Alias of covered-call implementation (sell_call).
| Symbol | Return % | Sharpe | Max DD % | Win % | Avg/trade % | Trades |
|---|---|---|---|---|---|---|
| SPY | -8.3% | -0.12 | +25.3% | +57.9% | -0.4% | 19 |
| QQQ | -39.6% | -0.43 | +47.1% | +42.1% | -2.1% | 19 |
| IWM | -53.2% | -0.60 | +56.5% | +36.8% | -2.8% | 19 |
| DIA | +6.8% | 0.15 | +12.7% | +68.4% | +0.4% | 19 |
| Avg | -23.6% | -0.25 | +35.4% | +51.3% | — | 19 |
| Parameter | Default | Description |
|---|---|---|
| strike_pct | 1.02 | Short call strike |
Own underlying and sell OTM call to collect carry while capping upside.
# Alias of sell_call