Sharpe Two
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Forward Note - 2025/12/21
Have you been rational enough to deserve a Santa Rallye?
Dec 21
14
2
Performance Review
An update on our approach to vol trading, leading to Sharpe 4.
Dec 18
19
1
Trade Anatomy - Short Vol in TLT
40% off our yearly plan for the last post mortem of 2025.
Dec 17
9
Trade Anatomy - Short Vol in URA
Post mortem Signal Du Jour - 2025/12/04
Dec 16
9
1
1
Forward Note - 2025/12/14
Would you eat everyday at McDonalds?
Dec 14
14
2
Signal Du Jour - Short vol in TLT
Last one for 2025.
Dec 12
12
Forward Note - 2025/12/07
Front running Santa is not without risk.
Dec 7
16
2
Signal Du Jour - Short Vol in URA
Where is the vol?
Dec 4
5
Trade Anatomy - Short Vol in DIA
Post Mortem Signal du Jour - 2025/11/20
Dec 3
8
Volatility Isn’t a Vibe: It’s a Process
Removing guess work from your decision matrix.
Dec 1
15
1
November 2025
Forward Note - 2025/11/30
On intellectual honesty.
Nov 30
11
1
Trade Anatomy - Short Vol in BOIL
Our series continues with 11 correct trades out of 11.
Nov 26
6
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