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repeating volatility

Posted By: Bob Koca
Date: Sunday, 13 September 2026, at 5:52 a.m.

In Response To: Position of the Day 08-28-26 (Chuck Bower)

Due to repeating volatility, looking at the few immediate market losers undervalues the volatility.

Comparing to an idealized version of repeating volatility might help make this idea clearer. Suppose that a position is currently 70% cubeless. 1 sequence out of 1296 makes it go to 100% and 1 sequence makes it go to 40% and the other 1294 leave the position unchanged. The immediate market loss is very unlikely but this is effectively as volatile as a position which goes to 100% half the time and to 40% half the time. The given position has elements of that since usually a very similar position is reached with the same 55 and 44 as clear market losers and that can happen over the course of several rolls

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