Thursday, March 4, 2010

03/04 NDX Fast Butterfly




Certainly a major difference on this week NDX fast butterfly, the time decay has yet to begin, so far the NDX has pressed slightly higher and that is enough to erase any theta gains overnight.. Will re-visit my backtest data and take another hard look at the trades initiated with 49 days, I wonder if that will give me any more insight..

No comments: