Well, hardyrekshin here on WSB claims a ~65% win rate with his daily wrinkle plays posted here. However backtesting his 0317 plays shows win rate closer to 40%. Still green overall at expiry, though so there we some big winners.

That's typical of posts written with ChatGPT

Ok forget about p/l. So I what I should understand is the sharpe ratio of your backtest portfolio (1.7) is based on the price of the underlying at expiry, and no other exit strategy such as trailing stops, etc. I'm asking to guide my own personal implementation. Thanks!

RemindMe! April 21 2023 4pm "never ever happened since inception. never. never will."

In your backtests, what were your exit rules? You said your win rate was based on options expiring in the money, so was your p/l solely based on closing price at expiry?

How do you calculate that right now the erp is at 150? I see the chart, but how is it calculated?

Huh? Now go make yourself some papier-mâché.

They are delta neutral, they don't care

And yet US10Y back down at 3.5% ??

The drop in OI is the result of investors closing their long calls, not market makers closing their short calls. Just look at the volume and price action on 01/26 (indicative of increased demand for calls, not increased supply of calls). That volume created a surge in OI, which then reverted back the next day. Market makers don't care, they are gamma and delta neutral (hedged).

You understand that inflation going down doesn't mean prices are coming down, right? I suspect you think inflation=price.

But but but.... SPY broke the trend line! I'm sure some other TA says it's bullish!

Is there a point in comparing pre- and post-fiat?

That post won't last long