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>> No.56742057 [View]
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56742057

>>56742027
yeah I've been sitting on a few December contracts for a couple of weeks now. It's been quite glorious (pic related)
>>56742031
>>still shorting the VIX at 13
>duno about that one. maybe if it pops back up to 20
When the VIX is low is when roll yield is most in your favor and the gains accrue fastest. You're better off shorting when VIX is low with a tight stop loss than only shorting when VIX pumps and hoping to ride the mean reversion back down. I know it's counter intuitive but I've been doing this a while and I've backtested it to death. The results surprised me too

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