From the Link:
Probably should say something about the first quarter in this "fool's game" just for the record... There were 62 trading days in the quarter with 40 of them profitable for a win rate of 64%. Not going to say how much it made overall (everyone would say "oh, come on, that can't be!") but think about these numbers... As I said above there were 14 big winners of 100% or more. The biggest winner in the calls was 252% on 3/9. The biggest winner in the puts was 265% on 2/2. The biggest winning week was the week of 2/5 to 2/9 at 650% and the biggest losing week was 3/12 to 3/16 for a negative 208% (obviously one does not trade this strategy with one's entire account).
All of this is simply buying calls or puts as day-trades.
For much more discussion and the chart:
Buying calls and puts in a "fool's game" of "dailies"
