Subject: Re: Steady Returns Question
I think Elan still uses a volatility adjusted RRS screen for 6/3 options. By the way, Elan, how have the 6/3 options fared in the last couple of years?

I still use it. Overall it's been spectacular. The CAGR since inception about 23 years ago has been about 25%. But the last 16 months have been painful. I decided to ignore the timing signals and keep going, and I've paid the price since Nov. 2021.

Elan