Four-leg call condor with profit zone between middle strikes.
| Symbol | Return % | Sharpe | Max DD % | Win % | Avg/trade % | Trades |
|---|---|---|---|---|---|---|
| SPY | +2454.6% | 0.89 | +138.3% | +73.7% | +129.2% | 19 |
| QQQ | +1796.3% | 0.56 | +335.4% | +63.2% | +94.5% | 19 |
| IWM | +1289.0% | 0.48 | +341.5% | +57.9% | +67.8% | 19 |
| DIA | +2259.4% | 1.20 | +100.0% | +79.0% | +118.9% | 19 |
| Avg | +1949.8% | 0.78 | +228.8% | +68.4% | — | 19 |
| 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)