Nik MR-Envelope — ETHUSDT 1h (sein exakter Code · 2023-Start)
Long am unteren Envelope (EMA105 −7.94%), Short am oberen (EMA245 +5.43%), Stop k×ATR(14), BE, Exit = Gegen-Band (floating). Verbatim-Port seiner `intraday_strategy_JIT` + seine Params · Start $10k, 1% Risk, compounding, comm 0.05%, slip 5 Ticks.
2023 → heute: Endkapital $20,674 (+107%) · max-DD -20% · Win 27% · 312 Trades.
Reproduziert Niks ~+90%-Kurve (kleine Differenz = exakte EMA/ATR-Definition + Slippage).
Reproduziert Niks ~+90%-Kurve (kleine Differenz = exakte EMA/ATR-Definition + Slippage).
Wie schnell läuft die Bewegung? Gewinner brauchen Ø 193 h (~8.1 Tage) vom Einstiegs- zum
Gegen-Band; Verlierer werden in Ø 25 h (~1.1 Tage) ausgestoppt. Niedrige Win-Rate (27%),
aber die wenigen Gewinner sind groß (Far-Band-Exit) → die Reversion braucht Zeit.
Equity-Kurve (sein exakter Code)
Monats-Detail 2025–26 — Win-Rate, Ø Bewegung %, Geschwindigkeit
| Monat | Trades | Win-Rate | $ P&L | Ø Move % | Ø Haltedauer |
|---|---|---|---|---|---|
| 2025-01 Jan | 6 | 50% | $+710 | +1.5% | 147 h |
| 2025-02 Feb | 6 | 17% | $+320 | -2.7% | 109 h |
| 2025-03 Mar | 5 | 40% | $+1,266 | +1.8% | 63 h |
| 2025-04 Apr | 11 | 18% | $-1,129 | -0.5% | 98 h |
| 2025-05 May | 12 | 33% | $-1,370 | -1.5% | 54 h |
| 2025-06 Jun | 9 | 33% | $+1,837 | +2.9% | 108 h |
| 2025-07 Jul | 20 | 10% | $-2,205 | -0.1% | 34 h |
| 2025-08 Aug | 11 | 27% | $+1,676 | +2.5% | 47 h |
| 2025-09 Sep | 5 | 40% | $+3,181 | +3.9% | 93 h |
| 2025-10 Oct | 12 | 33% | $-27 | +0.0% | 65 h |
| 2025-11 Nov | 6 | 17% | $-1,018 | -3.1% | 55 h |
| 2025-12 Dec | 6 | 50% | $+413 | +2.1% | 76 h |
| 2026-01 Jan | 10 | 20% | $-430 | -0.7% | 46 h |
| 2026-02 Feb | 8 | 25% | $-184 | -1.2% | 80 h |
| 2026-03 Mar | 7 | 29% | $+331 | +0.8% | 55 h |
| 2026-04 Apr | 5 | 20% | $-821 | -1.3% | 45 h |
| 2026-05 May | 1 | 100% | $+1,398 | +11.1% | 691 h |
2025+26 zusammen: $+3,947 P&L. Win-Rate grün ≥50% / gelb 30-50% / rot <30%. Ø Move % = mittlere Preisbewegung Entry→Exit pro Trade. Ø Haltedauer in Stunden.
$ P&L pro Monat (alle Jahre, in $00)
| Jahr | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Σ $ |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -9 | -5 | -2 | +5 | +7 | +10 | -1 | +9 | · | +5 | -4 | +2 | $+1,657 |
| 2024 | +20 | -11 | -3 | +21 | -13 | +10 | +11 | +4 | -11 | +19 | -4 | +8 | $+5,070 |
| 2025 | +7 | +3 | +13 | -11 | -14 | +18 | -22 | +17 | +32 | -0 | -10 | +4 | $+3,653 |
| 2026 | -4 | -2 | +3 | -8 | +14 | · | · | · | · | · | · | · | $+294 |
Heatmap in Hunderter-$ (×100 = echter $-Betrag). 2025/26 hervorgehoben.
📐 Options-Strukturen auf dem Signal — mit TP-Management
Methode (überarbeitet): jeder der 312 echten Trades wird auf eine Optionsposition gemappt, IV = echte ETH-DVOL.
Neu: ich laufe stündlich durch die Bars und bewerte die Option fortlaufend → ein TP schließt beim ersten Mal,
wenn der Gewinn ≥ +50/+100/+200% der Prämie ist (sonst ritt bis Futures-Exit / Verfall). 3 Kosten-Ebenen:
Mid (perfekte Fills) · Lim (geduldiges Limit ~halber Spread = realistisch) · Exec (voll gekreuzt).
P&L in %-vom-Spot. Kein Skew (DVOL flat).
TP ändert alles — du hattest recht. „Ride bis Band-Exit" war unfair (Option blutet Theta + nimmt Spikes nie mit).
