You are considerably more knowledgeable than I could ever claim. And more sophisticated. My strategy has been when Hull's moving average crosses from a sell to a buy, I purchase 5 ATM Call contracts. So on the 28th & the 2nd I bought 5 ATM for SPY, the last time I looked those purchases were ahead 113%. I also have been accumulating SPY calls since Oct. When Hull's moves from up to down, I'll either buy weekly puts or close all the positions-- I try to catch a flush with QQQ, so I close the calls.. I'm sure there will be people criticizing this, saying it's not going to work if we go into a bear market or get a crash. And that's probably true. But if the moving averages are heading down, I'm certainly visual enough to not go against it. I realize that having a 2 million dollar account is much different than having a 200 K account. So I can only offer my congratulation on your success in 2017.