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Timing
Note: close_open and open_open price trade events at exec_spot while NAV is marked at the day's close, so day 1 of any backtest carries a small lookahead bias (~1% on the initial cash-to-stock rebalance) that compounds proportionally through the run — even for stockonly with no X3 or CC, since the very first rebalance buys shares at exec_spot. Subsequent days are unaffected (same shares, close-to-close moves). Treat the spread between variants as the robustness signal, not absolute numbers under non-close_close modes.
Robustness

Withdrawal impact — every strategy with vs without $3k USD/cycle

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.

Generated 2026-05-06 10:50 · Period: 2019-01-02 → 2026-04-29 · Runs: stockonly, stockonly_w3kusd, 85_15, 85_15_trim, 85_15_w3kusd, 85_15_cc10, 85_15_cc10_w3kusd, 70_30, 70_30_trim, 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

Reading the absolute numbers: SPEC §9 caveats apply. Costs are modeled (CC premium haircut, X3 trade cost) but real-world frictions like MA10 whipsaw timing, vol-spike spread blowouts, and FX spread are not. Treat differences between runs as much more reliable than absolute returns.

Strategy settings

SPEC §5 fields per strategy. Monthly anchor and X3 timing are controlled by the global toggle in the filter bar — every strategy runs under all 6 timing variants.

Settingstockonlystockonly_w3kusd85_1585_15_trim85_15_w3kusd85_15_cc1085_15_cc10_w3kusd70_3070_30_trim70_30_w3kusd70_30_cc0570_30_cc05_w3kusd70_30_cc1070_30_cc10_w3kusd70_30_cc1570_30_cc15_w3kusd70_30_cc2070_30_cc20_w3kusd
Start date2019-01-012019-01-012019-01-012019-01-012019-01-012019-01-012019-01-012019-01-012019-01-012019-01-012019-01-012019-01-012019-01-012019-01-012019-01-012019-01-012019-01-012019-01-01
End date2026-04-302026-04-302026-04-302026-04-302026-04-302026-04-302026-04-302026-04-302026-04-302026-04-302026-04-302026-04-302026-04-302026-04-302026-04-302026-04-302026-04-302026-04-30
Initial capital (USD)500000.0500000.0500000.0500000.0500000.0500000.0500000.0500000.0500000.0500000.0500000.0500000.0500000.0500000.0500000.0500000.0500000.0500000.0
Monthly anchor (toggle)lastlastlastlastlastlastlastlastlastlastlastlastlastlastlastlastlastlast
X3 timing (toggle)close_closeclose_closeclose_closeclose_closeclose_closeclose_closeclose_closeclose_closeclose_closeclose_closeclose_closeclose_closeclose_closeclose_closeclose_closeclose_closeclose_closeclose_close
CC enabledfalsefalsefalsefalsefalsetruetruefalsefalsefalsetruetruetruetruetruetruetruetrue
CC OTM %10.010.013.013.013.010.010.013.013.013.05.05.010.010.015.015.020.020.0
Withdrawal/cycle USD0.03000.00.00.03000.00.03000.00.00.03000.00.03000.00.03000.00.03000.00.03000.0
Stock sleeve %100.0100.085.085.085.085.085.070.070.070.070.070.070.070.070.070.070.070.0
X3 sleeve %0.00.015.015.015.015.015.030.030.030.030.030.030.030.030.030.030.030.0
X3 drag %0.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0
X3 MA window101010101010101010101010101010101010
HV window303030303030303030303030303030303030
IV multiplier1.121.121.121.121.121.121.121.121.121.121.121.121.121.121.121.121.121.12
X3 trade cost %0.250.250.250.250.250.250.250.250.250.250.250.250.250.250.250.250.250.25
CC haircut %3.03.03.03.03.03.03.03.03.03.03.03.03.03.03.03.03.03.0
Put enabled——————————————————
Put OTM %——————————————————
Put funding——————————————————
Put max cost % of premium——————————————————

Summary metrics

NAV is engine state (does not include withdrawn cash). Total wealth = Final NAV + cumulative withdrawn. Cells with two numbers show total above, median per cycle below. The dispersion subline (toggle in filter bar) shows min · median · max of each metric across the timing-variant family.

