Market Measures - March 11, 2021 - 1SD Strangles Largest Losses
Although selling 1SD SPY Strangles has a high success rate, one downside is the losers are, on average, more significant than the winners.
So we wondered how the largest losses look like by trading 1SD Strangles in those major market downturns, and how long can we expect to recover from the losses?