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@absolute_core1: She was ready to fight for the relationship #couples #breakup #shelovesme #emotional #goviral

absolute_core1
absolute_core1
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Friday 13 February 2026 23:48:55 GMT
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shawn.okeynan
Shawn Okeynan :
Just let the man leave
2026-02-14 00:51:11
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SPY LEAPS vs. buy and hold. And this time, LEAPS win. By a lot. Before jumping to conclusions, understand exactly what this is showing. This is a model-based simulation, not raw historical option prices. Assumptions: • Start: 1996 • Benchmark: SPDR S&P 500 ETF Trust (SPY) buy and hold (total return via adjusted price) • Strategy: continuously hold 2-year LEAPS calls • Roll: every 12 months into a fresh 2-year contract • Strike: 85% of spot at entry (deep ITM, ~0.85–0.9 delta) • Allocation: • 65% in LEAPS • 35% in 3-month T-bills • Frequency: monthly • Output: cumulative % return Option pricing each month used Black-Scholes: • S: real SPY price • K: fixed at entry • T: time remaining • r: 3-month Treasury rate • Sigma: proxied by VIX So this includes: • time decay • volatility changes • interest rates • annual roll mechanics Why did LEAPS outperform? Because this period (1996–2026) is dominated by: • strong long-term upward drift • multiple extended bull runs • volatility regimes that didn’t permanently punish long convex exposure Deep ITM LEAPS behave like: • high-delta equity exposure • with embedded leverage • and limited capital usage That combination can outperform when: • returns are strong • drawdowns recover • compounding dominates But this is the part people miss: This result is path-dependent. Change the environment and the outcome changes. LEAPS are not just “leveraged SPY.” They are a bet on: • direction • volatility • timing • roll efficiency You are constantly resetting exposure and paying for optionality. Buy and hold SPY: • never expires • never needs to be rolled • fully captures long-term compounding LEAPS: • introduce friction • introduce model dependence • amplify both upside and mistakes So the real takeaway is not: “LEAPS are better” It is: In a long bull regime, leveraged convex exposure can outperform simple ownership. Data: • SPY adjusted prices (Yahoo Finance) • VIX (Yahoo Finance) • 3-month T-bill rate (FRED) Follow for more charts like this.
SPY LEAPS vs. buy and hold. And this time, LEAPS win. By a lot. Before jumping to conclusions, understand exactly what this is showing. This is a model-based simulation, not raw historical option prices. Assumptions: • Start: 1996 • Benchmark: SPDR S&P 500 ETF Trust (SPY) buy and hold (total return via adjusted price) • Strategy: continuously hold 2-year LEAPS calls • Roll: every 12 months into a fresh 2-year contract • Strike: 85% of spot at entry (deep ITM, ~0.85–0.9 delta) • Allocation: • 65% in LEAPS • 35% in 3-month T-bills • Frequency: monthly • Output: cumulative % return Option pricing each month used Black-Scholes: • S: real SPY price • K: fixed at entry • T: time remaining • r: 3-month Treasury rate • Sigma: proxied by VIX So this includes: • time decay • volatility changes • interest rates • annual roll mechanics Why did LEAPS outperform? Because this period (1996–2026) is dominated by: • strong long-term upward drift • multiple extended bull runs • volatility regimes that didn’t permanently punish long convex exposure Deep ITM LEAPS behave like: • high-delta equity exposure • with embedded leverage • and limited capital usage That combination can outperform when: • returns are strong • drawdowns recover • compounding dominates But this is the part people miss: This result is path-dependent. Change the environment and the outcome changes. LEAPS are not just “leveraged SPY.” They are a bet on: • direction • volatility • timing • roll efficiency You are constantly resetting exposure and paying for optionality. Buy and hold SPY: • never expires • never needs to be rolled • fully captures long-term compounding LEAPS: • introduce friction • introduce model dependence • amplify both upside and mistakes So the real takeaway is not: “LEAPS are better” It is: In a long bull regime, leveraged convex exposure can outperform simple ownership. Data: • SPY adjusted prices (Yahoo Finance) • VIX (Yahoo Finance) • 3-month T-bill rate (FRED) Follow for more charts like this.
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