Four-leg call condor with profit zone between middle strikes.
| Symbol | Return % | Sharpe | Max DD % | Win % | Avg/trade % | Trades |
|---|---|---|---|---|---|---|
| SPY | +2283.2% | 1.05 | +129.4% | +73.7% | +120.2% | 19 |
| QQQ | +2843.8% | 0.77 | +202.8% | +68.4% | +149.7% | 19 |
| IWM | +1740.5% | 0.52 | +500.0% | +57.9% | +91.6% | 19 |
| DIA | +1488.8% | 0.93 | +200.0% | +79.0% | +78.4% | 19 |
| Avg | +2089.1% | 0.82 | +258.1% | +69.7% | — | 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 |
|---|---|---|
| inner_width | 5% | Distance between short strikes |
Defined-risk moderate-range trade using two long wings and two short inner calls.
# +C(K1)-C(K2)-C(K3)+C(K4)