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Thanks ph1l! So, would that chart not indicate that its a good time to get back into low beta stocks for when they recover their mojo? :)

But look at what ph1l cited below - those don't look particularly small and negligible, do they? Low beta going from +6% at highest point to like close to -3% at the lowest point (whatever those percentages represent)?

So isn't this rare earth metals, and China limiting our access to it, SERIOUS shiat? I've worried about that for years since I read years ago China had the vast bulk of the world's supply. We can't just make some by bombarding other particles with photons or some dumb crap, and I assume we...

I think I follow believezz. So your conclusion that the higher beta stock trades at a slight premium /has lower alpha - it that logical, or is that illogical? In the sense that someone is overpaying for the higher beta ones and underpaying for the lower beta ones? I mean, free leverage sounds...

Maybe its the "more alpha" in my title and OP that is throwing you off. You might ask the question another way - do lower beta stocks have a better risk/reward ratio on average than higher beta stocks given that investors/traders prefer to get more leverage, but WITHOUT engaging in leverage...

But I'm asking if low beta stocks have more alpha than high beta stocks for the reason (I think) I read. Putting the market timing aspect aside (that's just me generating a little extra alpha on the side for you guys because I care), if these are the assumptions (just making up numbers here)...

Gotta buy a second house at 2.6% on a 30, STAT....

I think I remember reading some time ago that low beta stocks/funds actually tend to perform better on a risk adjusted basis than other stocks/funds. Their rationale for this phenomenon was that people want to get the most possible upside, but don't like to leverage, so they tend to buy riskier...

Wholly crap now there is a great name I've not heard in forever. Didn't they stop making cards years ago? I'm probably wrong.

Wholly crap, is that true? Nuts if so. But how could it be so when there have only been a few small support payments, and the closing down of everything has no doubt done HUGE amounts of harm to Americans. Maybe they are including the forgivable business loans and what not as well.

Just sell both get both premiums and let each of the sellers counteract your risk either way it breaks. Their loss is your gain.

Damn sef88, thanks so much. Got to study it more, lingo and all, be back in touch! By the way, what program, etc. do you use to backtest this? And underlying and what not as well, I want to try and replicate what you've tested. Thanks!!!

Thanks sef88! So are you saying that shorting the VIX (I assume you mean shorting VIXY) when the structure flips would give you a sharpe of 0.9 with 0 correlation to broad market? Or buying it? If its shorting it that gets those (it sounds like) very impressive results why would you buy it at...

But that's when it has already skyrocketed up and the term structure has flipped because the market thinks that is when its going to drop again. I.E. you've missed out on most of the upside probably and could very well lose a ton in a few days.

Dang, this guy blogs and his recommendations have SPECTACULAR results but no one here follows him in the least?

I dunno, as profitable as selling short straddles are, this guy at the wedding last night was showing me his account where he holds only things Luke Lango recommended. Like most of his stocks were up hundreds of percents, 500%+ on some occasions. He only had a few much smaller losers. I mean...

No no, I meant KNOW not NOT lol, not sure how I screwed that one up. The point is whichever way it breaks big, if it does break big, your other leg covers you. And if you are particualrly risk adverse sell ones that are a good bit in the money.

If yours has performance like his, please do!

Thanks so much everyone. I am reading over everyone's ideas still, all very interesting. But I had an epiphany I think. Let's say gold is at $1,800. Let's say the fed increases the money supply by 30% over a period of time. Let's say the "fundamentals" for gold have not changed in the...

"Whyyyyyyyy am I'm going to take a $1000 REAL dollars, convert it to fairytale magical bitcoin and buy goods and services with it? For what reason. Please explain?" Because you think it is more likely to fluctuate up instead of down?