Buy ATM Calls & Puts on High Volatilty Signal from Forecaster
(Deployment of buffer capital in conservative 6% yield will reduce Max DD by 0.1% and increase monthly return by 0.1%)
Click here to see portfolio details.
Phase
Start Date
End Date
Rolling Return Statistics(%)
Choose Duration
| Average | Median | Maximum | Minimum | Positive Ratio | Quartile-1 | Quartile-3 |
|---|
| Rolling Return Distribution(% of times) Per Month | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Positive | Negative | ||||||||
| More than 8.5% | 6-8.5% | 4-6% | 2-4% | 0-2% | 0-2% | 2-4% | 4-6% | 6-8.5% | More than 8.5% |
Rolling DD Statistics(%)
Choose Duration
| Average | Median | Maximum | Minimum | Negative Ratio | Quartile-1 | Quartile-3 |
|---|
| Rolling DD Distribution(% of times) Per Month |
|---|
| 0-2% | 2-4% | 4-6% | 6-8.5% | More than 8.5% |
|---|