Buy put spread + buy call spread.
| Symbol | Return % | Sharpe | Max DD % | Win % | Avg/trade % | Trades |
|---|---|---|---|---|---|---|
| SPY | -1175.1% | -0.99 | +1101.9% | +15.8% | -61.9% | 19 |
| QQQ | -944.2% | -0.79 | +865.8% | +31.6% | -49.7% | 19 |
| IWM | -967.3% | -0.82 | +867.3% | +26.3% | -50.9% | 19 |
| DIA | -1156.6% | -0.75 | +1056.6% | +15.8% | -60.9% | 19 |
| Avg | -1060.8% | -0.84 | +972.9% | +22.4% | — | 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 |
|---|---|---|
| wing_width | 5-10% | Distance between strikes |
Debit-defined-risk long-volatility structure that profits from larger moves either direction.
# Long put spread + long call spread