TP +100% ≈ verdoppelt das Ergebnis und dreht mehrere Configs auf der realistischen Limit-Ebene positiv.
Logik: ein ATM-Call ist beim Median-Gewinner (+9.3%) ~+100% wert → TP+100% sackt genau den typischen Gewinner ein.
TP+50% cappt zu früh (schlechter), TP+200% ähnlich TP+100%.
Bester realistischer Config: long_ATM 1d + TPride → Σ Limit +68%, r/DD 2.9, DD -23, ØWin +2.7%.
Bester realistischer Config: long_ATM 1d + TPride → Σ Limit +68%, r/DD 2.9, DD -23, ØWin +2.7%.
Grün (ITM5 14d TP+100%) vs rot (gleiche Struktur ohne TP): TP hebt UND glättet die Kurve. Futures (schwarz) bleibt aber oben.
Ehrliche Einordnung (für deine DD-Frage): die Futures-Baseline macht Σ +126%-Spot, r/DD 2.7 —
besser als jeder Options-Config (bester r/DD 2.9). Optionen flachen die Equity hier nicht besser ab
als Futures, weil der Draw-Down von den 73% Verlierer-Serien kommt (TP betrifft nur Gewinner). Was DD wirklich senkt:
(1) kleinere Prämie/Trade → kleinere Verlierer (Debit-Spread DD Lim −21 vs Naked −32); (2) der echte Optionsvorteil ist der
harte Boden im Tail (Gap-Schutz) — in dieser 2023-26-Stichprobe gab es keinen Katastrophen-Gap, daher zeigt sich der
DD-Vorteil der Optionen hier nicht.
🦋 Butterfly — früh schließen statt auslaufen (dein Punkt, getestet): du hast recht, dass Auslaufen-lassen den Fly killt.
Die MFE✦-Zeile = am perfekten Moment geschlossen (bester Mark, Look-Ahead-Ceiling):
fly_c9_w9 7d springt von
ride −29 / tp100 −51 → MFE +211 (Limit) — früh-schließen rettet ihn also massiv. ABER: (1) MFE ist nicht handelbar
(Look-Ahead); die erreichbaren TP-Regeln (+100/+200%) bleiben beim Fly auf Limit negativ — sein Wert ist eine scharfe
Spitze (nur wertvoll wenn Spot nah am Body UND Zeit kurz), die eine Regel verpasst. (2) Selbst am perfekten Ceiling schlägt der
Long-Call den Fly: long_ITM5 7d MFE = Limit +764 (r/DD 166) vs Fly +211 (r/DD 66). Hast du das Timing,
kauf den Call (1 Leg, billiger), nicht den Fly (4 Legs). Auf Exec ist der Fly ab 14d auch am MFE negativ.
TP-Vergleich — Kern-Strukturen × Tenor × TP-Stufe
| Struktur | Tenor | TP | ØPrem% | Win% | ΣMid% | ΣLim% | ΣExc% | DD Lim | r/DD | ØWin | ØLoss |
|---|---|---|---|---|---|---|---|---|---|---|---|
| FUTURES (hold underlying) | — | ride | — | 27% | +126 | +126 | +126 | -47 | 2.7 | +7.5 | -2.2 |
| long_ATM | 1d | ride | 1.4 | 32% | +83 | +68 | +53 | -23 | 2.9 | +2.7 | -0.9 |
| long_ATM | 1d | +50% | 1.4 | 50% | +37 | +17 | -2 | -14 | 1.2 | +1.1 | -0.9 |
| long_ATM | 1d | +100% | 1.4 | 38% | +40 | +21 | +1 | -25 | 0.8 | +1.7 | -1.0 |
| long_ATM | 1d | +200% | 1.4 | 32% | +44 | +26 | +8 | -22 | 1.2 | +2.3 | -1.0 |
| long_ATM | 1d | MFE✦ | 1.4 | 76% | +432 | +409 | +387 | -2 | 195.0 | +1.9 | -0.4 |
| long_ATM | 2d | ride | 2.0 | 23% | +42 | +25 | +8 | -29 | 0.8 | +3.9 | -1.1 |
