Must say I loved this article. With the historical upwards trend of equities, and generally higher IVs of puts vs calls, this strategy makes a lot of sense. Especially now with the VIX approaching a five year high, and the fact that a retail investor can roll forward infinitely. I guess that the longer the current downturns continue, the more attractive this strategy becomes.. The downside besides book-keeping, is ofcourse that on this time horizont, one would have to consider the statistical outliers, like wars and the likes..
Trading Put Options With Buffett [View article]
Anyways, great work! thanks