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Research reports uploaded monthly, so please keep checking this page. For customization of a new report or optimization of an existing report, please email Gabriel. Reports on unhedged, hedged and option positions are labeled "UP-xxx", " HP-xxx" and "Options-xxx" respectively. Items with yellow link are available for purchase by clicking the link.

Hourly Consult 80 USD - Please click on yellow link and book hours for AFL coding consult and customized research reports.

UP-001 FREE. Compares going Long TLT daily from 2010 - 2016 vs. Long TLT after 3 higher highs vs. Long TLT after 3 lower lows.

UP-002 30 USD. Compares going long TLT daily from 2010-2016 vs. long after a 10-200 day moving average crossover with a 5% profit/loss target or 300 day holding period.

UP-003 30 USD. Compares going long TLT daily from 2010-2016 vs. long if TLT touches a 1 hour LOWER 2 standard deviation volatility band vs. long if TLT touches a 1 hour HIGHER 2 standard deviation volatility band. Position is held for 6 month or 5% profit or 5% loss.

Options - 001 55 USD. Compares shorting an OTM put vertical spread (~20 delta) daily from 2008-2017 vs . buying after 3 higher highs vs. buying after three lower lows on the daily chart.

Options - 002 55 USD. Long a 5 day ~ATM put vertical ( ~ -.2 delta). Buy on a Monday , sell on friday expiration UNLESS market moves up or down by a certain threshold ($2-$3) at which point position will be liquidated without waiting for Friday. Possible "insurance policy" against other put selling strategies. Simulations under a 14 implied volatility with a slight put skew on 4 tickers- TLT, QQQ, SPY, DIA.

Options - 003 50 USD. Long a ~ 5 day slightly OTM put vertical (~-.2 delta) and close out 1 trading day later. Possible " insurance policy " to protect against a down move by the underlying ticker. This report compares the performance of 5 put verticals with each one using 1 of the 5 triggers below.

1) daily at 3:50PM EST vs.
2) after 2 higher highs on the 10m chart vs.
3) after 2 lower lows on the 10m chart vs.
4) after an opening range (9:30-10am) upside breakout vs.
5) after an opening range (9:30-10am) downside breakout.

Options - 004 50 USD. EMAIL US TO REQUEST THIS REPORT. Compares going long a straddle daily from 2010-2016 vs. custom filter(s) in 3 volatility regimes. Customized parameters | backtests | ticker list | optimization report. Please email us for specifications. ex QQQ=$120 / Long 1 July 120Call + Long 1 July 120Put

Options - 005 70 USD. EMAIL US TO REQUEST THIS REPORT. Compares shorting an at-the-money put daily (ATM) from 2010-2016 vs. custom filter(s) under 3 volatility regimes. Customized parameters | backtests | ticker list | optimization report. Please email us for specifications. ex QQQ=$120 / Short 1 July 120Put

Options - 006 50 USD. EMAIL US TO REQUEST THIS REPORT. Compares buying an ATM calendar spread daily from 2010-2016 vs. custom filter(s) under 3 volatility regimes. Customized parameters | backtests | ticker list | optimization report. Please email us for specifications. ex QQQ=$120 / Short 1 July 120Put + Long 1 August 120 Put

Options - 007 50 USD. EMAIL US TO REQUEST THIS REPORT. Compares buying a double diagonal spread daily from 2010-2016 vs. custom filter(s) under 3 volatility regimes. Customized parameters | backtests | ticker list | optimization report. Please email us for specifications. ex QQQ=$120 / Short 1 July 115 Put + Long August 115 Put + Short 1 July 118 Call + Long August 118 Call.