Inverse call diagonal.
| Symbol | Return % | Sharpe | Max DD % | Win % | Avg/trade % | Trades |
|---|---|---|---|---|---|---|
| SPY | -629.3% | -0.70 | +564.5% | +21.1% | -33.1% | 19 |
| QQQ | -834.1% | -0.98 | +742.0% | +10.5% | -43.9% | 19 |
| IWM | -616.0% | -0.63 | +708.6% | +26.3% | -32.4% | 19 |
| DIA | -508.1% | -0.52 | +534.7% | +31.6% | -26.7% | 19 |
| Avg | -646.9% | -0.71 | +637.5% | +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 |
|---|---|---|
| strike_skew | ATM/OTM | Long lower strike, short higher strike |
Opposite of long call diagonal with short convexity profile.
# -C(K1,T_long) + C(K2,T_short)