IWM
iShares Russell 2000 ETF
stockNYSEETF

Hi All, I have been selling naked puts for a couple of years (cash was in Boxx or a MMF), mostly on the Qs, but also a bit on some other etfs (IWM, USO, crypto, china, etc), and some individual names if there isn't much volatility in the indexes. Majority of my money is in index funds, buffered etfs, and a decent amount of cash I generally go pretty conservative and sell weekly puts 4-7% out on the Qs and sometimes daily out 1.5-2% (or maybe more if there are a lot of earnings) Recently made a couple of rules for myself, but also want to learn about any other good ideas or get any feedback 1) Don't sell daily puts when there is a negative macd crossover (unless the RSI is at about 30 or lower and we are capitulating). I haven't done this in a while until this week and just remembered why on Fri to not do this. Rather just sell them weekly or when the macd is positive, don't feel like the risk reward is there 2) If you are at a loss and the market is in a downtrend/macd on a longer timeframe is negative, probably beter to close out the options before end of the market/before 1:15 pm pst/4:15 pm est. Generally worth taking the loss then before letting it get worse and feeling trapped

IWM maybe

this is a seriously bad idea at 63 years old, or probably any age: CC strategies run on a simple rule: they make money for the company (NEOS) when the underlying asset appreciates in price or pays out \*MORE\* than they pay *you*. that's it. IWM needs to go up faster than the 15% they are paying you. if IWM goes up 20% in a year, they can manage paying you 15%. but what happens if that doesn't occur? NEOS will cut the distribution and the price will fall. this half million should be in bonds or something safer. you said you have other income, why risk this half million on CC strategies from a company with a small track record who is planning on a major re-org this year? that re-org only after \~2 years of operations makes me think these guys made a company to sell, and a chop shop will tear it appart. we'll see.

IWM investors been down for Months

Biggest position: Cash. Sold 500k in chunks May-June of $IWM then to watch it go to another ATH and I questioned my life choices. Thankfully market is finally behaving and looking for another big drop before rebuying $IWM.

70%. Look I don’t have time to fact check this but I’m long a shit ton of IWM in my Roth and it’s not down that much Dogg.

Even learning options I have beaten SPY over the last 4 years. However I have not quite completed a full year of the strategy that I described over the last year my average return is just a little over the 12 month return on SPY. Position size I try to be about 25% RSP, QQQ/ 25% IWM / 25% EEM / the last 25% of my portfolio is a mix of ETFs I’m trying out and / or some riskier ones like SOXL, DRAM, RAM. some that I’m trying out are QQQI, IAUI, BTCI, IYRI, TLTI, SCHD for the dividends on top of the option premiums as well as further diversifying beyond USA ETFs and international ETFs

