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Options 001- Short slightly OTM put vertical spread

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This is a research report with the following parameters:

Ticker: SPY and 18 other ETFs

Holding Period: 15 trading days.

Core Position: Selling a slightly OTM put spread.

Max Risk= Distance between strikes - credit

Max Reward = Credit received

(Ex: With stock at $150, sell one 147/145 Put Vertical)

Delta = ~.2

Filters:

A=Sell a slightly OTM put vertical spread daily from 2008-2017.

B=Sell a slightly OTM put vertical spread after 3 higher highs on the daily chart.

C=Sell a slightly OTM put vertical spread after 3 lower lows the daily chart.

In addition to the mp4 video, this report also contains a trade list of lower lows for spot verification.