This Week in CBOE Strategy Indexes – 8/1/2014

A tough week for the S&P 500 will translate into a difficult week for the respect strategy indexes as well. The dip the markets experienced on Thursday followed through a bit on Friday, but with a little less momentum.

Strat Charts 

As would be expected the strategy indexes did gain a little on the S&P 500 this past week. For 2014 the total return for a portfolio matching the S&P 500 is 5.36%. With the drop in the markets both BXM and PUT gained some ground, while BXY was down basically in line with the S&P 500 for the week.

Strat Tables

  • RHW

    Is backwardation here ?