https://preview.redd.it/x4hcc41it4wh1.png?width=1598&format=png&auto=webp&s=7ec8a3a119c156a08991d3b403a5fadd6335b111 Markets began the week calm and ended it changed. The VIX closed Friday at 19.99 after spiking 21% in a single session — its highest intraday reading (22.31) since June. The Nasdaq fell 4.5% for its worst week since June. Semiconductors extended a losing streak to eight consecutive sessions, the longest since the 2008 financial crisis. Brent crude touched $110 for the first time since May as Iran escalated attacks in the Strait of Hormuz — more than two dozen attacks on shipping recorded since the start of the month. And the S&P 500 closed below its 50-day moving average. Three forces converged: **1. The AI credit question went mainstream.** CoreWeave fell roughly 24% on the week as doubts about heavily indebted AI-infrastructure economics spread from single names to the sector. This is the market starting to ask the 2026 version of the 2000 question: what are the returns on trillions of capex, and who holds the debt? Oracle's record-high credit default swaps — flagged weeks ago — turned out to be the tell, not the exception. **2. The inflation mix turned stagflationary.** September CPI came in hot, but the more important signal is in the pipeline: recent PPI components showed jet fuel +21% and diesel +24% month-over-month. Bank of America calculates 55% of the core CPI basket now runs above 2.5% annualized on a three-month basis. Gasoline alone drove a third of the last CPI print. With the Fed meeting October 27–28 and Warsh noncommittal in Bangkok, October hike odds *fell* to \~15% — the market now prices no rescue into an inflationary supply shock. That combination, more than any single data point, is what compressed multiples this week. **3. Hormuz became a live economic channel.** The tanker war is no longer a headline risk; it's showing up in crude, in refined products (China has ordered refiners to halt fuel exports), and in Asian import bills. The IMF's July assessment remains the framework: the cumulative supply shortfall already exceeds 1973, the Iran-Iraq war, and the 1990–91 Gulf War at equivalent stages, with strategic buffers on a roughly six-month clock. # Winners and Losers **Winners:** energy (the strongest sector on the board — crude's 71-week trend intact and now accelerating with a war premium on top), defensives (staples printed a bullish breakout, healthcare held its trend), the dollar, gold miners on a relative basis, and Brazil/LatAm — the one equity complex where trends remain both young and intact. **Losers:** US small caps (trend-flipped Friday, with one of the fastest relative-strength collapses on the board), emerging markets (Korea's relative rank went from 1st to the bottom of the table in eleven days — the fastest capital exit of the year), semiconductors (the quarterly chart shows a parabola meeting its generational trendline for the first time since 2009), European financials (the credit stress that built for a month reached the trend layer), and anything priced for a Fed pivot. # What the Signals Say **Fresh trend breaks (new shorts on the model's board):** * **US small caps (IWM):** trend flipped Friday after a \~25-slot collapse in relative strength versus the rest of the equity board — small caps in a credit-tightening regime. Confirmation below the Friday low (\~269); the broken level becomes resistance. * **Korea (EWY):** relative rank went from 1st to bottom-of-table in eleven days — the fastest capital exit the board has printed this year. No clean liquid instrument in the US; worth watching as Asia's canary regardless. * **Saudi Arabia (KSA):** the trend break flagged last week was confirmed with a bearish breakout print — notable given the fiscal/war backdrop (largest quarterly deficit on record, breakeven estimates ranging north of $80–96 Brent depending on the source). **On the edge:** * **Semiconductors (SOX):** the quarterly chart shows a three-year parabola testing its generational trendline for the first time since 2009. Friday's weekly candle (−11.4%, closed on the low) closed below the two-year trail line. A quarterly close back above \~11,500 degrades the entire bear case; below 11,000 the next shelves are \~9,000 and the 2024 breakout zone near 3,400–2,900. * **Treasuries (TLT):** week 103 of the core trend bear, with the whole complex at oversold extremes and buy signals aging. The trigger hasn't printed — this is the highest-conviction *watchlist* long on the board, not a position yet. When the flip comes, it's the trade of the setup. **Trends still intact (the holdouts):** Brazil / LatAm (rank 1–2, young trends), Taiwan (76-week trend, fresh washout), energy (71-week crude trend), staples (defensive rotation, bullish breakout). # The Week Ahead (October 20–24) * **The data calendar is light until month-end** — the September PCE print lands around the Fed meeting. Until then, tech earnings ramping into month-end and the credit tape carry the narrative. * **The Fed meets October 27–28.** No hike expected, but the statement's inflation language against a −4.5% Nasdaq week is the tension that moves markets. * **Watch the credit tape.** If high-yield spreads gap in sympathy with equities, the AI-credit story graduates from sector rotation to systemic risk — that changes everything about how the next leg trades. * **Levels that matter:** VIX 25 (the line between correction and event), the SOX weekly trendline (\~11,000 — a quarterly close back above \~11,500 degrades the entire bear case), and Brent $110/$115 (the war premium's ceiling and the stagflation accelerator). The setup entering the week: an inflationary supply shock, a pinned central bank, a credit question unresolved, and positioning already defensive. That's not a bottoming configuration — it's the configuration in which the next move, whichever direction it resolves, tends to be large. Volatility is no longer the anomaly. Calm is. Disclaimer: proprietary model/data used, not investment advice. do your own research.

