I think he came here figuring he found the greatest discovery since the light bulb. He came here first trying to stump everyone then hoping everyone would applaud his revolutionary finding. Finally in the grand scheme of things, by then we would all be begging for the answer "revealed" when he would at last relieve our anxiety with his pdf document.
As mentioned by others, everybody knows (well, at least we "option specialists" do ) that options are generally fairly priced and thus have negative expectancy due to commissions and slippage. Any strategy you evaluate using your approach is gonna yield negative expectancy. Also, don't forget that the probability you get from TOS or any other platform usually assumes log-normal probability distribution, which is not realistic in practice. In other words, just because options are fairly priced and have negative expectancy due to commissions and slippage doesn't mean that you cannot develop a positive-expectancy strategy that employs options.
you are stealing someone's work by not referencing to it and not giving it proper credit. Then, you make an assumption that the position you pointed to has a negative EV based on wrong distributions and incorrect deductions. Go back to the drawing board, read the article yourself again (I guess you are not the author) and I would hope you dont make the same claims again.