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Featured Runs info
Strategy | Run | Period | Sharpe | CAGR% | MaxDD |
|---|---|---|---|---|---|
| [GLD-Short-Put] | GLD-PutWrite | 2020-01-02 → 2025-06-18 | 1.08 | 7.32% | -8.1 |
| Boxcar | Boxcar-OOS | 2022-11-01 → 2024-07-11 | 1.34 | 39.46% | -22.51 |
| QuantPedia - Composite Seasonal | VRP-ShortPut-SL-Moneyness-Scaled | 2012-01-04 → 2023-12-29 | 1.88 | 12.07% | -8.26 |
| [BoxSpread] | BoxSpread-SPX | 2023-01-03 → 2023-10-30 | 0.89 | 4.65% | -2.17 |
| [BoxSpread] | BoxSpread-RUT | 2023-01-03 → 2023-10-30 | 1.92 | 4.65% | -0.98 |
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GLD Put-Write Strategy
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