POST REMOVED
I've looked into these strategies a lot, and found that one almost has to hold the shorts overnight (ie: perpetually) so ensure that you actually have the shorts you need on the days when it works. However, then you have two new problems: a) you pay short loan fees, which can be a lot for these things, and b) you cannot leverage them at all, since RegT overnight for 3x leveraged is 100% margin.
It's not easy, but still tempting.
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