Market Measures

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Managing Tough Trades

Market Measures

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Strategies with positive delta such as short naked puts and put spreads have worked out great because of the strong bull market after 2008. Does this mean performance should be bad for strategies with negative delta? Especially the risk-undefined ones like short Naked Calls?

We find that Managing Earlier (which is expected to reduce volatility) worked with the short call and was most profitable out of the three strategies (expiration, managing at 50%, and managing at 21 DTE).

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