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IMG_7849.PNG

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The JokerThe Joker
25% of all capital in buy and hold SPX generates 1.7X profit and 0.6 (40% less) deviation. 
 
If buy and hold hold Sharpe ratio is about 0.7, this strategy is Sharpe ratio of about 2 10/23/16
The JokerThe Joker
This is a large span iron condor spread in SPX, core sold at 15 delta, bought wings at 5 delta. 
-early management (sell at 24 days) 
-early mgmt if profit at 25% of max 10/23/16
The JokerThe Joker
**correction to first comment this is comparing an Iron Condor options strategy (25% of assets) to buy and hold s&p 10/23/16
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