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Is This a Barbal Strategy?
This is somewhat of a barbal strategy. You're just buying a lot of low risk s and p 500 index, but then also some very high risk, out of the money, short term puts. A specifically, when this was it the meses mises stationary index, i think, is above a certain threshold, above one,. you're betting on regression to the mean, or even past the mean. But it is a very low time preference investment strategy, because this thing will bleed capital for a decade.