| long_ATM | 2d | +50% | 2.0 | 43% | +12 | -10 | -31 | -24 | -0.4 | +1.3 | -1.0 |
| long_ATM | 2d | +100% | 2.0 | 29% | -7 | -28 | -49 | -39 | -0.7 | +2.2 | -1.0 |
| long_ATM | 2d | +200% | 2.0 | 24% | +20 | -0 | -21 | -36 | -0.0 | +3.4 | -1.1 |
| long_ATM | 2d | MFE✦ | 2.0 | 77% | +505 | +479 | +452 | -2 | 205.4 | +2.1 | -0.5 |
| long_ATM | 3d | ride | 2.4 | 24% | +67 | +46 | +25 | -29 | 1.6 | +4.3 | -1.2 |
| long_ATM | 3d | +50% | 2.4 | 39% | +11 | -14 | -38 | -29 | -0.5 | +1.5 | -1.1 |
| long_ATM | 3d | +100% | 2.4 | 28% | +7 | -18 | -42 | -36 | -0.5 | +2.7 | -1.1 |
| long_ATM | 3d | +200% | 2.4 | 24% | +62 | +38 | +14 | -25 | 1.5 | +4.2 | -1.2 |
| long_ATM | 3d | MFE✦ | 2.4 | 77% | +577 | +545 | +514 | -3 | 212.7 | +2.4 | -0.5 |
| long_ATM | 5d | ride | 3.2 | 23% | +63 | +37 | +10 | -27 | 1.4 | +4.5 | -1.2 |
| long_ATM | 5d | +50% | 3.2 | 35% | +19 | -11 | -41 | -32 | -0.3 | +1.9 | -1.1 |
| long_ATM | 5d | +100% | 3.2 | 27% | +53 | +22 | -8 | -32 | 0.7 | +3.4 | -1.1 |
| long_ATM | 5d | +200% | 3.2 | 23% | +97 | +68 | +38 | -26 | 2.6 | +4.9 | -1.2 |
| long_ATM | 5d | MFE✦ | 3.2 | 77% | +620 | +581 | +543 | -3 | 198.0 | +2.6 | -0.5 |
| long_ATM | 7d | ride | 3.7 | 19% | +56 | +24 | -9 | -26 | 0.9 | +5.6 | -1.2 |
| long_ATM | 7d | +50% | 3.7 | 32% | +12 | -23 | -58 | -44 | -0.5 | +2.1 | -1.1 |
| long_ATM | 7d | +100% | 3.7 | 23% | +48 | +13 | -23 | -27 | 0.5 | +4.0 | -1.2 |
| long_ATM | 7d | +200% | 3.7 | 20% | +76 | +42 | +7 | -27 | 1.6 | +5.7 | -1.2 |
| long_ATM | 7d | MFE✦ | 3.7 | 77% | +651 | +606 | +562 | -3 | 191.4 | +2.7 | -0.5 |
| long_ATM | 14d | ride | 5.3 | 17% | +40 | -8 | -56 | -32 | -0.3 | +6.0 | -1.2 |
| long_ATM | 14d | +50% | 5.3 | 26% | +30 | -20 | -70 | -34 | -0.6 | +3.0 | -1.1 |
| long_ATM | 14d | +100% | 5.3 | 20% | +86 | +35 | -15 | -31 | 1.1 | +5.3 | -1.2 |
| long_ATM | 14d | +200% | 5.3 | 17% | +69 | +20 | -29 | -33 | 0.6 | +6.4 | -1.2 |
| long_ATM | 14d | MFE✦ | 5.3 | 74% | +646 | +587 | +528 | -4 | 161.7 | +2.7 | -0.5 |
| long_ATM | 21d | ride | 6.5 | 16% | +57 | -2 | -62 | -43 | -0.1 | +6.7 | -1.3 |
| long_ATM | 21d | +50% | 6.5 | 25% | +55 | -7 | -68 | -29 | -0.2 | +3.5 | -1.2 |
| long_ATM | 21d | +100% | 6.5 | 18% | +59 | -2 | -64 | -31 | -0.1 | +5.7 | -1.2 |
| long_ATM | 21d | +200% | 6.5 | 16% | +66 | +5 | -56 | -42 | 0.1 | +6.6 | -1.2 |
| long_ATM | 21d | MFE✦ | 6.5 | 72% | +651 | +581 | +511 | -4 | 148.9 | +2.8 | -0.5 |
| long_ATM | 30d | ride | 7.7 | 16% | +33 | -39 | -112 | -64 | -0.6 | +6.2 | -1.3 |
| long_ATM | 30d | +50% | 7.7 | 21% | +54 | -19 | -92 | -38 | -0.5 | +4.1 | -1.2 |
| long_ATM | 30d | +100% | 7.7 | 17% | +48 | -25 | -98 | -42 | -0.6 | +5.8 | -1.3 |
