Library Credit Spreads

Same 47+ credit-spread variants as the Nik-signal version, but triggered by signals from the futures strategy library (Donchian/KAMA/CUSUM). Direction-aligned: long signal → bull put, short signal → bear call.

Donchian(20) BTC 4h · library Sharpe 14.23

64 signal entries in Tardis window (2026-01-22 → 2026-05-23). Ranked by Tardis-Real CAGR.

SetupVariantn CAGRMax DDWin%
credit-14d-15pct14d · 15-22% spread · allday64+3.50%-0.50%98%
credit-30d-20pct30d (monthly) · 20-30% spread · allday64+2.94%-0.17%98%
ic-1d-3pct-gatedIron Condor · 1d · ±3-5% + DVOL gate56+2.74%-0.23%96%
credit-14d-15pct-gated14d · 15-22% + DVOL gate · allday56+2.66%-0.50%98%
credit-30d-20pct-gated30d monthly · 20-30% + DVOL gate · allday56+2.31%-0.17%98%
credit-1d-3pct1d · 3-5% spread · allday63+1.49%-0.25%97%
credit-7d-10pct7d (weekly) · 10-15% spread · allday62+1.23%-0.43%98%
ic-1d-5pct-gatedIron Condor · 1d · ±5-7% + DVOL gate51+1.17%+0.00%98%
credit-7d-12pct7d weekly · 12-18% spread (very wide) · allday64+1.03%-0.20%98%
credit-1d-3pct-gated1d · 3-5% + DVOL gate · allday55+1.01%-0.25%96%
credit-7d-10pct-gated7d weekly · 10-15% + DVOL gate · allday54+0.75%-0.43%98%
credit-7d-12pct-gated7d weekly · 12-18% + DVOL gate · allday56+0.70%-0.20%98%
credit-7d-10pct-night7d (weekly) · 10-15% spread · night17+0.70%+0.00%100%
credit-1d-5pct1d · 5-7% spread · allday55+0.70%+0.00%95%
credit-1d-perSignal1d · Per-Signal Optimized · allday55+0.70%+0.00%95%
ic-1d-3pctIron Condor · 1d · ±3-5%64+0.68%-0.76%94%
credit-7d-10pct-weekend7d (weekly) · 10-15% spread · weekend17+0.65%+0.00%100%
credit-1d-5pct-gated1d · 5-7% + DVOL gate · allday49+0.62%+0.00%96%
credit-1d-perSignal-gated1d · Per-Signal Optimized + DVOL gate · allday49+0.62%+0.00%96%
credit-3d-7pct-weekend3d · 7-10% spread · weekend19+0.55%+0.00%100%
ic-1d-5pctIron Condor · 1d · ±5-7%59+0.53%-0.25%97%
credit-0dte12h-3pct0DTE ≤12h pre-expiry · 3-5% spread · allday27+0.46%+0.00%96%
ic-3d-7pctIron Condor · 3d · ±7-10%64+0.33%-0.86%92%
credit-7d-12pct-tp50-gated7d · 12-18% · TP 50% + DVOL gate56+0.25%-0.20%98%
credit-0dte8h-3pct0DTE ≤8h pre-expiry · 3-5% spread · allday17+0.24%+0.00%94%
credit-0dte12h-5pct0DTE ≤12h pre-expiry · 5-7% spread · allday22+0.24%+0.00%86%
credit-5d-10pct5d · 10-15% spread (wide) · allday59+0.15%-0.38%97%
credit-1d-5pct-weekend1d · 5-7% spread · weekend16+0.11%+0.00%94%
credit-1d-5pct-gated-weekend1d · 5-7% + DVOL gate · weekend15+0.10%+0.00%93%
credit-3d-5pct-weekend3d · 5-7% spread · weekend19+0.10%-0.32%95%
credit-3d-5pct-gated-weekend3d · 5-7% + DVOL gate · weekend18+0.04%-0.32%94%
credit-0dte8h-5pct0DTE ≤8h pre-expiry · 5-7% spread · allday12+0.04%+0.00%75%
credit-1d-5pct-night1d · 5-7% spread · night12+0.04%+0.00%75%
credit-1d-5pct-gated-night1d · 5-7% + DVOL gate · night11+0.04%+0.00%82%
credit-5d-10pct-gated5d · 10-15% + DVOL gate · allday51-0.08%-0.38%96%
credit-5d-7pct5d · 7-10% spread · allday64-0.09%-0.75%94%
credit-3d-7pct-tp50-gated3d · 7-10% · TP 50% + DVOL gate56-0.38%-0.50%98%
ic-3d-7pct-gatedIron Condor · 3d · ±7-10% + DVOL gate56-0.40%-0.88%93%
ic-7d-10pctIron Condor · 7d · ±10-15%64-0.55%-1.77%92%
credit-5d-7pct-gated5d · 7-10% + DVOL gate · allday56-0.83%-0.98%93%
credit-3d-7pct-night3d · 7-10% spread · night18-1.29%-0.50%94%
ic-7d-10pct-gatedIron Condor · 7d · ±10-15% + DVOL gate56-1.35%-1.77%91%
credit-3d-7pct3d · 7-10% spread · allday64-1.53%-0.91%94%
credit-3d-perSignal3d · Per-Signal Optimized · allday64-1.53%-0.91%94%
credit-3d-7pct-gated3d · 7-10% + DVOL gate · allday56-1.79%-0.95%95%
credit-3d-perSignal-gated3d · Per-Signal Optimized + DVOL gate · allday56-1.79%-0.95%95%
ic-3d-5pct-tp50-gatedIron Condor · 3d · ±5-7% · TP 50% + gate56-4.05%-1.86%89%
credit-3d-5pct-night3d · 5-7% spread · night18-4.20%-1.41%83%
credit-3d-5pct-gated-night3d · 5-7% + DVOL gate · night17-4.30%-1.41%82%
ic-3d-5pct-tp50Iron Condor · 3d · ±5-7% · TP 50%64-4.81%-2.11%88%

