Call Front Spread

Directional

Alias of front-ratio style mapping (ratio_spread).

Performance across all datasets

SymbolReturn %SharpeMax DD %Win %Avg/trade %Trades
SPY+636.9%0.28+484.5%+73.7%+33.5%19
QQQ-134.2%-0.04+766.3%+52.6%-7.1%19
IWM-684.3%-0.26+945.5%+31.6%-36.0%19
DIA+1180.7%0.85+200.2%+73.7%+62.1%19
Avg+249.8%0.21+599.1%+57.9%19
Cumulative P&L % — all symbols
Detail:
Cumulative P&L % — SPY

Risk Profile

Max Profit
Near short strike region
Max Loss
Large upside
Breakeven
Mapped implementation
Outlook
Short convexity / mild bullish

Parameters

ParameterDefaultDescription
alias_ofratio_spreadEquivalent strategy id

Methodology

Included for naming compatibility with ratio spread taxonomy.

Implementation

# Alias of ratio_spread