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Like Sosnoff, she finds it difficult to admit to losing years. Despite referring to her exceptional Trading Performance from 2002 - 2014, Sosnoff skates the one question that everyone really wants to know by stating that "she really only started trading in 2009" ... as though 2008 was really...

Legit? ... begs the questions - why will she not disclose her performance for 2008? - why does Sosnoff say that she really 'only started trading from 2009'

One third the width IC's were last year trade ... they've moved onto Jade Lizards and Sunny Side Up trades now ...

Just to get a bit of discussion going .... I have watched Tom Sosnoff on Tasty Trade for a while now .... great entertainment and engagement ..... but is it honestly any more than this. I am having some difficulty reconciling his 'trading mantras' with what the way in which they actually...

We are getting closer ... Sosnoff mentioned on last night's show that ... "We will disclose how we did last year, just don't have a number yet."

Peckers Pot and Kettle ... you have not exactly nailed the facts yourself from her interviews .. - see posts # 81, 82, 83 - see posts # 112, 115, 118, 122 As you have challenged other, maybe you could give us a Time stamp where she tells us what her returns were in 2008?

Apologies if tone of messages mis-interpreted .... so ... I'll ask question again ... nicely

It was you who said you agreed with the TOS calculations ... and then suggested might be a software bug .... which one you going for?

It's a software bug that generates OTM Put Probs twice OTM Call Probs?

One of the really smart guys you refer to (Tom Sosnoff) favourite expressions is "Nothing is as expensive as free!" Is it realistic for Index Option Strikes that TOS indicates that OTM Put strikes have approximately twice probability of expiring ITM as equidistant OTM Call strikes? Then...

Cattle Ranchers buying Cattle Futures ... A friend of mine used to sell strangles against stock ... thinking he was collecting twice the premium against his stock ... with no additional risk !!

A bit like 'Portfolio' hedging ... or 'Texas' Hedging ....

How do you calculate 'next month levels'?

What are the levels and how have you calculated the 2 SD moves for Aug/Sep 2008?

SPX fell approx 35% in Aug/Sep 2008 from ~1300 to ~840. Was this inside 2 SD move?

You nailed it ... Sosnoff has repeatedly stated that; - he is a pretty aggressive risk taker - her approach to trading is way too risky for his liking - that she has not really been tested in a real market crash ... say market down +50% - that he has not and would not invest in one of...

Do you mean when the SPY fell from 1345 to 1121 between 22 July and 10 August. It's a long time since I was at school, but I reckon that's a 16% fall, and nowhere near your original estimate of 25%. More seriously, if you continue to look at Karen's strategy through rose tinted glasses, then...

Which month exactly did the SPX drop 25% in 2011?

Implied Prob Distribution from Vertical Spread prices?

Any idea why the Principals of Tasty Trade never disclose Account PL?