For example say we got the 1st signal to go short at 25100, then we could have bought a 25200 PE and when we got an add at say 24800. We could have booked our 25200PE (why leave so much money on the table) and bought 2 24900 PE for the same amount. On the next signal we would have booked our profits in these 24900 PE and switched to 3 options of a lower strike..... and so on. I hope it is clear.