Alias of short strangle (short_strangle).
| Symbol | Return % | Sharpe | Max DD % | Win % | Avg/trade % | Trades |
|---|---|---|---|---|---|---|
| SPY | +82.8% | 1.78 | +1.6% | +89.5% | +4.4% | 19 |
| QQQ | +97.1% | 1.39 | +5.1% | +89.5% | +5.1% | 19 |
| IWM | +93.2% | 1.42 | +4.8% | +84.2% | +4.9% | 19 |
| DIA | +54.6% | 1.76 | +2.0% | +89.5% | +2.9% | 19 |
| Avg | +81.9% | 1.59 | +3.4% | +88.2% | — | 19 |
| Parameter | Default | Description |
|---|---|---|
| alias_of | short_strangle | Equivalent strategy id |
Short volatility premium-selling with OTM strangle.
# Alias of short_strangle