Analyzing the Performance and Impact of the Bomb Shelter Strategy

This chapter dives into the trade log analysis of the short options and longs in the bomb shelter strategy, discussing expected losses, hedge drag, and profit multiples. It explores the design and effectiveness of the bombshell term within the Trinity System, as well as the performance of longs during different years. The chapter also evaluates the impact of using the bombshell strategy in different years and its ability to reduce drawdowns and increase returns.