Metricstockonlystockonly_w3kusd85_1585_15_trim85_15_w3kusd85_15_cc1085_15_cc10_w3kusd70_3070_30_trim70_30_w3kusd70_30_cc0570_30_cc05_w3kusd70_30_cc1070_30_cc10_w3kusd70_30_cc1570_30_cc15_w3kusd70_30_cc2070_30_cc20_w3kusd
Initial NAV (USD)500,000
fan (6): min 500,000 · med 505,081 · max 506,566
497,000
fan (6): min 497,000 · med 502,051 · max 503,527
500,000
fan (6): min 500,000 · med 504,319 · max 505,581
500,000
fan (6): min 500,000 · med 504,319 · max 505,581
497,000
fan (6): min 497,000 · med 501,289 · max 502,542
500,000
fan (6): min 500,000 · med 504,319 · max 505,581
500,000
fan (6): min 500,000 · med 504,319 · max 505,581
500,000
fan (6): min 500,000 · med 503,557 · max 504,596
500,000
fan (6): min 500,000 · med 503,557 · max 504,596
497,000
fan (6): min 497,000 · med 500,526 · max 501,557
500,000
fan (6): min 500,000 · med 503,557 · max 504,596
500,000
fan (6): min 500,000 · med 503,557 · max 504,596
500,000
fan (6): min 500,000 · med 503,557 · max 504,596
500,000
fan (6): min 500,000 · med 503,557 · max 504,596
500,000
fan (6): min 500,000 · med 503,557 · max 504,596
500,000
fan (6): min 500,000 · med 503,557 · max 504,596
500,000
fan (6): min 500,000 · med 503,557 · max 504,596
500,000
fan (6): min 500,000 · med 503,557 · max 504,596
Final NAV (USD, post-tax)8,757,770
fan (6): min 8,757,770 · med 8,846,851 · max 8,872,927
7,498,456
fan (6): min 7,473,155 · med 7,574,088 · max 7,606,368
19,906,704
fan (6): min 17,852,649 · med 19,904,805 · max 23,524,738
15,488,303
fan (6): min 13,514,233 · med 15,363,182 · max 15,640,872
17,308,808
fan (6): min 15,434,551 · med 17,320,946 · max 20,436,862
9,229,867
fan (6): min 5,936,591 · med 7,749,860 · max 9,636,264
7,826,497
fan (6): min 4,961,926 · med 6,557,304 · max 8,254,039
39,010,984
fan (6): min 31,159,883 · med 38,914,054 · max 50,689,892
26,216,065
fan (6): min 19,939,392 · med 25,893,657 · max 26,514,977
33,951,505
fan (6): min 26,817,127 · med 33,885,844 · max 44,030,267
24,370,745
fan (6): min 17,863,050 · med 21,841,988 · max 33,105,163
21,242,561
fan (6): min 15,432,815 · med 18,968,624 · max 29,137,073
24,213,093
fan (6): min 15,862,403 · med 20,737,366 · max 30,203,003
21,170,285
fan (6): min 13,603,971 · med 18,108,387 · max 26,597,311
25,475,145
fan (6): min 14,726,378 · med 21,539,218 · max 28,748,599
22,809,665
fan (6): min 12,967,357 · med 19,202,819 · max 25,769,260
28,180,142
fan (6): min 14,662,702 · med 23,601,295 · max 32,156,320
25,968,811
fan (6): min 13,355,303 · med 21,702,480 · max 29,732,239
Increased NAV (USD, post-tax)
+8,257,770avg: +94,195/mo
fan (6): min 8,257,770 · med 8,341,770 · max 8,366,361
+7,001,456avg: +79,865/mo
fan (6): min 6,976,155 · med 7,071,299 · max 7,102,841
+19,406,704avg: +221,369/mo
fan (6): min 17,347,067 · med 19,402,645 · max 23,020,419
+14,988,303avg: +170,969/mo
fan (6): min 13,008,652 · med 14,863,182 · max 15,136,553
+16,811,808avg: +191,770/mo
fan (6): min 14,932,009 · med 16,821,802 · max 19,935,573
+8,729,867avg: +99,580/mo
fan (6): min 5,431,010 · med 7,247,070 · max 9,131,945
+7,326,497avg: +83,572/mo
fan (6): min 4,456,345 · med 6,054,513 · max 7,749,720
+38,510,984avg: +439,289/mo
fan (6): min 30,655,287 · med 38,412,276 · max 50,186,335
+25,716,065avg: +293,339/mo
fan (6): min 19,434,795 · med 25,393,657 · max 26,011,420
+33,454,505avg: +381,610/mo
fan (6): min 26,315,570 · med 33,387,081 · max 43,529,741
+23,870,745avg: +272,290/mo
fan (6): min 17,359,493 · med 21,339,690 · max 32,601,606
+20,742,561avg: +236,607/mo
fan (6): min 14,929,258 · med 18,466,326 · max 28,633,516
+23,713,093avg: +270,492/mo
fan (6): min 15,357,807 · med 20,235,068 · max 29,699,446
+20,670,285avg: +235,783/mo
fan (6): min 13,099,375 · med 17,606,088 · max 26,093,754
+24,975,145avg: +284,888/mo
fan (6): min 14,221,781 · med 21,037,440 · max 28,245,042
+22,309,665avg: +254,483/mo
fan (6): min 12,462,761 · med 18,701,041 · max 25,265,703
+27,680,142avg: +315,743/mo
fan (6): min 14,158,106 · med 23,099,516 · max 31,652,763
+25,468,811avg: +290,519/mo
fan (6): min 12,850,706 · med 21,200,702 · max 29,228,682
Withdrawn cash (USD)0
fan (6): min 0 · med 0 · max 0
264,000median: 3,000/cycle (n=88)
fan (6): min 264,000 · med 264,000 · max 264,000
0
fan (6): min 0 · med 0 · max 0
0
fan (6): min 0 · med 0 · max 0
264,000median: 3,000/cycle (n=88)
fan (6): min 264,000 · med 264,000 · max 264,000
0
fan (6): min 0 · med 0 · max 0
257,665median: 3,000/cycle (n=86)
fan (6): min 255,000 · med 256,252 · max 257,665
0
fan (6): min 0 · med 0 · max 0
0
fan (6): min 0 · med 0 · max 0
264,000median: 3,000/cycle (n=88)
fan (6): min 264,000 · med 264,000 · max 264,000
0
fan (6): min 0 · med 0 · max 0
258,000median: 3,000/cycle (n=86)
fan (6): min 255,000 · med 256,500 · max 258,000
0
fan (6): min 0 · med 0 · max 0
256,865median: 3,000/cycle (n=86)
fan (6): min 254,268 · med 255,142 · max 256,865
0
fan (6): min 0 · med 0 · max 0
250,105median: 3,000/cycle (n=86)
fan (6): min 247,568 · med 249,430 · max 250,554
0
fan (6): min 0 · med 0 · max 0
242,136median: 3,000/cycle (n=86)
fan (6): min 238,667 · med 240,342 · max 243,147
Total wealth (NAV + withdrawn, USD post-tax)
8,757,770+1651.6% of initial
fan (6): min 8,757,770 · med 8,846,851 · max 8,872,927
7,762,456+1461.9% of initial
fan (6): min 7,737,155 · med 7,838,088 · max 7,870,368
19,906,704+3881.3% of initial
fan (6): min 17,852,649 · med 19,904,805 · max 23,524,738
15,488,303+2997.7% of initial
fan (6): min 13,514,233 · med 15,363,182 · max 15,640,872
17,572,808+3435.8% of initial
fan (6): min 15,698,551 · med 17,584,946 · max 20,700,862
9,229,867+1746.0% of initial
fan (6): min 5,936,591 · med 7,749,860 · max 9,636,264
8,084,163+1516.8% of initial
fan (6): min 5,216,926 · med 6,813,556 · max 8,509,039
39,010,984+7702.2% of initial
fan (6): min 31,159,883 · med 38,914,054 · max 50,689,892
26,216,065+5143.2% of initial
fan (6): min 19,939,392 · med 25,893,657 · max 26,514,977
34,215,505+6784.4% of initial
fan (6): min 27,081,127 · med 34,149,844 · max 44,294,267
24,370,745+4774.1% of initial
fan (6): min 17,863,050 · med 21,841,988 · max 33,105,163
21,500,561+4200.1% of initial
fan (6): min 15,690,815 · med 19,225,124 · max 29,392,073
24,213,093+4742.6% of initial
fan (6): min 15,862,403 · med 20,737,366 · max 30,203,003
21,427,149+4185.4% of initial
fan (6): min 13,858,400 · med 18,363,448 · max 26,851,686
25,475,145+4995.0% of initial
fan (6): min 14,726,378 · med 21,539,218 · max 28,748,599
23,059,770+4512.0% of initial
fan (6): min 13,214,925 · med 19,452,064 · max 26,018,024
28,180,142+5536.0% of initial
fan (6): min 14,662,702 · med 23,601,295 · max 32,156,320
26,210,947+5142.2% of initial
fan (6): min 13,593,969 · med 21,942,779 · max 29,971,901
CAGR USD48.57%
fan (6): min 48.6% · med 48.6% · max 48.6%
45.57%
fan (6): min 45.5% · med 45.6% · max 45.6%
66.21%
fan (6): min 63.5% · med 66.1% · max 69.8%
60.62%
fan (6): min 57.4% · med 60.4% · max 60.6%
63.20%
fan (6): min 60.4% · med 63.1% · max 66.7%
49.56%
fan (6): min 40.6% · med 45.9% · max 50.3%
46.22%
fan (6): min 37.2% · med 42.6% · max 47.1%
82.24%
fan (6): min 76.5% · med 82.1% · max 88.7%
72.62%
fan (6): min 66.1% · med 72.3% · max 72.7%
78.96%
fan (6): min 73.0% · med 78.8% · max 85.2%
70.79%
fan (6): min 63.5% · med 68.0% · max 77.9%
67.61%
fan (6): min 60.3% · med 64.8% · max 74.8%
70.66%
fan (6): min 60.8% · med 66.9% · max 75.7%
67.55%
fan (6): min 57.5% · med 63.9% · max 72.7%
71.87%
fan (6): min 59.3% · med 67.9% · max 74.6%
69.29%
fan (6): min 56.5% · med 65.3% · max 72.0%
74.26%
fan (6): min 59.2% · med 70.0% · max 77.3%
72.33%
fan (6): min 57.2% · med 68.0% · max 75.4%
Max drawdown
-73.6%9,914,718 → 2,614,2942021-11-04 → 2023-01-03
fan (6): min -73.6% · med -73.6% · max -73.6%
