Long 1 lower call, short 2 middle calls, long 1 upper call.
| Symbol | Return % | Sharpe | Max DD % | Win % | Avg/trade % | Trades |
|---|---|---|---|---|---|---|
| SPY | +1965.6% | 0.35 | +755.6% | +52.6% | +103.5% | 19 |
| QQQ | +4077.7% | 0.31 | +990.3% | +57.9% | +214.6% | 19 |
| IWM | +158.3% | 0.06 | +700.0% | +26.3% | +8.3% | 19 |
| DIA | +1344.9% | 0.40 | +254.8% | +52.6% | +70.8% | 19 |
| Avg | +1886.6% | 0.28 | +675.2% | +47.4% | — | 19 |
What this shows: Overlayed cumulative return series for this strategy across all available symbols.
How to read it: Look for symbols with smoother curves and faster recoveries to assess whether performance is broad-based or driven by a few outliers.
What this shows: Single-symbol cumulative return path for SPY.
How to read it: Use this detailed view to inspect entry/exit behavior over time and whether drawdowns cluster in specific periods.
| Parameter | Default | Description |
|---|---|---|
| body_strike | ATM | Middle strike |
A defined-risk, defined-reward structure that benefits if expiry finishes near the body strike.
# +C(K1) - 2C(K2) + C(K3)