Short Call Spread

Spread

Alias of bear call spread (bear_call_spread).

Performance across all datasets

SymbolReturn %SharpeMax DD %Win %Avg/trade %Trades
SPY-358.8%-0.50+418.6%+42.1%-18.9%19
QQQ-447.8%-0.57+523.6%+42.1%-23.6%19
IWM-454.5%-0.53+472.9%+52.6%-23.9%19
DIA-314.2%-0.45+323.8%+42.1%-16.5%19
Avg-393.8%-0.51+434.7%+44.7%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