An Update on the Selling Volatility Overnight Anomoly

The charts below pretty much speak for themselves.  Selling volatility intraday has been a path to the poorhouse.

While selling volatility overnight through the recent storm has been a bit painful, your positive PL for the last 14 months remains healthily intact.

By contrast, selling vol intraday has been a good path to bankruptcy.

The lesson: if you can sell vol on a short-term basis, do it overnight.

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