Your option strategy will have higher Margin when SPX is minus 5 % ?

Ignatz

Member
Aeromir Expert
SPX is down 5 %. Some strategies with fat tail risk may have some problems but minimum will have a higher margin now.
My Schwalbe Trade has exactly the same margin, although my account is down from alltime high for more than 10 %. I made some screenshots during the way down.
permanent risk reduction and well managed backratios are doing now very well their job.
Margin is higher +2k because i added one tranche on the way down (of course much too soon :-( )

More infos in the meeting

Screenshot 2021-05-12 Margin ATH.png

Screenshot 2021-05-12 Margin after -5%.png
 
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