Someone shared a performance report of their automated crypto system, BTC, ETH, SOL and XRP, from 20 February 2025 to 23 September 2026, 283 closed… Read More »A crypto trading report made +72.5% in a bear market, a simple short side gets there too
There is a chart from Jim Cramer called “Cyclical Investing and Trading”, it draws GDP growth as a wave, and along the wave it tells… Read More »I tested the Jim Cramer cycle chart, two points still work
There is a paper I wanted to test, Gao, Xing and Zhang (2018), “Anticipating Uncertainty: Straddles around Earnings Announcements”, it says if you buy an… Read More »Buying straddles before earnings, the edge is real but the spread eats it
In my last post about the 14 year GEX backtest, I left one question open, does GEX (gamma exposure, how much hedging the option dealers… Read More »Does GEX tell more than VIX? 14 years of 0DTE straddles say no
Since end of July I have been running a small live study, it records the SPX option chain every session, computes GEX (gamma exposure, how… Read More »What 14 years of history taught me about my GEX strategy