Agree completely with cuegis on this one. I saw the XLF blog post the other day, then looked at XLF's price over the last 5 years and the current premiums on weekly calls and instantly knew the trade was a great example of why you have to look at trade details and not just trust the backtest alone. But since I'm not a current CML subscriber and they stopped letting non-subscribers view the trade details of the blog posted backtests, I never actually saw the trade details. I did wonder if there was another longer-term setup that might still produce good results. For example, buy a 180DTE long and sell/roll monthly shorts. In its current form, though, its a solid "pass and don't look back"