§ 2022-01-03 → 2025-12-31 OPTIONS
Covered Call · SPY
Monthly 30-DTE, 0.30-delta covered calls on the underlying.
Overall grade
B B
- CAGR
- +17.45%
- Sharpe
- 1.41
- Max DD
- -11.95%
- Trades
- 120
- Benchmark · Engine divergence
- SPY B&H +10.84% —
Beats SPY buy-and-hold by 6.6 pp of CAGR (total return +90.08 % over 4 y vs SPY +50.91 %). Premium collected $46,002, cost efficiency 2 % of PnL, win rate 74.2 %.
§ 1 page Scorecard
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The options scorecard is single-page — no separate Monte Carlo or engine-comparison pages yet for options strategies.