We saw some incredible multi-hundred percent moves early in the week on runners like $JBDI, $FLYE, and $TCRT, but Friday’s late-day pullback in $IWM Social Post It’s Saturday! Quick talk on last week's Small-Cap market: We saw some incredible multi-hundred percent moves early in the week on runners like $JBDI, $FLYE, and $TCRT, but Friday’s late-day pullback in $IWM was a clear reminder of how fast cold-market liquidity can dry up. If you banked your base hits ($0.15–$0.30) and respected the morning order-flow halts, you walked into the weekend green. Pushing through this weekend is a great time to recharge, review your trade logs, and prepare yourself mentally and technically for the week ahead. Unplug today, reset, and let’s get ready to execute come Sunday night. How Last Week Prepares Us for the Week Ahead Last week provided a clear roadmap for what to expect. Rather than signaling a broad, index-wide rally, the market dynamics revealed where real opportunity will live—and where the traps lie. 1. How Last Week Prepares Us for Next Week Macro Pressures Keep Index Beta Capped: With Treasury yields holding near multi-decade highs (\~5.2%) and institutional money staying cautious following inflation reports, $IWM is struggling to sustain moves above the $280 pivot zone. When broad index liquidity is restricted, high-beta small caps rarely get sustained, multi-day market-wide tailwinds. Cold Market Rules Remain Mandatory: Friday's drop in $IWM proved that afternoon liquidity fades rapidly. The market is rewarding early-morning speed and disciplined execution while punishing late-day FOMO and holding overnight. Extreme Volatility Concentration: While the macro backdrop capped the broad indices, individual low-float equities ($JBDI, $FLYE, $TCRT) produced 100% to 300%+ intraday expansions. Money isn't leaving the small-cap arena—it's simply concentrating into isolated, catalyst-backed tickers. 2. Will We See More Rallies in the Small-Cap Sector? Don't Expect Broad Sector Rallies: We likely won't see a "rising tide lifts all boats" scenario where any random small-cap stock trends up all day. High borrowing costs and rate sensitivity continue to weigh on the broader Russell 2000 index. Expect High-Velocity "Micro-Rallies": Low-float, high-relative-volume (RVOL) tickers will continue to explode into parabolic morning surges. As long as momentum capital lacks a strong direction in broad tech or large-cap equities, day traders and momentum algorithms will aggressively target isolated small-cap catalyst news (Form 6-K filings, contract wins, low-float squeezes). 3. Strategic Playbook for the Upcoming Week Focus on Pre-Halt Detection: The biggest gains will continue coming from tickers before they trigger their first Limit-Up/Limit-Down (LULD) volatility halt. Let your custom algorithms and real-time scanner tools identify volume shifts before retail chasing begins. Stick to the Base-Hit Standard ($0.15–$0.30): In a cold market, taking clean, single-digit or double-percentage gains out of early parabolic surges keeps your win rate high and protects you from sudden halt-down reversals. Trade the Open, Protect the Afternoon: Prioritize the 9:30 AM – 11:00 AM EST execution window when relative volume is at its peak. Once midday chop sets in, step back and preserve your weekly gains. Have a good weekend everyone.

Trade IWM with that 1700 you got, I can flip that to 5k by the end of the week , lmk if you need my help,

I have been selling options for 4 years now and still learning. My biggest question for myself was always what stocks to sell options on because I was convinced about the value of selling options and the math behind a high probability of success when selling low delta CC and CSP. I didn’t want to research stocks all the time and I don’t really believe in timing the market and technical analysis nor did I want to spend the time on it anyway. To me it was slightly ironic that I eventually came back to selling options on the same kinds of ETFs that I liked to invest in as a buy and hold investor. The premiums are not generally as high as single stocks because they are naturally less volatile due to being an average of all the stocks in the ETFs. But I find peace and security knowing that they are naturally diversified and that I like holding them anyway so getting assigned is not really a problem. And even if I am assigned it is at a lower price that when I sold the option so I see it as some downside protection vs just holding the stock. My strategy is I sell mostly 7 DTE CSP with a strike price that will give me a premium of 1/4-1/3 of the strike price. That usually gives a delta of 0.25 or less. 1/4 the strike price = 0.25% per week which is 13% before compounding or dividends or interest on cash position if I’m not assigned. If assigned I switch to CC with the goal of selling at the strike I was assigned at. One question I struggle with is when I can’t get at least 0.25% in premium on a CC with a strike at my cost basis. Currently I have decided to just sell at whatever strike will still give me the 0.25% per week even if I get assigned below my cost basis and take a loss. About 80% of my option trades are on QQQ. IWM. EEM. SCHD. and some DRAM.