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Stocks that hit NHs on Friday -> buy Monday AM. The entry is your issue. Cover any position if it the gain is = beta * 10% -> redeploy in new NH tickers. Say XYZ has an 0.8 beta. 0.8 * 0.1 = 0.08 (cover 8% higher than entry). ABC has a 1.2 beta -> 1.2 * 0.1 = 0.12 -> cover at 12% gain and use...

$ cost average

DCA into 15 tickers making NHs on Monday -> cover at +0.10*beta -> roll into new shares with each cover.

You’re long a call, dude.

Responding to step, specifically.

Once in the trade there are modalities to consider. The ATM bull spread trades at a higher cost, prem and vol-edge, than the bear spread. Bear verts are cheaper, but that comes at a cost of a vol-rise (VIX?) as the market falls impacting your gamma position when both legs trade ITM. The...

A bull call spread (debit) is the same as a bull put spread (credit). ATM is good. Strike vols will benefit from skew (on index) as the mkt rallies, but strips will fall. If you’re ATM with the bull leg you may win on vol-diff (long leg vol drops less than short leg). Unlikely to matter much...

1) There is no difference between a credit and a debit spread. 2) if you're right about a (rally) then at least your bull strike will benefit from locality/inversion (skew from - to +). So in that case a vol-forecast probably matters less that the structure.

lol bc of Hunter the crackhead? Burisma? Comey says hold my beer. Yawn, so Hunter received a few mil from Ukies. They got nothing from the Administration. Kushner empowered MBS and got bailed out of 666 as a result… then the $2B. Fiction has to make sense, loser.

this is why. *Adds* buying power under SPAN and TIMS. Traded a huge concentrated position last week that was only $70K in BP and made $72K on the day, Posted the figure to the "get long" thread. FWIW, pre-split, AAPL vol was tighter than the shares.

I refuse to watch/listen to anything from the guy as he quoted his performance as an aggregate of all OVERLAYS on institutional accounts that he consulted for; he had no financial interest in the payoff on those overlays.

I'll load $500K in a sim-account and beat his notional performance. And my journal trades were taken in a production/real-money account. And yeah, I had a $2.4MM week. My last here. Stop with the clownish BS (OP).

OIC. So the market gaps down 5% and you lift offers at 40 vol and all is well. My God Man, your trading is pathetic. lol I won't respond further.

You're in a 245 x 17 overwrite. That's insane. A 17 x 245 short backspread. I stopped looking at the sign of the vol bc all I saw was shorts. I assumed (incorrectly) that you were rebalancing in R/T with futures. Unless I missed it you're short 245 tiny puts against 17 long. Unreal.

Impolite.

Protect yourself with SHORT PUTS?

Serious question. You're short a ton of puts. Where is the protection? What war news? Today was a BTE nonfarm number. US mkt was flat before the NFP and rallied into the close. War news and you're indiscriminately short puts? Are you short futures anywhere in this sim-account? At least you...

The tracking/rebal-issues reduce leverage but you're also long puts at nearly 80% vols which means you're long calls from 80% vol via the synthetic. Buy 4000 TQQQ 23.41. Buy 40 of the June 2023 23P at 4.80. $94K in shares and $19K in puts. You are now long 40 of the Jun 23C synthetically from...

You're replicating a leveraged synthetic long call. Edit: in after misterkel

lol