Subject: Re: A strategy I read about
First, thank you very much for your well thought out reply.


I would have serious doubts that a crude MACD timing signal adds enough value to get the timing right.

That is only for the bear market part of the strategy. For the bull market part, she uses the 10 day crossing the 200 day sma.

So your true cost for the borrow is the visible time premium in the option,

She claims that when you go DITM, the time premium + the strike price can be less than 1% higher than spy. Basically zero borrowing cost.

Maybe I should just do it on brk.b, since I know this works.