The 3-5 day lag between weather moderation and price action is gold. Market participants were looking at headlines instead of NOAA data, which created the mispriceing. Rolling the Feb calls to March when down 70% took real discipline - most traders would've stopped out. The 86% reversion rate on parabolic spikes is solid quantitative edge.
Thanks! It was tough to hold through that second hit, especially since it shook the position, but I’m so glad I stuck with it. Definitely worth the hold! :)
The 3-5 day lag between weather moderation and price action is gold. Market participants were looking at headlines instead of NOAA data, which created the mispriceing. Rolling the Feb calls to March when down 70% took real discipline - most traders would've stopped out. The 86% reversion rate on parabolic spikes is solid quantitative edge.
Absolutely! It’s insane how good it works
Great call! Just read the news today and wondered who that guy was again shorting natural gas.
Great research and fundamentals driven thesis. Congrats
Thanks! It was tough to hold through that second hit, especially since it shook the position, but I’m so glad I stuck with it. Definitely worth the hold! :)