Each report answers a specific question. Curated reports are narrative or forensic deep-dives; dynamic reports are programmatic comparisons rebuilt from the backtest sweep on every run.
Hand-built reports: the strategy-decision narrative and forensic validation deep-dives.
All strategies comparison (not built)
Every non-withdrawal strategy variant side-by-side: stock-only baselines, no-CC sleeves, and the full CC ladder (5/10/15/20% OTM) at both 85_15 and 70_30 sleeve weights. No per-cycle withdrawals — see the `withdrawal_impact` report for the with-vs-without comparison. Trim-only rebalance variants (`*_trim`) are isolated in the `trim_comparison` report.
Strategies: stockonly, 85_15, 85_15_trim, 85_15_cc05, 85_15_cc10, 70_30, 70_30_trim, 70_30_cc00, 70_30_cc05, 70_30_cc10, 70_30_cc15, 70_30_cc20, 0_100
OTM ladder — which CC strike pays best? (not built)
Compares 5/10/15/20% OTM CC variants in a 70/30 stock/X3 sleeve. All CC strategies share schedule, sleeve weights and pricing assumptions — the only variable is strike distance. `70_30` (no CC) is included as the no-cap-on-upside baseline so each strike's opportunity cost is visible. `stockonly` and `stockonly_w3kusd` anchor the bare-TSLA comparison. Use the conditional-return table to see how each strike behaves across different TSLA-return buckets, and the regime-behavior table for cross-window aggregation.
Strategies: stockonly, stockonly_w3kusd, 70_30, 70_30_cc05, 70_30_cc10, 70_30_cc15, 70_30_cc20
$3k/cycle cash withdrawal — partial vs full CC vs sell-stock (not built)
All `_w3kusd` strategies withdraw $3k/cycle as actual cash (not reinvested); the bare `85_15` and `70_30` rows are no-withdrawal baselines so the opportunity cost is visible. `stockonly` and `stockonly_w3kusd` anchor the bare-TSLA comparison (with and without withdrawal). Three withdrawal funding modes are compared: (a) sell stock at spot (no-CC + w3kusd); (b) partial CC sized to ~$3K of premium per cycle (target3k); (c) full cc05 with $3K drawn from premium first. Hypothesis (chapter 1.4): selling stock directly beats partial CC at the same cashflow target because contract granularity forces partial CC to over-cover relative to the dollar amount needed. Total wealth = Final NAV + cumulative withdrawn.
Strategies: stockonly, stockonly_w3kusd, 85_15, 85_15_w3kusd, 85_15_cc05_w3kusd, 85_15_cc05_target3k_w3kusd, 70_30, 70_30_w3kusd, 70_30_cc05_w3kusd, 70_30_cc05_target3k_w3kusd, 70_30_cc20_target3k, 70_30_cc20_w3kusd
Put Strategies Comparison (not built)
Deep-dive for analysis chapter 1.5 after the 2026-05-14 collar accounting fix. Tests whether collar (CC + put) is drawdown insurance or true alpha, how put width changes the NAV/DD trade-off, and whether puts alone lose because there is no premium to fund the put. `stockonly` and `stockonly_w3kusd` anchor the bare-TSLA comparison. Corrected note: `stock_only_collar_05_w3kusd` is no longer Pick 1 or a safe compounding anchor after fixing double-counted covered-call premium. cc07 variants test the wider symmetric-strike hypothesis from 1.5. Each 70/30 collar variant is paired with its `_w3kusd` twin where one exists. Includes the 50/50 and 30/70 leveraged-collar finalists from Section 2.
Strategies: stockonly, stockonly_w3kusd, stock_only_collar_05_w3kusd, stock_only_collar_05_credit_only_w3kusd, stock_only_collar_07_w3kusd, stock_only_collar_05_put10_w3kusd, stock_only_collar_05_put15_w3kusd, 85_15, 85_15_put15, 85_15_cc05_put15, 85_15_cc05_put15_w3kusd, 70_30, 70_30_w3kusd, 70_30_put15, 70_30_cc05, 70_30_cc05_w3kusd, 70_30_cc05_put05, 70_30_cc05_put05_w3kusd, 70_30_cc05_put10, 70_30_cc05_put10_w3kusd, 70_30_cc05_put15, 70_30_cc05_put15_w3kusd, 70_30_cc15_put15, 70_30_cc15_put15_w3kusd, 50_50_cc05_put05_w3kusd, 50_50_cc05_put10_w3kusd, 30_70_cc05_put05_w3kusd
Short Put Strategies Comparison (not built)
Deep-dive for analysis chapter 1.8. Tests cash-secured put selling as a $3K/cycle cashflow lever on the stock-only chassis. Strike ladder covers below spot (-30%, -25%, -20%, -15%, -10%, -5%), at spot, and above spot (+5%) in two collateral modes: cash-secured and assignment-funded. Compares against stock-only withdrawal plus the covered-call/collar references.
