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It does not require close monitoring. All statements with which I, of course, highly sympathize. Sell a 6 weeks call and a 6 weeks put of an index ETF. If the underlying price touches one of our strike prices, thus threatening an in-the-money expiration, buy back that option and immediately sell a new option of the same type, but to a further expiration date, and a premium that covers the loss. Wait until all options are expired, then go back to 1. If you have a bit experience with options, you’ll notice that rule 1 describes a strangle combo.
And you’ll next notice something strange with rule 2. Right, such a system can never lose, since any loss would apparently be compensated by the premium from the new trade. Have we finally found the Holy Grail, an ever-winning system? 10 in any direction until expiration. Otherwise the loss can quickly reach the thousand dollar zone. But wait, we have rule 2, which will certainly save the day! Let’s put that to the backtest.