-73.8%8,748,430 → 2,288,7432021-11-04 → 2023-01-03
fan (6): min -73.8% · med -73.8% · max -73.8%
-75.1%18,148,828 → 4,525,4332021-11-04 → 2023-01-03
fan (6): min -75.1% · med -73.9% · max -73.1%
-75.5%15,608,775 → 3,826,7632021-11-04 → 2023-01-03
fan (6): min -75.5% · med -75.2% · max -74.4%
-75.2%16,008,747 → 3,972,8762021-11-04 → 2023-01-03
fan (6): min -75.2% · med -74.1% · max -73.3%
-68.5%6,867,865 → 2,166,3942021-11-04 → 2022-12-27
fan (6): min -72.1% · med -68.1% · max -65.2%
-68.8%6,027,229 → 1,883,5092021-11-04 → 2022-12-27
fan (6): min -72.4% · med -68.5% · max -65.4%
-76.6%30,436,283 → 7,126,1342021-11-04 → 2023-01-03
fan (6): min -76.6% · med -74.6% · max -73.2%
-77.2%23,929,490 → 5,447,4862021-11-04 → 2023-01-03
fan (6): min -77.3% · med -76.8% · max -75.2%
-76.7%26,700,608 → 6,231,7422021-11-04 → 2023-01-03
fan (6): min -76.7% · med -74.7% · max -73.3%
-68.4%14,035,808 → 4,434,7772021-11-04 → 2022-12-27
fan (6): min -70.9% · med -67.3% · max -63.6%
-68.6%12,408,424 → 3,901,3122021-11-04 → 2022-12-27
fan (6): min -71.1% · med -67.5% · max -63.7%
-71.5%15,299,160 → 4,361,0862021-11-04 → 2022-12-27
fan (6): min -73.1% · med -70.6% · max -66.8%
-71.6%13,569,909 → 3,849,8252021-11-04 → 2022-12-27
fan (6): min -73.3% · med -70.7% · max -67.0%
-73.2%17,489,130 → 4,692,0232021-11-04 → 2022-12-27
fan (6): min -74.3% · med -72.5% · max -68.3%
-73.3%15,859,015 → 4,236,3792021-11-04 → 2022-12-27
fan (6): min -74.5% · med -72.6% · max -68.4%
-73.6%18,942,025 → 4,994,4972021-11-04 → 2022-12-27
fan (6): min -74.6% · med -73.1% · max -68.7%
-73.7%17,655,093 → 4,637,0812021-11-04 → 2022-12-27
fan (6): min -74.7% · med -73.3% · max -68.9%
Sharpe USD0.88
fan (6): min 0.88 · med 0.88 · max 0.88
0.85
fan (6): min 0.84 · med 0.85 · max 0.85
1.02
fan (6): min 1.00 · med 1.02 · max 1.04
0.98
fan (6): min 0.95 · med 0.97 · max 0.98
0.99
fan (6): min 0.97 · med 0.99 · max 1.02
0.95
fan (6): min 0.82 · med 0.90 · max 0.95
0.90
fan (6): min 0.78 · med 0.86 · max 0.91
1.10
fan (6): min 1.07 · med 1.10 · max 1.14
1.05
fan (6): min 1.00 · med 1.04 · max 1.05
1.08
fan (6): min 1.04 · med 1.08 · max 1.12
1.11
fan (6): min 1.03 · med 1.08 · max 1.15
1.08
fan (6): min 1.00 · med 1.05 · max 1.12
1.09
fan (6): min 0.99 · med 1.05 · max 1.12
1.06
fan (6): min 0.95 · med 1.02 · max 1.09
1.08
fan (6): min 0.96 · med 1.05 · max 1.10
1.06
fan (6): min 0.94 · med 1.02 · max 1.07
1.09
fan (6): min 0.96 · med 1.05 · max 1.11
1.07
fan (6): min 0.94 · med 1.04 · max 1.09
Premium collected (USD)0
fan (6): min 0 · med 0 · max 0
0
fan (6): min 0 · med 0 · max 0
0
fan (6): min 0 · med 0 · max 0
0
fan (6): min 0 · med 0 · max 0
0
fan (6): min 0 · med 0 · max 0
10,072,634median: 104,643/cycle(n=86)
fan (6): min 7,280,983 · med 9,418,923 · max 11,457,858
8,716,018median: 90,459/cycle(n=86)
fan (6): min 6,281,921 · med 8,152,715 · max 10,013,935
0
fan (6): min 0 · med 0 · max 0
0
fan (6): min 0 · med 0 · max 0
0
fan (6): min 0 · med 0 · max 0
28,872,734median: 301,414/cycle(n=86)
fan (6): min 21,782,414 · med 27,132,783 · max 38,070,106
25,334,175median: 265,699/cycle(n=86)
fan (6): min 18,998,578 · med 23,695,219 · max 33,689,721
19,980,270median: 202,592/cycle(n=86)
fan (6): min 13,803,619 · med 18,434,754 · max 25,551,611
17,581,602median: 178,542/cycle(n=86)
fan (6): min 11,978,877 · med 16,222,056 · max 22,640,446
14,526,790median: 138,630/cycle(n=86)
fan (6): min 9,316,204 · med 13,025,547 · max 17,926,694
13,087,382median: 124,759/cycle(n=86)
fan (6): min 8,294,275 · med 11,715,404 · max 16,161,529
10,700,406median: 101,497/cycle(n=86)
fan (6): min 6,683,909 · med 9,416,277 · max 14,024,311
9,916,247median: 94,165/cycle(n=86)
fan (6): min 6,155,856 · med 8,701,515 · max 13,030,785
Upside lost to assignments (USD)
Σ over assigned cycles of (spot at expiry − strike) × shares assigned: gains the CC capped away.
—————-12,246,047-10,668,535———-31,208,462-27,428,161-22,207,248-19,580,611-17,009,715-15,362,259-11,615,519-10,796,418
Net (premium − upside lost) USD
Total CC premium collected minus upside lost to assignments. Positive = the CC overlay paid for itself; negative = assignments cost more than the premium earned.
—————-2,173,413-1,952,517———-2,335,728-2,093,985-2,226,978-1,999,009-2,482,925-2,274,877-915,113-880,171
X3 P&L on assigned cycles (USD)
X3 sleeve P&L during the cycles where the CC was assigned — the rallies that capped the call usually lifted X3 too.
—————+8,192,114+7,138,616———+36,488,554+32,098,154+35,506,863+31,334,352+32,746,759+29,581,050+33,892,161+31,474,278
Net + X3 offset on assigned (USD)
Net (premium − upside lost) plus the X3 sleeve's P&L during assigned cycles — credits X3 for cushioning the same rallies that capped the call.
—————+6,018,701+5,186,099———+34,152,827+30,004,168+33,279,885+29,335,343+30,263,834+27,306,173+32,977,049+30,594,107
Median premium % of NAV/cycle—
fan (6): min 0.00% · med 0.00% · max 0.00%
—
fan (6): min 0.00% · med 0.00% · max 0.00%
—
fan (6): min 0.00% · med 0.00% · max 0.00%
—
fan (6): min 0.00% · med 0.00% · max 0.00%
—
fan (6): min 0.00% · med 0.00% · max 0.00%
2.32%
fan (6): min 2.23% · med 2.42% · max 2.68%
2.31%
fan (6): min 2.23% · med 2.42% · max 2.68%
—
fan (6): min 0.00% · med 0.00% · max 0.00%
—
fan (6): min 0.00% · med 0.00% · max 0.00%
—
fan (6): min 0.00% · med 0.00% · max 0.00%
2.93%
fan (6): min 2.83% · med 3.06% · max 3.31%
2.93%
fan (6): min 2.83% · med 3.06% · max 3.30%
1.91%
fan (6): min 1.84% · med 1.99% · max 2.22%
1.90%
fan (6): min 1.83% · med 1.99% · max 2.21%
1.20%
fan (6): min 1.14% · med 1.25% · max 1.45%
1.20%
fan (6): min 1.14% · med 1.25% · max 1.44%
0.78%
fan (6): min 0.68% · med 0.81% · max 0.90%
0.78%
fan (6): min 0.68% · med 0.81% · max 0.90%
# CC cycles0
fan (6): min 0 · med 0 · max 0
0
fan (6): min 0 · med 0 · max 0
0
fan (6): min 0 · med 0 · max 0
0
fan (6): min 0 · med 0 · max 0
0
fan (6): min 0 · med 0 · max 0
86
fan (6): min 85 · med 86 · max 86
86
fan (6): min 85 · med 86 · max 86
0
fan (6): min 0 · med 0 · max 0
0
fan (6): min 0 · med 0 · max 0
0
fan (6): min 0 · med 0 · max 0
86
fan (6): min 85 · med 86 · max 86
86
fan (6): min 85 · med 86 · max 86
86
fan (6): min 85 · med 86 · max 86
86
fan (6): min 85 · med 86 · max 86
86
fan (6): min 85 · med 86 · max 86
86
fan (6): min 85 · med 86 · max 86
86
fan (6): min 85 · med 86 · max 86
86
fan (6): min 85 · med 86 · max 86
# CC assigned0 (0.0%)
fan (6): min 0 · med 0 · max 0
0 (0.0%)
fan (6): min 0 · med 0 · max 0
0 (0.0%)
fan (6): min 0 · med 0 · max 0
0 (0.0%)
fan (6): min 0 · med 0 · max 0
0 (0.0%)
fan (6): min 0 · med 0 · max 0
28 (32.6%)
fan (6): min 23 · med 28 · max 29
28 (32.6%)
fan (6): min 23 · med 28 · max 29
0 (0.0%)
fan (6): min 0 · med 0 · max 0
0 (0.0%)
fan (6): min 0 · med 0 · max 0
0 (0.0%)
fan (6): min 0 · med 0 · max 0
38 (44.2%)
fan (6): min 33 · med 34 · max 40
38 (44.2%)
fan (6): min 33 · med 34 · max 40
28 (32.6%)
fan (6): min 23 · med 28 · max 29
28 (32.6%)
fan (6): min 23 · med 28 · max 29
21 (24.4%)
fan (6): min 20 · med 22 · max 23
21 (24.4%)
fan (6): min 20 · med 22 · max 23
19 (22.1%)
fan (6): min 17 · med 20 · max 21
19 (22.1%)
fan (6): min 17 · med 20 · max 21
# X3 entries / exits0 / 00 / 0144 / 144144 / 144144 / 144144 / 144144 / 144144 / 144144 / 144144 / 144144 / 144144 / 144144 / 144144 / 144144 / 144144 / 144144 / 144144 / 144
Avg X3 cycle win / loss+0.0% / +0.0%+0.0% / +0.0%+55.4% / -15.5%+55.4% / -15.5%+55.4% / -15.5%+55.4% / -15.5%+55.4% / -15.5%+55.4% / -15.5%+55.4% / -15.5%+55.4% / -15.5%+55.4% / -15.5%+55.4% / -15.5%+55.4% / -15.5%+55.4% / -15.5%+55.4% / -15.5%+55.4% / -15.5%+55.4% / -15.5%+55.4% / -15.5%
Schablonskatt (USD)258,029224,053557,378448,765487,322232,268199,7021,086,087762,960947,657592,855519,132604,614531,055664,166597,067732,781677,646

