Portfolio Theory
The 35-40% drawdown reduction from a 1-2% annual cost hedge is wild — does the 88% loss recovery from time-shifting actually hold up in live trading or just backtests?
Drawdown reduction Hedging cost Backtesting
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This is a great question about the 35-40% drawdown reduction from a 1-2% annual cost hedge is wild — does the 88% loss recovery from time-shifting actually hold up in live trading or just backtests. When approved, VixShield's editorial team will provide a full answer based on Russell Clark's SPX Mastery methodology.
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