Alias of short strangle (short_strangle).
| Symbol | Return % | Sharpe | Max DD % | Win % | Avg/trade % | Trades |
|---|---|---|---|---|---|---|
| SPY | +67.1% | 1.28 | +6.1% | +89.5% | +3.5% | 19 |
| QQQ | +120.3% | 1.64 | +5.4% | +89.5% | +6.3% | 19 |
| IWM | +73.6% | 0.96 | +9.2% | +84.2% | +3.9% | 19 |
| DIA | +33.8% | 0.77 | +6.7% | +84.2% | +1.8% | 19 |
| Avg | +73.7% | 1.16 | +6.8% | +86.8% | — | 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 |
|---|---|---|
| alias_of | short_strangle | Equivalent strategy id |
Short volatility premium-selling with OTM strangle.
# Alias of short_strangle