kama BTC 4h · library Sharpe 9.98

101 signal entries in Tardis window (2026-01-22 → 2026-05-23). Ranked by Tardis-Real CAGR.

SetupVariantn CAGRMax DDWin%
ic-1d-3pctIron Condor · 1d · ±3-5%101+4.85%-0.13%93%
credit-5d-7pct-gated5d · 7-10% + DVOL gate · allday91+4.74%-0.23%99%
credit-5d-7pct5d · 7-10% spread · allday101+3.76%-0.73%97%
ic-3d-7pct-gatedIron Condor · 3d · ±7-10% + DVOL gate91+3.57%-0.37%98%
ic-1d-3pct-gatedIron Condor · 1d · ±3-5% + DVOL gate91+3.43%-0.13%92%
ic-3d-5pct-gatedIron Condor · 3d · ±5-7% + DVOL gate91+3.01%-1.48%95%
credit-1d-3pct1d · 3-5% spread · allday95+2.75%+0.00%96%
credit-3d-5pct-gated3d · 5-7% + DVOL gate · allday90+2.56%-0.75%98%
credit-1d-3pct-gated1d · 3-5% + DVOL gate · allday85+2.14%+0.00%95%
ic-3d-5pct-tp50-gatedIron Condor · 3d · ±5-7% · TP 50% + gate91+2.04%-1.21%97%
credit-3d-5pct-tp25-gated3d · 5-7% · TP 25% + DVOL gate90+1.95%-0.75%98%
credit-3d-7pct-gated3d · 7-10% + DVOL gate · allday91+1.81%-0.19%99%
credit-3d-perSignal-gated3d · Per-Signal Optimized + DVOL gate · allday91+1.81%-0.19%99%
ic-1d-5pctIron Condor · 1d · ±5-7%90+1.76%+0.00%94%
credit-30d-20pct30d (monthly) · 20-30% spread · allday101+1.59%-0.87%94%
credit-3d-5pct-night3d · 5-7% spread · night31+1.53%+0.00%100%
credit-3d-5pct-gated-night3d · 5-7% + DVOL gate · night30+1.46%+0.00%100%
ic-1d-5pct-gatedIron Condor · 1d · ±5-7% + DVOL gate80+1.22%+0.00%94%
credit-5d-10pct-gated5d · 10-15% + DVOL gate · allday83+1.15%+0.00%100%
credit-3d-5pct-tp50-gated3d · 5-7% · TP 50% + DVOL gate90+1.06%-0.77%98%
credit-3d-7pct-tp50-gated3d · 7-10% · TP 50% + DVOL gate91+1.04%-0.19%99%
credit-1d-5pct1d · 5-7% spread · allday86+1.04%+0.00%94%
credit-1d-perSignal1d · Per-Signal Optimized · allday86+1.04%+0.00%94%
ic-7d-10pctIron Condor · 7d · ±10-15%101+0.99%-1.61%94%
credit-30d-20pct-gated30d monthly · 20-30% + DVOL gate · allday91+0.98%-0.87%93%
credit-7d-10pct-night7d (weekly) · 10-15% spread · night31+0.85%+0.00%100%
credit-5d-10pct5d · 10-15% spread (wide) · allday92+0.79%-0.19%99%
credit-14d-15pct14d · 15-22% spread · allday101+0.79%-1.97%95%
credit-7d-10pct7d (weekly) · 10-15% spread · allday99+0.72%-0.71%97%
credit-1d-5pct-gated1d · 5-7% + DVOL gate · allday76+0.72%+0.00%95%
credit-1d-perSignal-gated1d · Per-Signal Optimized + DVOL gate · allday76+0.72%+0.00%95%
credit-3d-7pct-weekend3d · 7-10% spread · weekend40+0.60%-0.19%98%
credit-3d-7pct-night3d · 7-10% spread · night31+0.54%+0.00%100%
ic-7d-10pct-gatedIron Condor · 7d · ±10-15% + DVOL gate91+0.48%-1.50%96%
credit-7d-12pct7d weekly · 12-18% spread (very wide) · allday101+0.42%-0.51%98%
credit-7d-10pct-gated7d weekly · 10-15% + DVOL gate · allday89+0.34%-0.71%98%
credit-0dte12h-3pct0DTE ≤12h pre-expiry · 3-5% spread · allday38+0.31%+0.00%89%
credit-1d-5pct-weekend1d · 5-7% spread · weekend32+0.23%+0.00%94%
credit-1d-5pct-gated-weekend1d · 5-7% + DVOL gate · weekend32+0.23%+0.00%94%
credit-7d-12pct-gated7d weekly · 12-18% + DVOL gate · allday91+0.10%-0.51%98%
credit-0dte8h-3pct0DTE ≤8h pre-expiry · 3-5% spread · allday25+0.06%+0.00%84%
credit-0dte12h-5pct0DTE ≤12h pre-expiry · 5-7% spread · allday30+0.06%+0.00%83%
credit-0dte8h-5pct0DTE ≤8h pre-expiry · 5-7% spread · allday17+0.01%+0.00%71%
credit-1d-5pct-night1d · 5-7% spread · night17+0.01%+0.00%71%
credit-1d-5pct-gated-night1d · 5-7% + DVOL gate · night16+0.01%+0.00%75%
credit-7d-10pct-weekend7d (weekly) · 10-15% spread · weekend39-0.22%-0.50%97%
credit-14d-15pct-gated14d · 15-22% + DVOL gate · allday91-0.24%-1.97%95%
credit-3d-5pct-weekend3d · 5-7% spread · weekend39-0.41%-0.75%95%
credit-3d-5pct-gated-weekend3d · 5-7% + DVOL gate · weekend39-0.41%-0.75%95%
credit-3d-5pct3d · 5-7% spread · allday100-0.41%-1.70%95%

CUSUM(2pct) ETH 4h · library Sharpe 17.26

147 signal entries in Tardis window (2026-01-22 → 2026-05-23). Ranked by Tardis-Real CAGR.

