Shorting is stupid. I don't do stupid things with my money.
Look at the performance of the highest yielding "alphabet stocks" (MLPs, BDCs, mREITs) in 2000 and 2008 and you'll see the dreadful risk. They blow up in bad markets. You don't see Buffett buying this crap.
These almost-scammy "products" are popular for the same reason pennies are popular with "players," they offer fantasy.
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Because the Good Life is Just a Pump or Two Away