| long_ATM | 30d | +200% | 7.7 | 16% | +41 | -31 | -104 | -64 | -0.5 | +6.2 | -1.3 |
| long_ATM | 30d | MFE✦ | 7.7 | 69% | +633 | +551 | +469 | -4 | 133.7 | +2.8 | -0.5 |
| long_ITM5 | 1d | ride | 5.1 | 40% | +95 | +61 | +27 | -33 | 1.9 | +3.3 | -1.8 |
| long_ITM5 | 1d | +50% | 5.1 | 42% | +33 | -12 | -57 | -45 | -0.3 | +2.5 | -1.8 |
| long_ITM5 | 1d | +100% | 5.1 | 40% | +59 | +21 | -17 | -40 | 0.5 | +3.0 | -1.8 |
| long_ITM5 | 1d | +200% | 5.1 | 40% | +91 | +56 | +21 | -33 | 1.7 | +3.2 | -1.8 |
| long_ITM5 | 1d | MFE✦ | 5.1 | 79% | +611 | +556 | +501 | -5 | 111.3 | +2.5 | -1.0 |
| long_ITM5 | 2d | ride | 5.4 | 32% | +66 | +27 | -11 | -31 | 0.9 | +4.1 | -1.8 |
| long_ITM5 | 2d | +50% | 5.4 | 38% | +19 | -30 | -80 | -53 | -0.6 | +2.7 | -1.8 |
| long_ITM5 | 2d | +100% | 5.4 | 33% | +44 | -1 | -45 | -36 | -0.0 | +3.7 | -1.8 |
| long_ITM5 | 2d | +200% | 5.4 | 32% | +63 | +23 | -17 | -34 | 0.7 | +4.0 | -1.8 |
| long_ITM5 | 2d | MFE✦ | 5.4 | 78% | +703 | +643 | +583 | -5 | 138.2 | +2.9 | -0.9 |
| long_ITM5 | 3d | ride | 5.7 | 27% | +91 | +47 | +2 | -39 | 1.2 | +5.4 | -1.8 |
| long_ITM5 | 3d | +50% | 5.7 | 35% | +21 | -32 | -85 | -55 | -0.6 | +3.0 | -1.7 |
| long_ITM5 | 3d | +100% | 5.7 | 27% | +42 | -9 | -59 | -46 | -0.2 | +4.7 | -1.8 |
| long_ITM5 | 3d | +200% | 5.7 | 27% | +105 | +59 | +13 | -35 | 1.7 | +5.5 | -1.8 |
| long_ITM5 | 3d | MFE✦ | 5.7 | 78% | +778 | +713 | +648 | -5 | 154.9 | +3.2 | -0.9 |
| long_ITM5 | 5d | ride | 6.3 | 26% | +102 | +50 | -1 | -38 | 1.3 | +5.5 | -1.7 |
| long_ITM5 | 5d | +50% | 6.3 | 31% | +25 | -34 | -94 | -68 | -0.5 | +3.4 | -1.7 |
| long_ITM5 | 5d | +100% | 6.3 | 27% | +100 | +43 | -14 | -42 | 1.0 | +5.3 | -1.7 |
| long_ITM5 | 5d | +200% | 6.3 | 26% | +129 | +76 | +23 | -38 | 2.0 | +5.8 | -1.7 |
| long_ITM5 | 5d | MFE✦ | 6.3 | 77% | +819 | +748 | +677 | -5 | 163.6 | +3.4 | -0.8 |
| long_ITM5 | 7d | ride | 6.8 | 21% | +92 | +33 | -25 | -34 | 1.0 | +6.6 | -1.7 |
| long_ITM5 | 7d | +50% | 6.8 | 30% | +47 | -17 | -81 | -57 | -0.3 | +3.7 | -1.6 |
| long_ITM5 | 7d | +100% | 6.8 | 23% | +87 | +23 | -40 | -38 | 0.6 | +5.9 | -1.6 |
| long_ITM5 | 7d | +200% | 6.8 | 22% | +123 | +63 | +3 | -34 | 1.9 | +6.9 | -1.7 |
| long_ITM5 | 7d | MFE✦ | 6.8 | 76% | +839 | +764 | +688 | -5 | 166.6 | +3.5 | -0.8 |
| long_ITM5 | 14d | ride | 8.2 | 18% | +69 | -5 | -80 | -39 | -0.1 | +7.2 | -1.6 |
| long_ITM5 | 14d | +50% | 8.2 | 25% | +53 | -25 | -103 | -45 | -0.6 | +4.2 | -1.5 |
| long_ITM5 | 14d | +100% | 8.2 | 20% | +134 | +56 | -22 | -36 | 1.6 | +7.0 | -1.6 |
| long_ITM5 | 14d | +200% | 8.2 | 18% | +76 | +2 | -73 | -39 | 0.0 | +7.4 | -1.6 |
| long_ITM5 | 14d | MFE✦ | 8.2 | 73% | +803 | +714 | +625 | -5 | 152.9 | +3.4 | -0.7 |
| long_ITM5 | 21d | ride | 9.3 | 17% | +82 | -5 | -91 | -51 | -0.1 | +7.7 | -1.5 |