Robustness across timing variants

Dispersion across 6 timing variants (anchor × X3-timing) per strategy. Tight spread (✓ robust) means the headline numbers don't depend on the timing knob choice. Wide spread (⚠ luck-sensitive) means the backtest's headline is partly luck — judge that strategy by the median of the family, not the highlighted variant.
StrategyMetricMinMedianMaxSpread (max − min)
stockonlyCAGR %+48.6%+48.6%+48.6%+0.0% ✓ robust
Max DD %-73.6%-73.6%-73.6%+0.0% ✓ robust
Increased NAV (USD)+8,257,770+8,341,770+8,366,361+108,591
Total premium (USD)+0+0+0+0
Sharpe0.880.880.880.00 ✓ robust
Net put P&L (USD)+0+0+0+0
stockonly_w3kusdCAGR %+45.5%+45.6%+45.6%+0.1% ✓ robust
Max DD %-73.8%-73.8%-73.8%+0.0% ✓ robust
Increased NAV (USD)+6,976,155+7,071,299+7,102,841+126,686
Total premium (USD)+0+0+0+0
Sharpe0.840.850.850.00 ✓ robust
Net put P&L (USD)+0+0+0+0
85_15CAGR %+63.5%+66.1%+69.8%+6.3% ⚠ luck-sensitive
Max DD %-75.1%-73.9%-73.1%+2.0% ✓ robust
Increased NAV (USD)+17,347,067+19,402,645+23,020,419+5,673,351
Total premium (USD)+0+0+0+0
Sharpe1.001.021.040.05 ✓ robust
Net put P&L (USD)+0+0+0+0
85_15_trimCAGR %+57.4%+60.4%+60.6%+3.2% ⚠ luck-sensitive
Max DD %-75.5%-75.2%-74.4%+1.1% ✓ robust
Increased NAV (USD)+13,008,652+14,863,182+15,136,553+2,127,901
Total premium (USD)+0+0+0+0
Sharpe0.950.970.980.03 ✓ robust
Net put P&L (USD)+0+0+0+0
85_15_w3kusdCAGR %+60.4%+63.1%+66.7%+6.3% ⚠ luck-sensitive
Max DD %-75.2%-74.1%-73.3%+1.9% ✓ robust
Increased NAV (USD)+14,932,009+16,821,802+19,935,573+5,003,564
Total premium (USD)+0+0+0+0
Sharpe0.970.991.020.05 ✓ robust
Net put P&L (USD)+0+0+0+0
85_15_cc10CAGR %+40.6%+45.9%+50.3%+9.7% ⚠ luck-sensitive
Max DD %-72.1%-68.1%-65.2%+6.9% ⚠ luck-sensitive
Increased NAV (USD)+5,431,010+7,247,070+9,131,945+3,700,935
Total premium (USD)+7,280,983+9,418,923+11,457,858+4,176,875
Sharpe0.820.900.950.12
Net put P&L (USD)+0+0+0+0
85_15_cc10_w3kusdCAGR %+37.2%+42.6%+47.1%+9.9% ⚠ luck-sensitive
Max DD %-72.4%-68.5%-65.4%+6.9% ⚠ luck-sensitive
Increased NAV (USD)+4,456,345+6,054,513+7,749,720+3,293,375
Total premium (USD)+6,281,921+8,152,715+10,013,935+3,732,014
Sharpe0.780.860.910.13
Net put P&L (USD)+0+0+0+0
70_30CAGR %+76.5%+82.1%+88.7%+12.2% ⚠ luck-sensitive
Max DD %-76.6%-74.6%-73.2%+3.5%
Increased NAV (USD)+30,655,287+38,412,276+50,186,335+19,531,048
Total premium (USD)+0+0+0+0
Sharpe1.071.101.140.08 ✓ robust
Net put P&L (USD)+0+0+0+0
70_30_trimCAGR %+66.1%+72.3%+72.7%+6.7% ⚠ luck-sensitive
Max DD %-77.3%-76.8%-75.2%+2.1% ✓ robust
Increased NAV (USD)+19,434,795+25,393,657+26,011,420+6,576,625
Total premium (USD)+0+0+0+0
Sharpe1.001.041.050.05 ✓ robust
Net put P&L (USD)+0+0+0+0
70_30_w3kusdCAGR %+73.0%+78.8%+85.2%+12.2% ⚠ luck-sensitive
Max DD %-76.7%-74.7%-73.3%+3.5%
Increased NAV (USD)+26,315,570+33,387,081+43,529,741+17,214,170
Total premium (USD)+0+0+0+0
Sharpe1.041.081.120.08 ✓ robust
Net put P&L (USD)+0+0+0+0
70_30_cc05CAGR %+63.5%+68.0%+77.9%+14.3% ⚠ luck-sensitive
Max DD %-70.9%-67.3%-63.6%+7.3% ⚠ luck-sensitive
Increased NAV (USD)+17,359,493+21,339,690+32,601,606+15,242,113
Total premium (USD)+21,782,414+27,132,783+38,070,106+16,287,692
Sharpe1.031.081.150.12
Net put P&L (USD)+0+0+0+0
70_30_cc05_w3kusdCAGR %+60.3%+64.8%+74.8%+14.5% ⚠ luck-sensitive
Max DD %-71.1%-67.5%-63.7%+7.3% ⚠ luck-sensitive
Increased NAV (USD)+14,929,258+18,466,326+28,633,516+13,704,257
Total premium (USD)+18,998,578+23,695,219+33,689,721+14,691,143
Sharpe1.001.051.120.12
Net put P&L (USD)+0+0+0+0
70_30_cc10CAGR %+60.8%+66.9%+75.7%+14.8% ⚠ luck-sensitive
Max DD %-73.1%-70.6%-66.8%+6.3% ⚠ luck-sensitive
Increased NAV (USD)+15,357,807+20,235,068+29,699,446+14,341,640
Total premium (USD)+13,803,619+18,434,754+25,551,611+11,747,992
Sharpe0.991.051.120.13
Net put P&L (USD)+0+0+0+0
70_30_cc10_w3kusdCAGR %+57.5%+63.9%+72.7%+15.2% ⚠ luck-sensitive
Max DD %-73.3%-70.7%-67.0%+6.3% ⚠ luck-sensitive
Increased NAV (USD)+13,099,375+17,606,088+26,093,754+12,994,380
Total premium (USD)+11,978,877+16,222,056+22,640,446+10,661,569
Sharpe0.951.021.090.14
Net put P&L (USD)+0+0+0+0
70_30_cc15CAGR %+59.3%+67.9%+74.6%+15.3% ⚠ luck-sensitive
Max DD %-74.3%-72.5%-68.3%+6.1% ⚠ luck-sensitive
Increased NAV (USD)+14,221,781+21,037,440+28,245,042+14,023,261
Total premium (USD)+9,316,204+13,025,547+17,926,694+8,610,491
Sharpe0.961.051.100.13
Net put P&L (USD)+0+0+0+0
70_30_cc15_w3kusdCAGR %+56.5%+65.3%+72.0%+15.4% ⚠ luck-sensitive
Max DD %-74.5%-72.6%-68.4%+6.1% ⚠ luck-sensitive
Increased NAV (USD)+12,462,761+18,701,041+25,265,703+12,802,943
Total premium (USD)+8,294,275+11,715,404+16,161,529+7,867,254
Sharpe0.941.021.070.14
Net put P&L (USD)+0+0+0+0
70_30_cc20CAGR %+59.2%+70.0%+77.3%+18.1% ⚠ luck-sensitive
Max DD %-74.6%-73.1%-68.7%+5.8% ⚠ luck-sensitive
Increased NAV (USD)+14,158,106+23,099,516+31,652,763+17,494,658
Total premium (USD)+6,683,909+9,416,277+14,024,311+7,340,401
Sharpe0.961.051.110.15
Net put P&L (USD)+0+0+0+0
70_30_cc20_w3kusdCAGR %+57.2%+68.0%+75.4%+18.2% ⚠ luck-sensitive
Max DD %-74.7%-73.3%-68.9%+5.8% ⚠ luck-sensitive
Increased NAV (USD)+12,850,706+21,200,702+29,228,682+16,377,976
Total premium (USD)+6,155,856+8,701,515+13,030,785+6,874,929
Sharpe0.941.041.090.15
Net put P&L (USD)+0+0+0+0

