[bones]

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For a given ROI, the best distribution is one which produces the highest ITM.

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Uh...no. That's only if you give a [censored] about variance. ROI is ROI. Who cares about ITM? [censored] ITM

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I give a huge [censored] about variance! Low variance = high sanity.

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I think you might want to reconsider your choice in careers if you value sanity over profit.