Inverse of long call condor.
| Symbol | Return % | Sharpe | Max DD % | Win % | Avg/trade % | Trades |
|---|---|---|---|---|---|---|
| SPY | -1761.4% | -2.40 | +1639.5% | +0.0% | -92.7% | 19 |
| QQQ | -1366.1% | -1.70 | +1320.5% | +0.0% | -71.9% | 19 |
| IWM | -1200.8% | -1.17 | +1076.7% | +5.3% | -63.2% | 19 |
| DIA | -2202.2% | -3.34 | +2063.2% | +0.0% | -115.9% | 19 |
| Avg | -1632.6% | -2.15 | +1525.0% | +1.3% | — | 19 |
| Parameter | Default | Description |
|---|---|---|
| inner_width | 5% | Distance between short strikes |
Credit trade that prefers movement outside the long condor zone.
# -C(K1)+C(K2)+C(K3)-C(K4)