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@loquicoco: Videos de risa core#

모┊ᴹᴿᴅʏʟᴀɴᵐᵒᵛⁱˡ
모┊ᴹᴿᴅʏʟᴀɴᵐᵒᵛⁱˡ
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Region: MX
Tuesday 17 February 2026 03:41:34 GMT
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Comments

efran.blas2
Efraa🥷🏼🥷🏼🥷🏼🔥 :
soy la torta. Hagan sus preguntas
2026-06-06 01:01:50
2
patriciaraquelmor7
Patricia Raquel Mora :
El primero 😂😂
2026-06-10 04:58:03
2
dannerymor1
エミス :
প্রথমটি:
2026-06-12 05:01:45
1
mexico5.22
Ever. jr :
2026-05-12 23:07:59
1
catalina.cervante031
tocinito Fresita🍓🍓🍓 :
ta chido se merece un like
2026-04-22 21:57:00
7
lariii_1456
⋆. 𐙚˚࿔ 𝑺𝒉𝒂𝒓𝒌𝒚𝒚☆°·๐ :
2026-04-19 19:30:40
4
didier.espi
Didier Espi :
ajajjajjajjajajajajajjajajajajjajJAJAJAJ
2026-06-07 01:11:38
0
ludmiescalanteycuellarde
mumi549 :
j
2026-05-13 02:44:25
1
danielaespinosa938
Nelly :
puuun
2026-04-11 01:33:55
0
yaretzi.joselin
🌸~MIKU~🌸 :
el niño:
2026-05-03 00:44:14
2
pucho3737
Celeste cute 🎀🌹🍒🐚💎🍧🌻🌷 :
E
2026-06-06 21:45:59
0
stich60940
stich. :
le primero dio miedo
2026-06-05 06:16:57
0
To see more videos from user @loquicoco, please go to the Tikwm homepage.

Other Videos

𝙋𝙤𝙚𝙩𝙧𝙮 💔🥺🙏||#kashifrazamustafai #poetry #sikandarwritex #islamicvideo #foryou
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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.
❤️‍🩹🥺 #foryou #foryoupage #fyppppppppppppppppppppppp
❤️‍🩹🥺 #foryou #foryoupage #fyppppppppppppppppppppppp

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