| long_ITM5 | 21d | +50% | 9.3 | 23% | +67 | -22 | -110 | -46 | -0.5 | +4.8 | -1.5 |
| long_ITM5 | 21d | +100% | 9.3 | 18% | +84 | -4 | -92 | -36 | -0.1 | +7.0 | -1.5 |
| long_ITM5 | 21d | +200% | 9.3 | 17% | +101 | +14 | -73 | -48 | 0.3 | +7.8 | -1.5 |
| long_ITM5 | 21d | MFE✦ | 9.3 | 70% | +789 | +690 | +591 | -5 | 144.8 | +3.5 | -0.6 |
| long_ITM5 | 30d | ride | 10.6 | 16% | +51 | -48 | -147 | -70 | -0.7 | +7.4 | -1.6 |
| long_ITM5 | 30d | +50% | 10.6 | 21% | +77 | -23 | -123 | -50 | -0.5 | +5.3 | -1.5 |
| long_ITM5 | 30d | +100% | 10.6 | 17% | +77 | -22 | -122 | -50 | -0.5 | +7.1 | -1.5 |
| long_ITM5 | 30d | +200% | 10.6 | 16% | +44 | -55 | -154 | -72 | -0.8 | +7.2 | -1.6 |
| long_ITM5 | 30d | MFE✦ | 10.6 | 68% | +752 | +642 | +532 | -5 | 131.5 | +3.3 | -0.6 |
| debit_0-10 | 1d | ride | 1.4 | 32% | +69 | +40 | +10 | -25 | 1.6 | +2.6 | -1.0 |
| debit_0-10 | 1d | +50% | 1.4 | 50% | +35 | -2 | -40 | -21 | -0.1 | +1.0 | -1.0 |
| debit_0-10 | 1d | +100% | 1.4 | 38% | +39 | +2 | -35 | -29 | 0.1 | +1.6 | -1.0 |
| debit_0-10 | 1d | +200% | 1.4 | 32% | +42 | +8 | -26 | -24 | 0.3 | +2.2 | -1.0 |
| debit_0-10 | 1d | MFE✦ | 1.4 | 73% | +408 | +368 | +328 | -2 | 162.0 | +1.8 | -0.4 |
| debit_0-10 | 2d | ride | 1.9 | 23% | +26 | -6 | -39 | -41 | -0.2 | +3.6 | -1.1 |
| debit_0-10 | 2d | +50% | 1.9 | 43% | +10 | -30 | -70 | -37 | -0.8 | +1.2 | -1.0 |
| debit_0-10 | 2d | +100% | 1.9 | 29% | -6 | -45 | -84 | -56 | -0.8 | +2.1 | -1.0 |
| debit_0-10 | 2d | +200% | 1.9 | 23% | +7 | -30 | -67 | -47 | -0.6 | +3.2 | -1.1 |
| debit_0-10 | 2d | MFE✦ | 1.9 | 74% | +454 | +410 | +366 | -2 | 168.8 | +1.9 | -0.4 |
| debit_0-10 | 3d | ride | 2.3 | 24% | +58 | +20 | -17 | -35 | 0.6 | +3.9 | -1.1 |
| debit_0-10 | 3d | +50% | 2.3 | 39% | +12 | -32 | -75 | -44 | -0.7 | +1.4 | -1.0 |
| debit_0-10 | 3d | +100% | 2.3 | 28% | +8 | -35 | -78 | -47 | -0.7 | +2.4 | -1.1 |
| debit_0-10 | 3d | +200% | 2.3 | 24% | +52 | +10 | -32 | -30 | 0.3 | +3.7 | -1.1 |
| debit_0-10 | 3d | MFE✦ | 2.3 | 74% | +485 | +437 | +388 | -2 | 179.2 | +2.0 | -0.4 |
| debit_0-10 | 5d | ride | 2.8 | 23% | +78 | +35 | -9 | -26 | 1.4 | +3.9 | -1.0 |
| debit_0-10 | 5d | +50% | 2.8 | 34% | +14 | -35 | -84 | -45 | -0.8 | +1.5 | -1.0 |
| debit_0-10 | 5d | +100% | 2.8 | 26% | +42 | -7 | -56 | -33 | -0.2 | +2.8 | -1.0 |
| debit_0-10 | 5d | +200% | 2.8 | 23% | +85 | +37 | -11 | -26 | 1.4 | +3.9 | -1.0 |
| debit_0-10 | 5d | MFE✦ | 2.8 | 71% | +482 | +427 | +372 | -2 | 182.3 | +2.1 | -0.4 |
| debit_0-10 | 7d | ride | 3.1 | 21% | +61 | +10 | -41 | -21 | 0.5 | +3.9 | -1.0 |
| debit_0-10 | 7d | +50% | 3.1 | 31% | +11 | -43 | -97 | -52 | -0.8 | +1.6 | -0.9 |
| debit_0-10 | 7d | +100% | 3.1 | 24% | +49 | -6 | -62 | -23 | -0.3 | +2.9 | -1.0 |
