Bobby, Thanks for the confirmation that you are an idiot. I kinda thought so but know it now. Maple Leaf Capital has been doing this since 2002 and still trading and running money and being successful. They have a team working on their vol database and testing, and they know 95 + % of strats don't work out. You just have not figured out how your strat will blow up yet.
Brentwood nonprofit fund fined $1.5M by SEC for fraud https://www.tennessean.com/story/ne...d-nonprofit-fined-1-5-m-sec-fraud/1436312002/
"The court entered the consent judgment against Hope and Bruton ordering them to pay disgorgement of $1,237,235 and a civil penalty of $250,000. " https://www.sec.gov/litigation/litreleases/2018/lr24285.htm