This Week in CBOE Strategy Indexes – 9/26/2014

The strategy indexes were all lower last week in sync with the S&P 500 dropping well over 1%.   They all took it on the chin Thursday and rebounded some on Friday. BXM, BXY, and PUT also did a little better than the S&P 500 total return last week, which is exactly what one would expect when the stock market is under pressure.Strat Charts

For the year the total return for the S&P 500 continues to outperform the three strategy indexes. They all gained ground, but did not overtake buy and hold for 2014.

Strat Table

Finally, if you missed the blog from last week, then be sure to check out the overview of a White Paper I recently authored in conjunction with Mark Sebastian of Option Pit.  We took a look at BXY over the last 25 years plus and analyzed applying leverage to the this systematic covered call strategy –

New White Paper Discusses Leveraged BuyWrite Approach