Thursday, May 1, 2014

On the May 1 show tasty trade did an interesting study in which one mechanically put on 80% OTM( 1, standard deviation) and 90% OTM (2 standard deviation) for the past 5 years.

The 2SD iron condor was profitable while the 1SD condor was a lost.

Bear in mind this was done without regards to IV rank.

Take away the 2SD iron condor did better than the 1SD IC. 

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