Neutral volatility strategy. Sell OTM call spread + OTM put spread. Profit from range-bound movement and theta decay. Ideal for low VIX environments.
■ ACTIVE
Long stocks breaking above 20-day high with volume confirmation. Exit on 10-day low or 5% trailing stop. S&P 500 and NASDAQ 100 universe.
■ ACTIVE
Buy SPX components 2σ below 20-day moving average. Exit on reversion to mean or 3% stop. High win rate, small edge per trade.
■ PAUSED
Long 100 shares + short OTM call. Generate weekly income on core holdings. Roll at 50% max profit or 7 DTE. SPY, QQQ, IWM.
■ ACTIVE
Long high-yield currencies (BRL, MXN, INR) vs. low-yield (JPY, CHF). Monthly roll. Rate differential + capital appreciation.
■ MONITORING
Allocate to top-3 SPDR sectors by 3-month momentum. Monthly rebalance. Equal weight. XLF, XLK, XLY, XLE, XLV, XLI, XLB.
■ ACTIVE
Long/short correlated pairs (KO/PEP, HD/LOW, GS/MS). Enter at 2σ spread divergence, exit on convergence or 5-day hold.
■ BACKTEST
Sell straddles when IV > 90th percentile of HV. Buy straddles when IV < 10th percentile. Delta-hedge every 2% move.
■ ACTIVE
Long/short ES, NQ, CL, GC, ZB based on 50/200 SMA crossover. Weekly rebalance. Risk 2% of NAV per position with 3× ATR stop.
■ HIGH RISK
Buy 2 days before ex-div, sell 1 day after. Filter for yield > 3%, market cap > $10B. High-volume, low-spread names only.
■ ACTIVE