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In this video tutorial, the speaker discusses the strategy of selling a naked put on SPX every day. They have done this 150 times since the summer, mostly with paper trading. The strategy involves selling the first strike at the open for $5 with a stop loss at $15 and take profit at $1, using a bracket order. The $5 amount was chosen for easy multiplication by three. The goal is to be consistent with profit and loss amounts each day.