from what i read on ET and from my own experience the last two months were great for reversion-to-mean strategies. I would say the great times started in the middle of September when VIX moved above 30. So, it seems the more volatility - the better. What happens when the volatility goes away? We all know that we would like it to stay here forever, but it aren't gonna happen . We can't expect the volatility to stay, but maybe we could insure ourselves by selling volatility. Am I thinking correctly about this? Is the insurance worth it? P.S. This is probably relevant to other traders (not only RTM) but I am not sure if other styles have benefited from the high volatility as much as RTM.