lagging by 1% or more. A month ago the story was completely different which shows the relative performance can quickly change from roll date to roll date.

Strat Table