Science and Art Summary

A combination of “Science” and “Art” are utilized to manage the investment portfolio


The calculation of the probability that a put or call option will expire worthless


Refining touches to the strategy to attempt to minimize loss and maximize potential profits
The sale of the options is based on the determination of a proprietary, systematic model as to where the strike price will have a high percentage chance of expiring worthless The time frame for each trade is limited to one week or less. Amount of capital allocated to the strategy is adjusted based on market conditions
Sale of Put: Based on our model, a 99.50% probability of expiring worthless Sale of Call: Based on our model, a 90% probability of expiring worthless Trading positions are closed early to:
Lock in profits Reduce Risk Mitigate loss scenarios



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