September is resolved against the broker statements. The margin account reconciles to the penny. The option leg had its best month ever, with seven spread closings, seven wins, and 438 dollar profit in premium realized. The one non-spread position, a disclosed earnings punt, closed at -176 dollar. TFSA distributions received added $23 dollars. The equity ended at S6445 dollars. The month was negative for me, at -1.55 percent time-weighted, because the three open spreads that were marked-to-market negatively contributed, and gold dropped to the month-end. The control portfolio, which was invested in the same funds with the same deposits, but did not use options, closed at -2.96 percent. Capstan System™ crushed its boring twin by 1.41 points in the down month. Hypothesis five scored that for one month out of twelve. Utilization was at 41 percent against the 60 percent ceiling. VIX closed at 16. October will be worse. Two spreads are likely to close at maximum loss on the 16th, and the month will turn negative for the first time. It will be recorded in the same manner as this one. $HHIC$HDIV$HYLD$HMAX$GLCC$ENCC$LMAX
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