SetupVariantn CAGRMax DDWin%
credit-14d-15pct14d · 15-22% spread · allday147+21.94%-1.00%97%
credit-30d-20pct30d (monthly) · 20-30% spread · allday147+16.31%-1.00%99%
credit-14d-15pct-gated14d · 15-22% + DVOL gate · allday117+15.35%-1.00%97%
credit-30d-20pct-gated30d monthly · 20-30% + DVOL gate · allday117+11.23%-1.00%98%
ic-3d-5pct-tp50-gatedIron Condor · 3d · ±5-7% · TP 50% + gate117+5.09%-2.39%89%
ic-1d-5pctIron Condor · 1d · ±5-7%139+4.82%-0.44%99%
credit-5d-7pct-gated5d · 7-10% + DVOL gate · allday116+3.78%-0.81%94%
ic-1d-3pctIron Condor · 1d · ±3-5%145+3.73%-1.17%91%
credit-7d-12pct-tp50-gated7d · 12-18% · TP 50% + DVOL gate116+3.61%-0.09%99%
credit-7d-10pct7d (weekly) · 10-15% spread · allday145+3.40%-1.57%95%
credit-5d-7pct5d · 7-10% spread · allday146+3.23%-2.06%93%
credit-7d-12pct7d weekly · 12-18% spread (very wide) · allday146+3.12%-1.35%97%
credit-5d-10pct-gated5d · 10-15% + DVOL gate · allday117+2.90%-0.50%98%
credit-7d-10pct-gated7d weekly · 10-15% + DVOL gate · allday115+2.66%-1.00%96%
credit-1d-3pct1d · 3-5% spread · allday141+2.45%-1.02%94%
credit-3d-7pct-tp50-gated3d · 7-10% · TP 50% + DVOL gate113+2.32%-0.50%98%
ic-1d-5pct-gatedIron Condor · 1d · ±5-7% + DVOL gate109+2.32%-0.48%98%
credit-1d-5pct1d · 5-7% spread · allday130+2.30%-0.34%99%
credit-1d-perSignal1d · Per-Signal Optimized · allday130+2.30%-0.34%99%
credit-5d-10pct5d · 10-15% spread (wide) · allday147+2.28%-1.25%97%
credit-7d-12pct-gated7d weekly · 12-18% + DVOL gate · allday116+2.28%-1.00%97%
credit-7d-10pct-weekend7d (weekly) · 10-15% spread · weekend47+2.23%-0.50%98%
ic-7d-10pctIron Condor · 7d · ±10-15%147+1.75%-5.29%87%
ic-3d-5pct-gatedIron Condor · 3d · ±5-7% + DVOL gate117+1.75%-3.63%81%
credit-3d-5pct-gated-night3d · 5-7% + DVOL gate · night37+1.61%-0.38%92%
credit-1d-3pct-gated1d · 3-5% + DVOL gate · allday111+1.60%-0.94%95%
ic-1d-3pct-gatedIron Condor · 1d · ±3-5% + DVOL gate115+1.51%-1.29%91%
credit-1d-5pct-gated1d · 5-7% + DVOL gate · allday102+1.21%-0.34%99%
credit-1d-perSignal-gated1d · Per-Signal Optimized + DVOL gate · allday102+1.21%-0.34%99%
credit-3d-5pct-tp50-gated3d · 5-7% · TP 50% + DVOL gate117+1.01%-1.17%92%
credit-0dte8h-3pct0DTE ≤8h pre-expiry · 3-5% spread · allday42+0.96%+0.00%100%
credit-0dte12h-5pct0DTE ≤12h pre-expiry · 5-7% spread · allday58+0.72%+0.00%100%
credit-7d-10pct-night7d (weekly) · 10-15% spread · night46+0.70%-0.50%96%
credit-0dte12h-3pct0DTE ≤12h pre-expiry · 3-5% spread · allday71+0.51%-0.35%96%
credit-3d-7pct-weekend3d · 7-10% spread · weekend46+0.49%-0.51%96%
ic-7d-10pct-gatedIron Condor · 7d · ±10-15% + DVOL gate117+0.30%-4.04%89%
credit-3d-5pct-tp25-gated3d · 5-7% · TP 25% + DVOL gate117+0.24%-1.10%91%
credit-0dte8h-5pct0DTE ≤8h pre-expiry · 5-7% spread · allday29+0.20%+0.00%100%
credit-1d-5pct-night1d · 5-7% spread · night29+0.20%+0.00%100%
credit-1d-5pct-gated-night1d · 5-7% + DVOL gate · night22+0.10%+0.00%100%
credit-1d-5pct-weekend1d · 5-7% spread · weekend43-0.28%-0.34%98%
credit-3d-5pct-gated-weekend3d · 5-7% + DVOL gate · weekend39-0.47%-0.83%85%
credit-1d-5pct-gated-weekend1d · 5-7% + DVOL gate · weekend34-0.51%-0.34%97%
credit-3d-5pct-night3d · 5-7% spread · night46-0.53%-0.97%89%
credit-3d-5pct-weekend3d · 5-7% spread · weekend48-0.87%-0.83%85%
credit-3d-5pct-gated3d · 5-7% + DVOL gate · allday117-1.13%-1.43%88%
credit-3d-7pct-night3d · 7-10% spread · night44-1.21%-0.98%95%
credit-3d-7pct-gated3d · 7-10% + DVOL gate · allday113-1.45%-1.28%94%
credit-3d-perSignal-gated3d · Per-Signal Optimized + DVOL gate · allday113-1.45%-1.28%94%
ic-3d-5pct-tp50Iron Condor · 3d · ±5-7% · TP 50%147-2.98%-5.33%85%