Notes & Research

Short write-ups on how these strategies are built, tested, and run — the methodology and the lessons, good and bad. Ideas and reasoning, not signals.

July 21, 20265 min read

Why a Day That Looks Brutal Intraday Can Still Close Green

Index options settle on a single closing print — so the scariest-looking intraday moves often leave no mark on the P&L. Why the tape is a poor risk gauge, and why we hold to expiration instead of reacting to it.

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