I haven’t been posting any of the #PerpetualRollingStrangles positions but still in them and working. I was getting early exercised a couple times on some DITM TLT. Sometimes as early as 18 days out they were getting tagged. So based on some TT research and trying to maximize P/L per day I’ve been rolling the ITM positions about 3 weeks early and resetting to the 45 day mark. I’ve noticed a huge improvement in daily swings and a nice steady rise in the gains for the positions.


Roll at 21 days