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Last seen: Sep 23, 2026
@chris-b Any kind of algo trading, like momentum, can be done through the "Custom Series". Did you try that?
It's the S&P Total Return Index and I use the month-end numbers. 10Y BM is the 10-year U.S. Treasury benchmark bond index. Also Total Return. A...
Please see Part 34 of my SWR Series:/p> In historical simulations, both the All-Weather portfolio and the Golden Butterfly portfolio would have made...
@nobatmanjokes Yeah, I'm troubled about the big B/A spreads. I hope the 2024-2026 expirations will grow in popularity and the spreads will narrow. Unt...
@navypack I could envision buying a Call ATM or a little bit OTM. And then keep the margin cash all in some dividend-paying or tax-free interested fun...
@figuy1 Exactly! I have strikes 4475-4510. Crossing my fingers. S&P is already down to 4620 now. History repeating itself?!
All: Just a reminder, Wednesday 12/15 is the date of the FOMC release and press conference. Expect some elevated volatility. It could all go really ...
@nobatmanjokes Yeah, good point. Once you factor in the tax inefficiencies and inflexibility of some of the packaged products it's best to DIY!
Very good question. Most investors will likely withdraw the highest-cost tax lots (with the lowest capital gains) first. See Principle 2 in this po...
Good point! Some of my worst losses happened when the initial VIX was low and then something out of left field hit the market. Once the VIX is high, I...
@darthdiablo "The ERN SWR Toolkit 2.0?" Yes. Leverage simply means you set your risky weights to more than 100%, but then you need to set the Cash (...
I generally like the idea. I haven't simulated that yet because there are too many bells and whistles and different ways to model this. As you noted i...
Nice, thank you! Yes, noticed that! It might be useful as a long position because the premium as % of the notional is pretty small. You can hedge th...
Interesting idea. In the historical simulations, it would not have worked universally. Start with the baseline 75% stocks and 25% bonds. Now repla...
The level of the VIX spooks me less than the change of the VIX. Looking at the put premium landscape now, I can sell puts at strike 3975 for 0.95 when...