@wisalhaider313: #wisal

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Thursday 11 June 2026 17:59:39 GMT
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maha_9y1
💮Maha💮 :
females ko bhi add krein yahan, why this video is dedicated to men only 😕
2026-06-11 18:09:24
28
haji_9011
HaJi Darya Khan :
یہ کمال کا جملہ تھا کہ سکون مُردوں پر اچھا لگتا ہے مَردوں پر نہیں✨🥀
2026-06-11 18:06:48
46
same04685
same :
exactly
2026-06-11 19:03:26
5
haseenapatan2
haseena.patan :
زبردست
2026-06-11 18:33:46
15
egoistb0
Egoist boy🥀🖤 :
Esaa Hi Hun😁🤗
2026-06-12 01:41:12
5
loveyoumurshad264
Four -Souls 🥀🖤 :
مرنے کے بعد جنازوں میں دوڑ کر شامل ہونے سے کہیں بہتر ہے کہ مشکل وقتوں میں زندہ لوگوں کا سہارا بنیں؟
2026-06-11 18:10:07
10
mariumk23
مریم :
bilkul
2026-06-11 18:17:19
9
mareenahaider0
mareena Haider :
true 💯
2026-06-11 18:04:16
8
fatimakhanbaloch21
Fatima Khan 🎀 :
ahn exactly 🙌🏻🙃
2026-06-11 18:01:47
15
tehzeeba4
تہذیبہ :
MashaAllah ♥️
2026-06-12 04:02:33
4
ummehanni55
𝓤𝓶𝓶𝓮 𝓗𝓪ηη𝓲 :
You need to edit your lines like “ sukoon murdoon par acha lagta ha insano par nahi „
2026-06-11 18:42:40
5
gurmeetramnani2
GR-1♛ :
geo🙌
2026-06-11 18:03:43
6
hasnainmalik12385556853
Hasnain malik :
Thank you so much I love you bro🥰🥰🥰🥰🥰
2026-06-12 04:46:10
2
mano.ali255
Mano Ali :
bilkul sahi bro❤️❤️❤️
2026-06-11 18:03:41
8
cute.jutti434
cutejutti :
Mash Allah🌹🌹♥️♥️♥️
2026-06-12 01:41:16
6
mr_mrvt
🔥 Mʀᴠᴛ 🖤 :
بلکل !!😳😏
2026-06-12 03:03:48
3
its._umar.10
🇲 🇦 🇱 🇮 🇰 :
akher wo favourite awaz wala mil gaya
2026-06-11 18:11:19
1
shahbazhussainh99
Shahbaz Hussain :
sai bro
2026-06-12 04:54:13
3
genius.of.shahdad
⚡️CiRcKeT"lover☄️ :
bashak 🙌
2026-06-12 04:18:50
2
toore313
TOORi³¹³🖤 :
Dagha my lagee🫰🤞
2026-06-12 01:29:39
3
husna19802
husna khan :
Bilkul
2026-06-11 21:36:22
2
zunair.177
zunair 177 :
2026-06-11 18:03:03
2
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Other Videos

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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