Alias of short strangle (short_strangle).
| Symbol | Return % | Sharpe | Max DD % | Win % | Avg/trade % | Trades |
|---|---|---|---|---|---|---|
| SPY | -16.1% | -0.35 | +19.5% | +63.2% | -0.8% | 19 |
| QQQ | -31.7% | -0.45 | +34.7% | +52.6% | -1.7% | 19 |
| IWM | -40.7% | -0.69 | +38.0% | +52.6% | -2.1% | 19 |
| DIA | +9.6% | 0.35 | +5.4% | +73.7% | +0.5% | 19 |
| Avg | -19.7% | -0.29 | +24.4% | +60.5% | — | 19 |
| Parameter | Default | Description |
|---|---|---|
| alias_of | short_strangle | Equivalent strategy id |
Short volatility premium-selling with OTM strangle.
# Alias of short_strangle