If you mean your going to short NG using DGAZ then okay. If you mean your going to short Dgaz taking advantage of decay then you need to pick your spots like when winter run begins. Right now we are heading into Contango shorting DGAZ is highly not recommended MHO...
Plus when you short your subject to margin requirements on these etf. If trade goes the wrong way and you exceed margin requirement you get a margin call.
I only short UGAZ when Contango is high and they ran UGAZ up into last day before Expiry. EZ money..
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