Put-version condor with bounded risk/reward.
| Symbol | Return % | Sharpe | Max DD % | Win % | Avg/trade % | Trades |
|---|---|---|---|---|---|---|
| SPY | +494.4% | 0.21 | +567.4% | +52.6% | +26.0% | 19 |
| QQQ | +1375.7% | 0.36 | +582.2% | +52.6% | +72.4% | 19 |
| IWM | +688.8% | 0.21 | +713.6% | +36.8% | +36.3% | 19 |
| DIA | +146.0% | 0.08 | +431.1% | +47.4% | +7.7% | 19 |
| Avg | +676.2% | 0.21 | +573.6% | +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 |
|---|---|---|
| inner_width | 5% | Distance between short strikes |
Equivalent payoff family to call condor, expressed with puts.
# +P(K4)-P(K3)-P(K2)+P(K1)