This is a selfish and a selfless post. It is selfish in the respect that I’m hoping to glean some wisdom from the crowd. It is selfless since it’s a decent amount of work to construct this properly, with the hope that some folks might benefit from the problem and its potential solutions.
Let me start with the situation and my assumptions:
- I have a substantial portfolio which consists of only cash and 30 bearish equity positions, by way of being long puts that expire no earlier than September and, on most cases, expire much later than that.
- I have 20% of my portfolio in cash. The portfolio overall is sporting a 57% profit so far this year.
- Over the past few weeks, I saw about 90% of my profits for the year go up in smoke, only to be restored over the course of the past few days (please note: it was not a good feeling, and I’d rather not go there again);
- My overarching assumption is that stocks will be MUCH lower at some point this year (prior to October) and, counter-trend rallies be damned, virtually all these puts will be worth much more later, even with time decay.