Strategy response to TSLA cycle moves (per-cycle returns by TSLA-bucket, SPEC §6.3 + §6.4)

Per CC cycle, bucketed by TSLA's window return. X3 sleeve columns isolate X3 behavior (identical across strategies sharing schedule + sleeve weight). Per-strategy columns show median % / mean % of total cycle return for cycles in that bucket.

TSLA bucketSample countAvg TSLA return %X3 sleeve return % (med / mean)stockonlystockonly_w3kusd85_1585_15_trim85_15_w3kusd85_15_cc1085_15_cc10_w3kusd70_3070_30_trim70_30_w3kusd70_30_cc0570_30_cc05_w3kusd70_30_cc1070_30_cc10_w3kusd70_30_cc1570_30_cc15_w3kusd70_30_cc2070_30_cc20_w3kusd
-37.5% to -32.5%1-32.6%-22.5% / -22.5%
fan (4): min -22.5% · med -20.9% · max -5.2%
-32.6% / -32.6%
fan (4): min -37.2% · med -34.7% · max -32.6%
-32.7% / -32.7%
fan (4): min -37.3% · med -34.7% · max -32.7%
-31.1% / -31.1%
fan (4): min -34.5% · med -31.8% · max -30.7%
-31.8% / -31.8%
fan (4): min -36.0% · med -33.0% · max -31.8%
-31.1% / -31.1%
fan (4): min -34.5% · med -31.8% · max -30.7%
-28.9% / -28.9%
fan (4): min -32.6% · med -29.6% · max -28.9%
-28.9% / -28.9%
fan (4): min -32.6% · med -29.7% · max -28.9%
-29.6% / -29.6%
fan (4): min -31.8% · med -30.1% · max -26.2%
-30.7% / -30.7%
fan (4): min -34.6% · med -31.3% · max -30.2%
-29.6% / -29.6%
fan (4): min -31.9% · med -30.1% · max -26.2%
-26.8% / -26.8%
fan (4): min -29.3% · med -27.4% · max -24.0%
-26.8% / -26.8%
fan (4): min -29.4% · med -27.4% · max -24.1%
-27.7% / -27.7%
fan (4): min -30.2% · med -28.3% · max -24.8%
-27.8% / -27.8%
fan (4): min -30.2% · med -28.3% · max -24.8%
-28.4% / -28.4%
fan (4): min -30.8% · med -28.8% · max -25.3%
-28.5% / -28.5%
fan (4): min -30.8% · med -28.9% · max -25.3%
-28.9% / -28.9%
fan (4): min -31.0% · med -29.3% · max -25.5%
-28.9% / -28.9%
fan (4): min -31.0% · med -29.3% · max -25.5%
-32.5% to -27.5%1-27.6%-18.9% / -18.9%
fan (6): min -20.0% · med -19.3% · max +3.8%
-27.6% / -27.6%
fan (6): min -30.8% · med -30.0% · max -27.6%
-27.6% / -27.6%
fan (6): min -30.9% · med -30.0% · max -27.6%
-26.3% / -26.3%
fan (6): min -29.0% · med -28.5% · max -23.4%
-26.7% / -26.7%
fan (6): min -29.6% · med -29.0% · max -23.4%
-26.3% / -26.3%
fan (6): min -29.1% · med -28.5% · max -23.6%
-24.7% / -24.7%
fan (6): min -27.2% · med -26.7% · max -21.7%
-24.8% / -24.8%
fan (6): min -27.3% · med -26.8% · max -22.0%
-25.0% / -25.0%
fan (6): min -27.3% · med -26.9% · max -18.6%
-25.8% / -25.8%
fan (6): min -28.7% · med -27.6% · max -18.6%
-25.0% / -25.0%
fan (6): min -27.3% · med -26.9% · max -18.8%
-22.8% / -22.8%
fan (6): min -25.5% · med -24.8% · max -16.1%
-22.9% / -22.9%
fan (6): min -25.5% · med -24.8% · max -16.3%
-23.7% / -23.7%
fan (6): min -25.9% · med -25.4% · max -17.2%
-23.7% / -23.7%
fan (6): min -26.0% · med -25.4% · max -17.4%
-24.1% / -24.1%
fan (6): min -26.4% · med -26.0% · max -17.7%
-24.1% / -24.1%
fan (6): min -26.4% · med -26.0% · max -17.9%
-24.4% / -24.4%
fan (6): min -26.7% · med -26.3% · max -18.0%
-24.4% / -24.4%
fan (6): min -26.7% · med -26.3% · max -18.2%
-27.5% to -22.5%2-24.6%+1.9% / +1.9%
fan (6): min -25.0% · med -10.8% · max +1.9%
-24.6% / -24.6%
fan (6): min -27.4% · med -25.9% · max -24.3%
-24.8% / -24.8%
fan (6): min -27.4% · med -26.0% · max -24.5%
-20.6% / -20.6%
fan (6): min -26.1% · med -23.4% · max -20.6%
-20.9% / -20.9%
fan (6): min -26.4% · med -23.9% · max -20.9%
-20.8% / -20.8%
fan (6): min -26.1% · med -23.6% · max -20.8%
-18.7% / -18.7%
fan (6): min -24.6% · med -21.4% · max -18.7%
-18.8% / -18.8%
fan (6): min -24.7% · med -21.6% · max -18.8%
-16.7% / -16.7%
fan (6): min -25.7% · med -21.2% · max -16.7%
-17.1% / -17.1%
fan (6): min -26.0% · med -22.0% · max -17.1%
-16.8% / -16.8%
fan (6): min -25.8% · med -21.4% · max -16.8%
-13.8% / -13.8%
fan (6): min -22.8% · med -18.9% · max -13.8%
-13.9% / -13.9%
fan (6): min -22.8% · med -19.1% · max -13.9%
-15.0% / -15.0%
fan (6): min -23.6% · med -19.5% · max -15.0%
-15.2% / -15.2%
fan (6): min -23.6% · med -19.7% · max -15.2%
-15.4% / -15.4%
fan (6): min -24.0% · med -20.1% · max -15.4%
-15.5% / -15.5%
fan (6): min -24.2% · med -20.3% · max -15.5%
-15.9% / -15.9%
fan (6): min -24.5% · med -20.4% · max -15.9%
-16.0% / -16.0%
fan (6): min -24.6% · med -20.5% · max -16.0%
-22.5% to -17.5%4-20.7%-19.6% / -19.9%
fan (6): min -19.6% · med -8.4% · max +8.3%
-20.9% / -20.7%
fan (6): min -20.9% · med -19.8% · max -18.0%
-20.9% / -20.9%
fan (6): min -20.9% · med -19.9% · max -18.0%
-20.7% / -20.6%
fan (6): min -20.7% · med -18.7% · max -15.7%
-20.9% / -20.8%
fan (6): min -20.9% · med -18.8% · max -17.5%
-21.1% / -20.8%
fan (6): min -21.1% · med -18.7% · max -15.7%
-18.5% / -18.8%
fan (6): min -18.5% · med -16.6% · max -13.9%
-18.9% / -19.0%
fan (6): min -18.9% · med -16.7% · max -14.0%
-20.3% / -20.5%
fan (6): min -20.3% · med -15.7% · max -11.5%
-20.7% / -20.8%
fan (6): min -20.7% · med -16.7% · max -14.8%
-20.7% / -20.7%
fan (6): min -20.7% · med -15.7% · max -11.5%
-17.8% / -18.0%
fan (6): min -17.8% · med -13.4% · max -9.1%
-17.8% / -18.2%
fan (6): min -17.8% · med -13.4% · max -9.1%
-18.7% / -19.0%
fan (6): min -18.7% · med -14.1% · max -10.0%
-18.9% / -19.2%
fan (6): min -18.9% · med -14.2% · max -10.0%
-19.3% / -19.6%
fan (6): min -19.3% · med -14.6% · max -10.6%
-19.6% / -19.8%
fan (6): min -19.6% · med -14.7% · max -10.6%
-19.6% / -19.9%
fan (6): min -19.6% · med -15.0% · max -10.9%
-19.9% / -20.1%
fan (6): min -19.9% · med -15.0% · max -10.9%
-17.5% to -12.5%6-14.7%-15.8% / -17.7%
