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Rnd-003 (Intermediate)

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This issue covers...

-triple whammy of naked short puts- negative gamma, negative vega and negative vomma: hidden risks of naked put selling strategies... aka "income strategies".

-Spread comparo: Selling Put verticals : static IV vs. dynamic IV's ...

- Backtest comparo: See how a "baseline strategy" of shorting a 1 standard deviation put spread every day (with a maximum of 10 positions per expiration cycle) compares to having a proprietary bullish filter. In spite of a > 80% win rate, see how the record low Vix as of May 2017 should give trader pause when these short gamma positions!