Inverse put diagonal.
| Symbol | Return % | Sharpe | Max DD % | Win % | Avg/trade % | Trades |
|---|---|---|---|---|---|---|
| SPY | +116.3% | 0.15 | +181.5% | +57.9% | +6.1% | 19 |
| QQQ | -157.9% | -0.20 | +230.5% | +42.1% | -8.3% | 19 |
| IWM | -8.9% | -0.01 | +287.9% | +57.9% | -0.5% | 19 |
| DIA | +341.4% | 0.39 | +162.1% | +63.2% | +18.0% | 19 |
| Avg | +72.7% | 0.08 | +215.5% | +55.3% | — | 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 higher strike, short lower strike |
Opposite side of long put diagonal risk profile.
# -P(K1,T_long) + P(K2,T_short)