Theta Regime
Weekly credit spread basket across major ETFs. Sells bull put spreads below the 50-day SMA and bear call spreads above it — capturing premium when trends mean-revert.
Diversification
78
Volatility Profile
Low–moderate
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
$977.16
As of Sep 21, 2026 UTC
Total return
Cumulative since activation
-2.28%
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
7–11%
annualized
Volatility
+6.9%–+8.9%
annualized
Net Sharpe
-0.9
after paper fee + slippage
Max Drawdown
-3.4%
historical reference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
MA50 → SHY
Buy when MA stack aligned; exit to cash when broken
Risk Alerts
Defensive regime
VIX spike, DD halt — any business day
AI Rationale
Seven-ETF basket (SPY, QQQ, IWM, DIA, XLF, XLE, GLD). Each name independently sells a $1-wide 5-DTE spread at 0.20 delta when price diverges from its 50-day SMA. Put spreads on pullbacks, call spreads on extensions. 1% portfolio risk per active ticker.
Bull Case
Walk-forward backtest: 11.8% CAGR, 95% win rate, Sharpe 1.56 at 1% risk/ticker. Diversification across sectors smooths weekly income. $1-wide spreads suit small accounts (~$100 max risk per contract).
Bear Case
Gap risk on macro events can breach short strikes. Block-bootstrap MC P5 Sharpe ~0.7 — walk-forward validated but path fragile; size conservatively.
Behavior During Downturns
Put spreads activate below SMA on each name independently. Call spreads pause on falling names. Basket diversification limits single-ticker blowups.
Holdings
Template allocation using real ETF and stock tickers.