fan (6): min -21.6% · med -14.7% · max -7.7%
-14.4% / -14.7%
fan (6): min -17.2% · med -15.5% · max -14.4%
-14.4% / -14.9%
fan (6): min -17.2% · med -15.7% · max -14.4%
-15.3% / -15.2%
fan (6): min -16.0% · med -15.6% · max -15.1%
-15.3% / -15.1%
fan (6): min -16.1% · med -15.8% · max -15.3%
-15.3% / -15.3%
fan (6): min -16.1% · med -15.6% · max -15.3%
-12.1% / -12.6%
fan (6): min -13.7% · med -13.4% · max -12.1%
-12.2% / -12.7%
fan (6): min -13.7% · med -13.5% · max -12.2%
-15.6% / -15.6%
fan (6): min -17.1% · med -15.3% · max -13.7%
-15.6% / -15.5%
fan (6): min -16.7% · med -15.4% · max -14.8%
-15.6% / -15.8%
fan (6): min -17.1% · med -15.3% · max -14.2%
-12.5% / -12.6%
fan (6): min -14.0% · med -12.5% · max -11.2%
-12.5% / -12.7%
fan (6): min -14.0% · med -12.6% · max -11.6%
-13.5% / -13.5%
fan (6): min -15.0% · med -13.4% · max -11.9%
-13.6% / -13.6%
fan (6): min -15.1% · med -13.5% · max -12.3%
-14.4% / -14.3%
fan (6): min -15.6% · med -14.2% · max -12.7%
-14.4% / -14.4%
fan (6): min -15.6% · med -14.2% · max -13.2%
-14.9% / -14.7%
fan (6): min -16.2% · med -14.6% · max -13.2%
-14.9% / -14.8%
fan (6): min -16.2% · med -14.6% · max -13.4%
-12.5% to -7.5%9-9.4%-9.9% / -9.1%
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-9.5% / -9.9%
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fan (6): min +42.9% · med +45.7% · max +47.7%
+42.4% / +42.4%
fan (6): min +42.4% · med +45.6% · max +47.5%
+44.9% / +44.9%
fan (6): min +44.9% · med +48.2% · max +50.2%
+44.4% / +44.4%
fan (6): min +44.4% · med +48.1% · max +50.0%
+47.1% / +47.1%
fan (6): min +47.1% · med +51.5% · max +52.7%
+46.6% / +46.6%
fan (6): min +46.6% · med +51.4% · max +52.5%
+42.5% to +47.5%2+44.1%+188.8% / +188.8%
fan (6): min +94.5% · med +143.5% · max +261.5%
+44.1% / +44.1%
fan (6): min +44.1% · med +44.7% · max +46.1%
+44.0% / +44.0%
fan (6): min +44.0% · med +44.5% · max +45.5%
+65.8% / +65.8%
fan (6): min +52.0% · med +59.7% · max +76.9%
+58.6% / +58.6%
fan (6): min +52.0% · med +55.5% · max +63.5%
+65.8% / +65.8%
fan (6): min +51.6% · med +59.7% · max +76.9%
+40.7% / +40.7%
fan (6): min +32.4% · med +35.6% · max +49.8%
+40.4% / +40.4%
fan (6): min +31.6% · med +35.3% · max +49.7%
+87.5% / +87.5%
fan (6): min +59.5% · med +74.5% · max +109.5%
+74.9% / +74.9%
fan (6): min +59.5% · med +67.1% · max +85.6%
+87.5% / +87.5%
fan (6): min +59.1% · med +74.5% · max +109.5%
+64.9% / +64.9%
fan (6): min +41.9% · med +52.6% · max +84.3%
+64.9% / +64.9%
fan (6): min +41.4% · med +52.6% · max +84.3%
+66.8% / +66.8%
fan (6): min +43.3% · med +54.5% · max +87.1%
+66.7% / +66.7%
fan (6): min +42.8% · med +54.5% · max +87.0%
+69.1% / +69.1%
fan (6): min +45.8% · med +56.8% · max +90.0%
+69.1% / +69.1%
fan (6): min +45.3% · med +56.8% · max +89.9%
+72.8% / +72.8%
fan (6): min +48.1% · med +59.3% · max +93.1%
+72.7% / +72.7%
fan (6): min +47.6% · med +59.2% · max +93.1%
+47.5% to +52.5%3+50.4%+152.7% / +151.6%
fan (4): min +87.9% · med +140.2% · max +180.8%
+51.0% / +50.4%
fan (4): min +49.0% · med +50.3% · max +51.9%
+50.4% / +50.0%
fan (4): min +48.6% · med +49.8% · max +51.6%
+64.6% / +65.6%
fan (4): min +54.8% · med +63.9% · max +68.0%
+63.8% / +62.1%
fan (4): min +53.4% · med +63.2% · max +64.3%
+64.4% / +65.2%
fan (4): min +54.5% · med +63.7% · max +68.0%
+38.9% / +36.7%
fan (4): min +26.6% · med +35.2% · max +38.9%
+38.5% / +36.2%
fan (4): min +26.3% · med +34.9% · max +38.5%
+80.2% / +80.7%
fan (4): min +60.7% · med +77.4% · max +87.9%
+78.8% / +74.8%
fan (4): min +58.2% · med +76.2% · max +79.3%
+80.0% / +80.4%
fan (4): min +60.4% · med +77.2% · max +87.9%
+56.8% / +55.2%
fan (4): min +35.4% · med +51.9% · max +60.2%
+56.6% / +54.8%
fan (4): min +35.1% · med +51.6% · max +60.1%
+59.0% / +56.9%
fan (4): min +37.5% · med +54.0% · max +62.4%
+58.7% / +56.5%
fan (4): min +37.2% · med +53.7% · max +62.4%
+60.9% / +59.0%
fan (4): min +39.5% · med +56.4% · max +65.5%
+60.7% / +58.7%
fan (4): min +39.2% · med +56.2% · max +65.3%
+63.8% / +61.8%
fan (4): min +42.7% · med +59.1% · max +68.8%
+63.5% / +61.4%
fan (4): min +42.4% · med +58.8% · max +68.7%
+52.5% to +57.5%1+54.7%+150.5% / +150.5%
fan (3): min +82.4% · med +150.5% · max +150.5%
+54.7% / +54.7%
fan (3): min +53.4% · med +54.7% · max +56.3%
+54.5% / +54.5%
fan (3): min +53.2% · med +54.5% · max +56.2%
+69.1% / +69.1%
fan (3): min +60.2% · med +68.0% · max +69.1%
+69.1% / +69.1%
fan (3): min +59.1% · med +68.0% · max +69.1%
+68.9% / +68.9%
fan (3): min +60.2% · med +67.8% · max +68.9%
+37.4% / +37.4%
fan (3): min +25.2% · med +37.4% · max +37.6%
+37.1% / +37.1%
fan (3): min +25.0% · med +37.1% · max +37.4%
+83.4% / +83.4%
fan (3): min +64.1% · med +82.5% · max +83.4%
+83.4% / +83.4%
fan (3): min +62.2% · med +82.5% · max +83.4%
+83.3% / +83.3%
fan (3): min +64.1% · med +82.4% · max +83.3%
+55.5% / +55.5%
fan (3): min +33.0% · med +55.2% · max +55.5%
+55.4% / +55.4%
fan (3): min +33.0% · med +55.1% · max +55.4%
+57.2% / +57.2%
fan (3): min +35.2% · med +57.2% · max +57.5%
+57.1% / +57.1%
fan (3): min +35.2% · med +57.1% · max +57.4%
+59.4% / +59.4%
fan (3): min +37.2% · med +59.0% · max +59.4%
+59.2% / +59.2%
fan (3): min +37.1% · med +58.8% · max +59.2%
+62.5% / +62.5%
fan (3): min +40.4% · med +62.0% · max +62.5%
+62.4% / +62.4%
fan (3): min +40.4% · med +61.8% · max +62.4%
Overall88+1703.2%+37714.0%+1651.6%+1461.9%+3881.3%+2997.7%+3435.8%+1746.0%+1516.8%+7702.2%+5143.2%+6784.4%+4774.1%+4200.1%+4742.6%+4185.4%+4995.0%+4512.0%+5536.0%+5142.2%