Strategies: stockonly_w3kusd, stockonly_shortput_otm10_w3kusd, stockonly_shortput_otm05_w3kusd, stockonly_shortput_atm_w3kusd, stockonly_shortput_itm05_w3kusd, stockonly_shortput_af_otm30_w3kusd, stockonly_shortput_af_otm25_w3kusd, stockonly_shortput_af_otm20_w3kusd, stockonly_shortput_af_otm15_w3kusd, stockonly_shortput_af_otm10_w3kusd, stockonly_shortput_af_otm05_w3kusd, stockonly_shortput_af_atm_w3kusd, stockonly_shortput_af_itm05_w3kusd, stock_only_collar_05_w3kusd, 70_30_cc05_put05_w3kusd
Sleeve weight — stock vs 85/15 vs 70/30 vs 0/100 (not built)
Compares the stock-only baseline against 85/15, 70/30, and 0/100 (all-X3, MA10-gated) — no CC overlay. Isolates the impact of the sleeve mix without strike-distance noise. Both `stockonly` and `stockonly_w3kusd` included as the bare-TSLA-hold reference (with and without $3K/cycle withdrawal). Bare 50/50 not included because no standalone 50_50 config exists (see 1.5 + 2.5 for 50/50 + collar variants). Strategies ordered by sleeve weight: most stock first → most leveraged last.
Strategies: stockonly, stockonly_w3kusd, 85_15, 70_30, 0_100
Trim vs no-trim — every sleeve/CC combo paired (not built)
Pairs each non-withdrawal strategy against its `_trim` twin (otherwise identical configuration, only `sleeve.rebalance_mode=trim_only` differs). The trim-only rebalance lets the X3 sleeve drift below target without being refilled from stock — locks in X3 gains during bull regimes and prevents adding to a falling X3 in drawdowns. Hypothesis: trim-only outperforms in choppy/down regimes (no rebalancing into a falling X3) but lags in steady bull regimes (smaller X3 sleeve = less leverage). Deadband variants (`70_30_band_30_*`, `85_15_band_15_05`) test asymmetric trim+refill thresholds. Trim-with-withdrawal twins (`*_trim_w3kusd`) surface the live-strategy comparison.
Strategies: stockonly, stockonly_w3kusd, stock_only_collar_05_w3kusd, 85_15, 85_15_trim, 85_15_trim_w3kusd, 85_15_band_15_05, 85_15_cc05, 85_15_cc05_trim, 85_15_cc10, 85_15_cc10_trim, 70_30, 70_30_trim, 70_30_trim_w3kusd, 70_30_band_30_20, 70_30_band_30_15, 70_30_band_30_10, 70_30_band_30_05, 70_30_cc05, 70_30_cc05_trim, 70_30_cc10, 70_30_cc10_trim, 0_100
Withdrawal impact — every strategy with vs without $3k USD/cycle (not built)
Pairs each strategy against its `_w3kusd` twin (otherwise identical configuration). Quantifies how much wealth a steady $3k USD/cycle withdrawal removes from compounding. For CC strategies the withdrawal comes out of premium income; for no-CC strategies (stockonly, 85_15, 70_30) it's funded by selling whole shares at spot. Collar pairs are shown with corrected 2026-05-14 premium funding: covered-call premium cannot both buy more shares and fund the put. Read collar withdrawals as a drag on already-costly insurance, not as proof that a collar safely funds extraction. Collar pairs (cc05_put15, cc15_put15) included so the chapter-1.6 verdict's punchline is visible: rule "if puts, then full CC; never partial CC + put" — the worst performer is `70_30_cc05_target3k_put15_w3kusd`. `stockonly` and `stockonly_w3kusd` anchor the bare-TSLA comparison.
Strategies: stockonly, stockonly_w3kusd, 85_15, 85_15_w3kusd, 85_15_cc10, 85_15_cc10_w3kusd, 70_30, 70_30_w3kusd, 70_30_cc05, 70_30_cc05_w3kusd, 70_30_cc10, 70_30_cc10_w3kusd, 70_30_cc15, 70_30_cc15_w3kusd, 70_30_cc20, 70_30_cc20_w3kusd, 70_30_cc05_put15, 70_30_cc05_put15_w3kusd, 70_30_cc15_put15, 70_30_cc15_put15_w3kusd, 70_30_cc05_target3k, 70_30_cc05_target3k_w3kusd, 70_30_cc05_target3k_put15_w3kusd