Consumer discretionary ETF implied volatility at historic lows

Aug. 12, 2016

Options Backtesting Results

Historical average return: +$310.48 (backtested over 16.6 years)
Historical success probability: 55.1%

Summary

Consumer Discretionary (XLY) implied volatility is at its lowest level in 7 years. Backtesting of call and call spread options at today's low pricing shows equity-like performance and positive historical returns without the large capital investment of XLY shares.

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