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But… the market doesn’t go straight down or up, whether I want there to be a pop or not, can’t just short 100% of the time… at least not trading options on the daily.
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I read the document laying out your system and it seems to basically be a moving average-based system? I read an academic paper once that compared all such systems to buy and hold for the past many decades, and the MA systems either lost or fared barely any better.
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