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Here's some learning from running some tests on the CMLviz Trade Machine. I shared with Ophir.... One edge in options is the difference between IV and actual volatility. But unexpected market moves can upset going after that edge. But, what if one sold inversely related options so as to be agnostic to market direction? Would that work?? So, wth Trade Machine, I tested selling ATM straddles every 7 days on two positions SPY and SDS, with the loss capped at 100% to avoid disasters. To implement, I would sell 5x the SDS straddles to adjust for roughly 1/10th price difference but 2x leverage versus SPY. Did it work?? Over 2 years, SPY Straddles were up 55%, and SDS Straddles was up 40%. For the ETF's themselves, SPY was up 22% and SDS was down 39%. SPY -- http://tm.cmlviz.com/index.php?share_key=QNZI9KQnt3YVFEW5 SDS -- http://tm.cmlviz.com/index.php?share_key=tvH47Munqx9GdIhI Seemed to capture that volatility edge pretty well without worrying about market direction. Any thoughts?