Premium yield per cycle (SPEC §6.8)

For each CC cycle: premium received ÷ value of the stock being covered (n_contracts × 100 × spot_at_sale) × 100. Strike-comparable yield, scale-invariant — depends only on strike distance, DTE and IV, not on portfolio size or year. With a monthly schedule this is a per-month yield; multiply by 12 for a rough annualized read (ignores compounding and assignment losses). The bottom row shows realized cashflow extremes in USD (in target_cashflow mode integer-contract rounding can push a single cycle past the cited target on high-IV days). Histograms below the table show the per-cycle USD distribution for each strategy side-by-side.

Statstockonly
full coverage
stockonly_w3kusd
full coverage
85_15
full coverage
85_15_trim
full coverage
85_15_w3kusd
full coverage
85_15_cc10
full coverage
85_15_cc10_w3kusd
full coverage
70_30
full coverage
70_30_trim
full coverage
70_30_w3kusd
full coverage
70_30_cc05
full coverage
70_30_cc05_w3kusd
full coverage
70_30_cc10
full coverage
70_30_cc10_w3kusd
full coverage
70_30_cc15
full coverage
70_30_cc15_w3kusd
full coverage
70_30_cc20
full coverage
70_30_cc20_w3kusd
full coverage
Median %—————2.732.73———4.194.192.732.731.711.711.111.11
Mean %—————3.173.17———4.644.643.173.172.142.141.451.45
p25 / p75 %—————2.15 / 3.892.15 / 3.89———3.52 / 5.663.52 / 5.662.15 / 3.892.15 / 3.891.17 / 2.541.17 / 2.540.71 / 1.700.71 / 1.70
Min / Max %—————0.75 / 7.720.75 / 7.72———1.62 / 9.241.62 / 9.240.75 / 7.720.75 / 7.720.33 / 6.660.33 / 6.660.16 / 4.920.16 / 4.92
Min / Max premium USD—————2,881 / 496,9432,665 / 423,112———4,695 / 1,337,4744,304 / 1,168,9732,169 / 1,133,0301,987 / 993,886942 / 957,118876 / 858,843457 / 866,249440 / 799,877
Net premium after put cost USD——————————————————
# CC cycles0000086860008686868686868686
CC premium per cycle (full period — does not respond to the period selector).
stockonly
no CC cycles
stockonly_w3kusd
no CC cycles
85_15
no CC cycles
85_15_trim
no CC cycles
85_15_w3kusd
no CC cycles
premium histogram for 85_15_cc10
premium histogram for 85_15_cc10_w3kusd
70_30
no CC cycles
70_30_trim
no CC cycles
70_30_w3kusd
no CC cycles
premium histogram for 70_30_cc05
premium histogram for 70_30_cc05_w3kusd
premium histogram for 70_30_cc10
premium histogram for 70_30_cc10_w3kusd
premium histogram for 70_30_cc15
premium histogram for 70_30_cc15_w3kusd
premium histogram for 70_30_cc20
premium histogram for 70_30_cc20_w3kusd

Equity curves

Log-scale USD NAV. Green shading marks days TSLA closed above its 10-day MA — the X3 sleeve is leveraged during these regimes.

