So, I know option writers have a bad rap... and god knows enough have blown up over the years to deserve it. But I'm curious what others think of results like this: http://autumngold.com/ManagedFutures/index_option_equal.php I mean, quite frankly, that's remarkable. Even with the poor year last year, the strategy has done far better than just about anything else over the past decade and a half. Or, are these numbers suffering from survivor bias in some way? CTA managers that blow up simply never report the last -90% return that put them out of business?