Call Front Spread

Directional

Alias of front-ratio style mapping (ratio_spread).

Performance across all datasets

SymbolReturn %SharpeMax DD %Win %Avg/trade %Trades
SPY+955.6%1.64+12.9%+94.7%+50.3%19
QQQ+880.1%1.26+58.8%+89.5%+46.3%19
IWM+963.2%1.49+33.7%+89.5%+50.7%19
DIA+1246.9%1.44+8.5%+94.7%+65.6%19
Avg+1011.4%1.46+28.5%+92.1%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