Premium Guard
Far OTM Bull Put Spread 40D. Systematic put premium on SMH and USO — 0.15 delta, close at 50% profit, 4% risk per trade. Sized for $1,000 accounts.
Diversification
72
Volatility Profile
Low
Horizon
Weeks
Virtual Demo Track Record
Forward performance on our internal virtual $1,000 demo account since 8/2/2026. This is not customer capital and not your brokerage account.
Account value
$1,000.00
As of Sep 21, 2026 UTC
Total return
Cumulative since activation
0.00%
Today's return
Since midnight UTC
0.00%
Tracking days
46
Total Return History
Cumulative return since activation — the same metric as the Total Return card above. A rising line means recovery over time; it does not mean today's return is positive.
Hover a date for cumulative and that day's return. For today's move, see Today's Return in the summary.
Illustrative Reference Ranges
Live market backtest unavailable. Showing educational ranges only — not live performance or a forecast.
Monte Carlo block-bootstrap P5 Sharpe is below 1.0 on 5-year daily returns — demo track record only; paper and live trading are not available.
Expected Return
38–42%
annualized
Volatility
+-1.0%–+1.0%
annualized
Net Sharpe
—
after paper fee + slippage
Max Drawdown
0.0%
historical reference
Trading Logic
End-of-day signals only — no day trading. See full trading logic documentation.
Rebalance Schedule
Weekly (Mondays)
Drift > 5%
Min Holding
0 days
Before discretionary sells
Trend Filter
None
Buy-and-hold weights
Risk Alerts
Defensive regime
VIX spike, DD halt — any business day
AI Rationale
Two-name basket sells far OTM bull put spreads (~35–40 DTE, 0.15 delta) on SMH and USO. 4% risk per trade, GTC 50% profit targets. Walk-forward: ~21.5% CAGR, 3.07 Sharpe. Catalog MC validate (Aug 2026): hist Sharpe 1.29, block P5 0.62 — MC fragile; size conservatively.
Bull Case
Strong walk-forward Sharpe and CAGR on a concentrated SMH + USO basket; walk-forward validated for options deployment.
Bear Case
MC block P5 Sharpe 0.62 (below 1.0 gate). Gap risk on macro selloffs; hist DD −30% with −42% DD P5 tail in catalog validate.
Behavior During Downturns
Far OTM strikes absorb moderate pullbacks. Defined max loss per spread. Weekly rebalance and GTC profit targets reduce hold-time risk.
Holdings
Template allocation using real ETF and stock tickers.