·Resolution:
Equity curves — log-scale USD NAV (post-tax)$1,000,000$10,000,0002020202120222023202420252026NAV USD (log)70_3070_30_w3kusd70_30_cc2070_30_trim70_30_cc20_w3kusd70_30_cc1570_30_cc0570_30_cc1070_30_cc15_w3kusd70_30_cc05_w3kusd70_30_cc10_w3kusd85_1585_15_w3kusd85_15_trim85_15_cc10stockonly85_15_cc10_w3kusdstockonly_w3kusd

Regime behavior (SPEC §6.10)

Aggregates each strategy's annualized return across all windows of the same regime tag (see config/periods.yaml). Each (strategy × period) is its own fresh-start backtest from $500k. Cell format: median CAGR % / mean CAGR % across the n windows in that tag.

Regime tagstockonlystockonly_w3kusd85_1585_15_trim85_15_w3kusd85_15_cc1085_15_cc10_w3kusd70_3070_30_trim70_30_w3kusd70_30_cc0570_30_cc05_w3kusd70_30_cc1070_30_cc10_w3kusd70_30_cc1570_30_cc15_w3kusd70_30_cc2070_30_cc20_w3kusd
Full real-options window (n=1)+48.3% / +48.3%+44.9% / +44.9%+69.7% / +69.7%+63.3% / +63.3%+66.2% / +66.2%+47.2% / +47.2%+43.5% / +43.5%+90.0% / +90.0%+78.7% / +78.7%+86.0% / +86.0%+72.4% / +72.4%+68.7% / +68.7%+72.9% / +72.9%+69.3% / +69.3%+75.5% / +75.5%+72.5% / +72.5%+78.7% / +78.7%+76.4% / +76.4%
Flat (sideways with structure) (n=2)-0.3% / -0.3%-8.7% / -8.7%+13.8% / +13.8%+10.3% / +10.3%+6.0% / +6.0%+12.6% / +12.6%+4.6% / +4.6%+27.2% / +27.2%+21.3% / +21.3%+19.8% / +19.8%+30.1% / +30.1%+23.1% / +23.1%+27.9% / +27.9%+21.0% / +21.0%+26.4% / +26.4%+19.5% / +19.5%+27.5% / +27.5%+21.1% / +21.1%
Round-trip up (peak in middle, ends near start) (n=2)+1.5% / +1.5%-3.9% / -3.9%+10.9% / +10.9%+10.3% / +10.3%+5.3% / +5.3%+12.7% / +12.7%+6.6% / +6.6%+20.2% / +20.2%+19.5% / +19.5%+14.6% / +14.6%+26.6% / +26.6%+21.5% / +21.5%+24.1% / +24.1%+17.8% / +17.8%+22.8% / +22.8%+17.2% / +17.2%+21.5% / +21.5%+16.3% / +16.3%
Round-trip down / V-shape (trough in middle, ends near start) (n=3)+1.4% / +2.9%-7.0% / -5.4%+13.1% / +17.0%+11.6% / +15.6%+5.1% / +8.4%+20.5% / +21.4%+11.3% / +12.6%+16.0% / +32.7%+13.6% / +30.3%+8.0% / +23.7%+29.9% / +38.1%+20.9% / +28.4%+28.5% / +36.9%+19.9% / +27.8%+24.0% / +34.8%+16.7% / +26.3%+23.1% / +34.1%+15.6% / +26.6%
Up strong (>+60% sustained rally) (n=2)+113.8% / +113.8%+109.3% / +109.3%+151.1% / +151.1%+145.2% / +145.2%+146.9% / +146.9%+101.8% / +101.8%+97.0% / +97.0%+188.3% / +188.3%+177.5% / +177.5%+184.2% / +184.2%+143.2% / +143.2%+138.8% / +138.8%+146.9% / +146.9%+142.6% / +142.6%+153.1% / +153.1%+149.1% / +149.1%+159.2% / +159.2%+155.5% / +155.5%
Down strong (<-35% sustained drop) (n=2)-50.0% / -50.0%-55.0% / -55.0%-40.1% / -40.1%-40.7% / -40.7%-45.2% / -45.2%-38.0% / -38.0%-43.7% / -43.7%-28.8% / -28.8%-30.0% / -30.0%-34.2% / -34.2%-23.7% / -23.7%-28.8% / -28.8%-26.5% / -26.5%-31.9% / -31.9%-27.8% / -27.8%-32.8% / -32.8%-28.5% / -28.5%-32.9% / -32.9%
Ends higher (+20% to +60%) (n=5)+32.7% / +35.3%+21.8% / +26.4%+35.7% / +45.4%+32.1% / +43.9%+25.2% / +36.3%+37.0% / +33.6%+27.0% / +25.4%+34.9% / +56.7%+35.2% / +54.5%+28.1% / +47.4%+31.4% / +46.8%+23.8% / +38.0%+34.0% / +47.8%+23.9% / +39.3%+32.8% / +49.8%+23.2% / +41.7%+34.7% / +54.3%+26.8% / +47.4%
Ends lower (-10% to -35%) (n=2)-18.8% / -18.8%-27.1% / -27.1%-9.9% / -9.9%-11.7% / -11.7%-18.5% / -18.5%-0.7% / -0.7%-9.1% / -9.1%-1.1% / -1.1%-4.2% / -4.2%-10.0% / -10.0%+9.1% / +9.1%+0.8% / +0.8%+7.2% / +7.2%-1.6% / -1.6%+4.6% / +4.6%-3.7% / -3.7%+3.0% / +3.0%-3.9% / -3.9%
Multi-oscillation (≥4 sign flips, ends near start) (n=1)+5.3% / +5.3%-3.7% / -3.7%+6.5% / +6.5%+4.2% / +4.2%-2.8% / -2.8%+13.8% / +13.8%+5.5% / +5.5%+6.9% / +6.9%+3.1% / +3.1%-2.7% / -2.7%+12.4% / +12.4%+3.7% / +3.7%+13.4% / +13.4%+4.2% / +4.2%+11.7% / +11.7%+3.3% / +3.3%+13.1% / +13.1%+6.2% / +6.2%
Really bad x3 periods (x3 peak-DD ≥85%, asymmetric to stock) (n=4)-14.8% / -4.8%-21.8% / -13.5%-8.4% / -1.7%-11.6% / -4.0%-18.7% / -11.1%+3.1% / +0.2%-4.1% / -8.0%-2.5% / +0.7%-7.9% / -3.2%-13.9% / -9.5%+3.9% / +4.2%-5.1% / -5.0%+2.6% / +3.5%-5.4% / -6.0%+0.3% / +2.4%-7.5% / -6.1%-0.0% / +3.6%-6.4% / -3.1%