| debit_0-10 | 7d | +200% | 3.1 | 21% | +55 | +2 | -52 | -22 | 0.1 | +3.8 | -1.0 |
| debit_0-10 | 7d | MFE✦ | 3.1 | 70% | +452 | +390 | +328 | -2 | 173.9 | +2.0 | -0.4 |
| debit_0-10 | 14d | ride | 3.6 | 18% | +62 | -6 | -74 | -21 | -0.3 | +3.4 | -0.8 |
| debit_0-10 | 14d | +50% | 3.6 | 25% | +23 | -48 | -118 | -49 | -1.0 | +1.7 | -0.8 |
| debit_0-10 | 14d | +100% | 3.6 | 20% | +51 | -21 | -93 | -26 | -0.8 | +2.8 | -0.8 |
| debit_0-10 | 14d | +200% | 3.6 | 18% | +62 | -6 | -74 | -21 | -0.3 | +3.4 | -0.8 |
| debit_0-10 | 14d | MFE✦ | 3.6 | 62% | +361 | +282 | +203 | -2 | 138.1 | +1.6 | -0.3 |
| debit_0-10 | 21d | ride | 3.9 | 16% | +51 | -33 | -118 | -37 | -0.9 | +3.1 | -0.7 |
| debit_0-10 | 21d | +50% | 3.9 | 21% | +18 | -68 | -155 | -70 | -1.0 | +1.6 | -0.7 |
| debit_0-10 | 21d | +100% | 3.9 | 18% | +50 | -37 | -124 | -39 | -1.0 | +2.6 | -0.7 |
| debit_0-10 | 21d | +200% | 3.9 | 16% | +51 | -34 | -119 | -38 | -0.9 | +3.1 | -0.7 |
| debit_0-10 | 21d | MFE✦ | 3.9 | 55% | +306 | +208 | +110 | -3 | 76.4 | +1.5 | -0.3 |
| debit_0-10 | 30d | ride | 4.1 | 15% | +32 | -75 | -181 | -79 | -0.9 | +2.3 | -0.7 |
| debit_0-10 | 30d | +50% | 4.1 | 20% | +30 | -77 | -185 | -79 | -1.0 | +1.5 | -0.7 |
| debit_0-10 | 30d | +100% | 4.1 | 16% | +35 | -72 | -179 | -76 | -1.0 | +2.2 | -0.7 |
| debit_0-10 | 30d | +200% | 4.1 | 15% | +32 | -75 | -181 | -79 | -0.9 | +2.3 | -0.7 |
| debit_0-10 | 30d | MFE✦ | 4.1 | 48% | +255 | +135 | +16 | -4 | 37.3 | +1.3 | -0.3 |
| debit_0-12 | 1d | ride | 1.4 | 32% | +76 | +47 | +17 | -25 | 1.9 | +2.6 | -1.0 |
| debit_0-12 | 1d | +50% | 1.4 | 50% | +37 | -1 | -39 | -21 | -0.1 | +1.0 | -1.0 |
| debit_0-12 | 1d | +100% | 1.4 | 38% | +40 | +3 | -34 | -29 | 0.1 | +1.7 | -1.0 |
| debit_0-12 | 1d | +200% | 1.4 | 32% | +43 | +9 | -25 | -24 | 0.4 | +2.2 | -1.0 |
| debit_0-12 | 1d | MFE✦ | 1.4 | 73% | +420 | +380 | +339 | -2 | 166.7 | +1.8 | -0.4 |
| debit_0-12 | 2d | ride | 2.0 | 23% | +33 | +0 | -33 | -39 | 0.0 | +3.7 | -1.1 |
| debit_0-12 | 2d | +50% | 2.0 | 42% | +10 | -30 | -70 | -37 | -0.8 | +1.2 | -1.1 |
| debit_0-12 | 2d | +100% | 2.0 | 29% | -9 | -48 | -87 | -57 | -0.8 | +2.1 | -1.1 |
| debit_0-12 | 2d | +200% | 2.0 | 23% | +8 | -29 | -66 | -48 | -0.6 | +3.3 | -1.1 |
| debit_0-12 | 2d | MFE✦ | 2.0 | 74% | +479 | +435 | +391 | -2 | 175.2 | +2.0 | -0.4 |
| debit_0-12 | 3d | ride | 2.4 | 24% | +60 | +23 | -14 | -37 | 0.6 | +4.1 | -1.2 |
| debit_0-12 | 3d | +50% | 2.4 | 39% | +13 | -31 | -74 | -41 | -0.7 | +1.4 | -1.1 |
| debit_0-12 | 3d | +100% | 2.4 | 29% | +10 | -33 | -76 | -44 | -0.7 | +2.5 | -1.1 |
| debit_0-12 | 3d | +200% | 2.4 | 24% | +50 | +9 | -32 | -33 | 0.3 | +3.9 | -1.2 |
| debit_0-12 | 3d | MFE✦ | 2.4 | 75% | +520 | +471 | +421 | -3 | 185.4 | +2.2 | -0.5 |
