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In previous articles, " " & " ", we outlined a "recession proof" . In this article we perform an analysis using the "recession proof" stocks as outlined in the other articles but using instead of a . Many investors have heard the calendar call spread siren and after a meeting with the [buy discount maximum lipotropics] beast left a lot poorer. Basically, the spreads strategy is similar to the , but instead of purchasing stock an investor purchases expiring several months in the future. The significantly increase the leverage of the position, i. e. , potential upside is increased with the increased leverage, but the potential downside is also increased with the increased leverage. Using the recession proof and PowerOptions new we analyzed the results of a spreads strategy by searching for and selecting positions on July 24, 2006. The short portions of the spreads were all selected to expire on August 18, 2006 (August options expiration day). The results of the back test are shown below:

SmartHistoryXL Selection Parameters Greater Than Less Than
Dwnsd. Protect 5  
Option Volume 0  
Prev Option Volume 0  
Delta Ratio 2  
Debit/Strike Diff Ratio   1
# Strikes 1 1
Near Option Expiration Time Frame July  
Far Option Expiration Time Frame All Months  
Far Option Days to Expiration 120  
Results for Calendar Call Spread search on July 24, 2006
Stock Sym Stock Price 7/24/2006 Short Opt Strike Mo. Short Opt Short Opt Bid Long Opt Strike Long Opt Long Opt Ask Stock Price 8/18/2006 % Ret.
ERTS 45. 72 06-Aug-50 EZQHJ 0. 45 06-Dec-45 EZQLI 4. 80 51. 59 58. 60
POT 87. 59 06-Aug-95 POTHS 0. 85 06-Dec-85 POTLQ 9. 80 98. 50 45. 30
UNH 50. Buy discount maximum lipotropics 80 06-aug-55 uhbhk 0. 25 06-Dec-50 UHBLJ 4. 70 49. 04 -29. 20
# Successful positions: 2 out of 3 (67%) Avg. % Return: 24. 9% Analysis The average return of the calendar call spread strategy was a whopping 24. 9% with a success rate of 67%. Even though the UNH position incurred a significant loss, it was more than compensated for with the other two positions, ERTS and POT, returning 58. 6% and 45. 3% respectively. As usual the pundits would probably say "yes, but that's only for one month". Using the same selection criteria for expiration in the months of June and July exhibited a return of +6. 2% and +22. 9%, respectively. The June expiration position selected by the search was WFC (+6. 2%) and the July positions selected were WGR (+40. 2%) buy discount maximum lipotropics, SYMC (-25. 0%) and WFC (+53. 5%), with SYMC being the only losing position expiring in July. However, the story may not over at this point, as each of the long call option positions can potentially be used to write another short call option, so even though SYMC was down -25% in July, successive positions may recover a loss and potentially even be converted to a profit. It should be noted, for each month different positions were selected as the dynamics of the market change from month to month. provides Internet based tools for analyzing with specific search criteria and for finding potentially lucrative . For those seeking to execute a calendar call spread for their personal portfolios, provides an Internet based search engine for finding potentially buy discount maximum lipotropics lucrative income producing calendar call spread options positions. [tags]calendar options, calendar spread options, stock options, option income, investment strategy, covered call investment strategy[/tags]

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