Thanks for the reply JFC.

Was just tinkering around with a few figures. I remember doing something along these lines in Finance at Uni, a few moons ago now. However, after several hours it finally dawned on me, "Solver" was the key. But it seems as if a quick look at the returns at $50, should of tipped me off much earlier. I'm like the tortoise, slow but i'll eventually get there.

As for getting set in the market, the example represents Champ League soccer, you probably guessed that, so liquidity is not an issue and the correct position is easily attainable, assuming the strategy is indeed correct.

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I like Bing Lee.