Short Call Spread

Spread

Alias of bear call spread (bear_call_spread).

Performance across all datasets

SymbolReturn %SharpeMax DD %Win %Avg/trade %Trades
SPY-88.2%-0.10+296.0%+57.9%-4.6%19
QQQ-149.4%-0.18+340.2%+52.6%-7.9%19
IWM-308.8%-0.35+380.7%+47.4%-16.3%19
DIA-36.6%-0.06+132.1%+52.6%-1.9%19
Avg-145.8%-0.17+287.2%+52.6%19
Cumulative P&L % — all symbols
Detail:
Cumulative P&L % — SPY

Risk Profile

Max Profit
Credit
Max Loss
Spread width - credit
Breakeven
Short strike + credit
Outlook
Neutral to bearish

Parameters

ParameterDefaultDescription
alias_ofbear_call_spreadEquivalent strategy id

Methodology

Defined-risk credit call spread.

Implementation

# Alias of bear_call_spread