I've come to the conclusion I want to trade options.

-You can lower cost basis.
-They increase your probability of profiting by giving you 2/3 ways to make money.
-I have a small bankroll and the return on capital is higher than just standard trading, and it's also a way for me to leverage.

The question i have is when selling short puts, say you take on a bad position. You can roll the option, but couldn't you also use a progression to increase you likelihood of success further more?

Blackjack has the martingale, which doesn't work because you can lose 14x in a row even though the house advantage is only 1-7% assuming you use basic strategy.

But you can be conservative in an option and take positions where you have an 80% chance of being profitable, if it doesn't work out you roll your position and double up? Would that work long term?