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Make up your mind Sweetness :) Earlier post from you Like right now, my ratio of short puts to long puts in my portfolio is .45! That's 1x 2.27.... Carry on..

Keep in mind he buys alot more of the front month puts..i believe he said he's long 2.5 to 1(.40).. Not sure how he is not bleeding with no upside disk

So you are trading calendars/diagnols :) Admittedly,I thought you were bsckspread.. So you are short the time spread(assuming same strike)When you say you buy more puts closer in,it sounds like you are long puts on balance,which your graph shows.. The machine is tired because vol is lower

When you say 20 Bps is significant,is that 20 Bps total (in and out),or each way as in 40 bps? Either way,I would back out how many Bps you would have to give up to match backtesting with papertrading. Take a snapshot of bid ask spread and see how it relates to your paper trade fills

How does 20 Bps relate to avg Bid/Offer spread??

How many BP's (per trade) in slippage "destroys" the system?

When you say backtest,are there optomized parameters that held up during WFA? What's your holding period..? I am guessing hours at most How long was

With Sweet Bobby,there are no insults..Called me an idiot,I called him a moron... We may both be right,though the odds are in my favor

I think Bobby is a good guy who likes to get the party started.. It's pretty obvious he posts for Sport..Always entertaining... He takes it as well as he gives it..

Lol....Down 1000 points you make 200k....Thats a 2 lot bro.... Next time step up your simulation size..

TD/TOS often has wild gyrations on their closing marks.Ive gotten used to it,but if I was out there trying to raise capital,I woukd not be so cavalier..

All this dick swinging with that graph??? Down 1000 points(-37%) you make 200K??? Congrats,looks, like you put your big boy boots on and put a 2 lot on.. My apologies,you are backspread 1 x 3..Literally 1x Piker:)

Moron,you sold a covered call to "finance" your long downside wings..The downside wings expire after your covered call... You have a backspread on with the wings rolled out in time... And how does one roll out in time(same strike)??? Others know what i am talking about... You are the...

That's how fucking clueless you are..If you have a buy write and are long 2-3 downside puts further out,WTF do you think you have?? You have a backspread and rolled your puts out in time.. I'll let you try and figure out the rest of the equation

You have a mishmash of a backspread and a calender..Nothing special here

..I can't imagine anyone having the time to read it let alone post it:)

100 bucks to each member who read that from start to finish:)

You could "dick" around and compute how many vol points the bid ask spread,or how it relates to Delta,but lets keep it non greek.. What you should be asking yourself is what percent of potential profits/expected return does the bid offer spread represent and is it a non starter...Would you play...

Long Box trades were massive home runs in the good old days where you had cash settled options trading off futures.. As far as I know,those days are over..

If there are dividends you have to be aware of the assignment risk