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To: MonsieurGonzo who wrote (7316)11/29/1999 9:47:00 PM
From: smolejv@gmx.net  Read Replies (1) | Respond to of 11051
 
...and my CSCO + SUNW approach approaches 150%, which is probably 4xNDX.

So what's my argument? Check the volatility of your constructs. That's probably where your (unachievable from my side I guess) extra margin of safety lies. OTH I believe you should get 2X SPX vol in the first case and 2 x NDX vol in the second (g).

Luck is stupid but fair.

dj