| debit_0-12 | 5d | ride | 2.9 | 23% | +75 | +31 | -12 | -28 | 1.1 | +4.2 | -1.1 |
| debit_0-12 | 5d | +50% | 2.9 | 34% | +12 | -37 | -85 | -47 | -0.8 | +1.7 | -1.0 |
| debit_0-12 | 5d | +100% | 2.9 | 26% | +39 | -10 | -59 | -37 | -0.3 | +3.0 | -1.1 |
| debit_0-12 | 5d | +200% | 2.9 | 23% | +85 | +37 | -11 | -28 | 1.3 | +4.3 | -1.1 |
| debit_0-12 | 5d | MFE✦ | 2.9 | 72% | +531 | +474 | +417 | -3 | 189.0 | +2.3 | -0.4 |
| debit_0-12 | 7d | ride | 3.3 | 20% | +64 | +13 | -37 | -23 | 0.6 | +4.4 | -1.1 |
| debit_0-12 | 7d | +50% | 3.3 | 32% | +15 | -39 | -93 | -52 | -0.8 | +1.7 | -1.0 |
| debit_0-12 | 7d | +100% | 3.3 | 24% | +49 | -6 | -61 | -29 | -0.2 | +3.3 | -1.0 |
| debit_0-12 | 7d | +200% | 3.3 | 21% | +68 | +15 | -39 | -24 | 0.6 | +4.4 | -1.1 |
| debit_0-12 | 7d | MFE✦ | 3.3 | 71% | +515 | +452 | +390 | -2 | 185.8 | +2.2 | -0.4 |
| debit_0-12 | 14d | ride | 4.0 | 18% | +65 | -2 | -69 | -23 | -0.1 | +4.1 | -0.9 |
| debit_0-12 | 14d | +50% | 4.0 | 25% | +23 | -46 | -116 | -48 | -1.0 | +2.0 | -0.9 |
| debit_0-12 | 14d | +100% | 4.0 | 20% | +61 | -10 | -81 | -26 | -0.4 | +3.3 | -0.9 |
| debit_0-12 | 14d | +200% | 4.0 | 18% | +63 | -5 | -73 | -23 | -0.2 | +4.0 | -0.9 |
| debit_0-12 | 14d | MFE✦ | 4.0 | 64% | +418 | +340 | +262 | -2 | 153.0 | +1.9 | -0.3 |
| debit_0-12 | 21d | ride | 4.4 | 16% | +57 | -25 | -107 | -36 | -0.7 | +3.7 | -0.8 |
| debit_0-12 | 21d | +50% | 4.4 | 21% | +19 | -64 | -148 | -66 | -1.0 | +2.0 | -0.8 |
| debit_0-12 | 21d | +100% | 4.4 | 18% | +58 | -26 | -111 | -28 | -0.9 | +3.1 | -0.8 |
| debit_0-12 | 21d | +200% | 4.4 | 16% | +56 | -26 | -108 | -36 | -0.7 | +3.6 | -0.8 |
| debit_0-12 | 21d | MFE✦ | 4.4 | 59% | +359 | +264 | +170 | -3 | 104.6 | +1.7 | -0.3 |
| debit_0-12 | 30d | ride | 4.7 | 15% | +34 | -67 | -169 | -72 | -0.9 | +2.8 | -0.8 |
| debit_0-12 | 30d | +50% | 4.7 | 20% | +30 | -72 | -174 | -74 | -1.0 | +1.8 | -0.8 |
| debit_0-12 | 30d | +100% | 4.7 | 16% | +40 | -62 | -164 | -67 | -0.9 | +2.7 | -0.8 |
| debit_0-12 | 30d | +200% | 4.7 | 15% | +34 | -67 | -169 | -72 | -0.9 | +2.8 | -0.8 |
| debit_0-12 | 30d | MFE✦ | 4.7 | 52% | +300 | +185 | +71 | -3 | 55.3 | +1.5 | -0.3 |
| fly_c9_w9 | 1d | ride | 1.4 | 31% | +44 | -15 | -74 | -35 | -0.4 | +2.3 | -1.1 |
| fly_c9_w9 | 1d | +50% | 1.4 | 49% | +32 | -42 | -116 | -48 | -0.9 | +0.8 | -1.1 |
| fly_c9_w9 | 1d | +100% | 1.4 | 38% | +37 | -35 | -107 | -46 | -0.8 | +1.5 | -1.1 |
| fly_c9_w9 | 1d | +200% | 1.4 | 32% | +36 | -30 | -95 | -38 | -0.8 | +2.1 | -1.1 |
| fly_c9_w9 | 1d | MFE✦ | 1.4 | 67% | +384 | +307 | +230 | -3 | 117.6 | +1.7 | -0.4 |
| fly_c9_w9 | 2d | ride | 1.8 | 23% | +5 | -60 | -124 | -70 | -0.9 | +2.9 | -1.1 |
| fly_c9_w9 | 2d | +50% | 1.8 | 42% | +3 | -73 | -150 | -78 | -0.9 | +0.9 | -1.1 |
