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Premium: Reflections on StratOptions 1.0 that earned us 27.26% in one year


In November 2015, we decided we wanted to showcase that market-neutral options strategies can deliver market-beating returns with very little volatility. We closed the 12th set of positions last month, gaining in total 27.26% over the year. A fat-spreadsheet moment forced us to exit our last set of positions for a loss of -2.73% — our first losing experience. We’re now in a fresh set of positions in StratOptions 2.0, our second year with a market-neutral options portfolio. As we redesign how we use options holistically in our overall asset allocation . . .

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