in the video she says that they use technical indicators for their entry points as well. so i don't think they are just blindly putting on short strangles on the first day of the 56 days to expiration. she basically says they use bollingers to sell call spreads when market gets a bump higher and feels over-extended and vice-versa on the puts. i don't have my charting software in front of me, but can anyone tell if maybe the week or so before some of these large SD moves to the downside in 2008 or 2009 were over-extended moves to the upside? she might not have been short puts at the time of these drops.
anyone should know there's no "over-extended" in the markets. anything in between zero and infinite is possible and more importantly is way more probable than probability theory suggests. in other words, the markets are full of fat tails, black swans, highly unlikely outcomes popping out of nowhere. entering into a legged naked option position based on a bollinger or any other TA for that matter, is very naive, reckless and totally amateurish.
what are you interesting in.... i understand your point.. but why support her claim or argue against others or disbelieve it.. Does it give you hope... are you looking for something to hold on it... some solid ground to put your feet on?
Are there any specific returns for this lady's fund? From what I remember, they were being EXTREMELY vague when talking about her returns and focused more on how much capital the fund had, which included a large amount of raised capital.
sure, why not. I'll take the bait and play the other side. If you're so confident that she's got the wrong idea, then why don't you take the other side and buy a monthly strangle? Maybe if you can make 30% a year doing that then people can interview you instead.