Strategies so far starting from 01/02/2013
Shorting ES weekly calls since the first week of 2013.
In the first three weeks, been getting out with making virtually no money every week and rolling over to the next week at higher strike prices.
DT shorting makes little money too.
Principle's been simple:
1) always light positions
2) don't long anything at any time frame
In addition, 3R of VIX futures (options) play is attractive at the moment of writing.