| fly_c9_w9 | 2d | +100% | 1.8 | 30% | +2 | -73 | -147 | -80 | -0.9 | +1.8 | -1.1 |
| fly_c9_w9 | 2d | +200% | 1.8 | 23% | -7 | -77 | -148 | -86 | -0.9 | +2.7 | -1.1 |
| fly_c9_w9 | 2d | MFE✦ | 1.8 | 67% | +402 | +320 | +239 | -3 | 122.5 | +1.8 | -0.4 |
| fly_c9_w9 | 3d | ride | 2.1 | 23% | +52 | -19 | -90 | -41 | -0.5 | +3.3 | -1.1 |
| fly_c9_w9 | 3d | +50% | 2.1 | 39% | +13 | -68 | -149 | -73 | -0.9 | +1.0 | -1.0 |
| fly_c9_w9 | 3d | +100% | 2.1 | 27% | -3 | -83 | -162 | -86 | -1.0 | +1.9 | -1.1 |
| fly_c9_w9 | 3d | +200% | 2.1 | 23% | +35 | -42 | -119 | -48 | -0.9 | +3.0 | -1.1 |
| fly_c9_w9 | 3d | MFE✦ | 2.1 | 64% | +406 | +323 | +239 | -2 | 132.0 | +1.8 | -0.4 |
| fly_c9_w9 | 5d | ride | 2.2 | 23% | +93 | +15 | -63 | -28 | 0.5 | +3.0 | -0.9 |
| fly_c9_w9 | 5d | +50% | 2.2 | 33% | +4 | -83 | -169 | -84 | -1.0 | +0.9 | -0.8 |
| fly_c9_w9 | 5d | +100% | 2.2 | 26% | +42 | -45 | -133 | -51 | -0.9 | +1.9 | -0.9 |
| fly_c9_w9 | 5d | +200% | 2.2 | 24% | +87 | +2 | -82 | -28 | 0.1 | +2.8 | -0.9 |
| fly_c9_w9 | 5d | MFE✦ | 2.2 | 58% | +379 | +289 | +198 | -3 | 108.4 | +1.8 | -0.3 |
| fly_c9_w9 | 7d | ride | 2.2 | 21% | +58 | -29 | -116 | -32 | -0.9 | +2.4 | -0.7 |
| fly_c9_w9 | 7d | +50% | 2.2 | 28% | +3 | -90 | -183 | -91 | -1.0 | +0.8 | -0.7 |
| fly_c9_w9 | 7d | +100% | 2.2 | 23% | +44 | -51 | -145 | -52 | -1.0 | +1.6 | -0.7 |
| fly_c9_w9 | 7d | +200% | 2.2 | 21% | +56 | -36 | -127 | -38 | -0.9 | +2.3 | -0.7 |
| fly_c9_w9 | 7d | MFE✦ | 2.2 | 51% | +308 | +211 | +114 | -3 | 65.7 | +1.6 | -0.3 |
| fly_c9_w9 | 14d | ride | 2.0 | 17% | +61 | -48 | -156 | -50 | -0.9 | +1.5 | -0.5 |
| fly_c9_w9 | 14d | +50% | 2.0 | 21% | +20 | -94 | -207 | -94 | -1.0 | +0.4 | -0.5 |
| fly_c9_w9 | 14d | +100% | 2.0 | 18% | +28 | -85 | -198 | -87 | -1.0 | +0.8 | -0.5 |
| fly_c9_w9 | 14d | +200% | 2.0 | 17% | +50 | -61 | -173 | -65 | -0.9 | +1.2 | -0.5 |
| fly_c9_w9 | 14d | MFE✦ | 2.0 | 33% | +187 | +71 | -45 | -6 | 12.8 | +1.3 | -0.3 |
| fly_c9_w9 | 21d | ride | 1.8 | 8% | +27 | -106 | -239 | -109 | -1.0 | +1.5 | -0.5 |
| fly_c9_w9 | 21d | +50% | 1.8 | 8% | +11 | -125 | -262 | -126 | -1.0 | +0.3 | -0.5 |
| fly_c9_w9 | 21d | +100% | 1.8 | 10% | +23 | -111 | -246 | -113 | -1.0 | +0.7 | -0.5 |
| fly_c9_w9 | 21d | +200% | 1.8 | 8% | +18 | -116 | -250 | -119 | -1.0 | +1.1 | -0.5 |
| fly_c9_w9 | 21d | MFE✦ | 1.8 | 18% | +115 | -26 | -167 | -33 | -0.8 | +1.1 | -0.3 |
| fly_c9_w9 | 30d | ride | 1.6 | 3% | +22 | -145 | -313 | -149 | -1.0 | +2.0 | -0.5 |
| fly_c9_w9 | 30d | +50% | 1.6 | 3% | +10 | -158 | -326 | -158 | -1.0 | +0.4 | -0.5 |
| fly_c9_w9 | 30d | +100% | 1.6 | 5% | +14 | -154 | -322 | -155 | -1.0 | +0.6 | -0.5 |
| fly_c9_w9 | 30d | +200% | 1.6 | 4% | +17 | -151 | -319 | -154 | -1.0 | +1.2 | -0.5 |
| fly_c9_w9 | 30d | MFE✦ | 1.6 | 9% | +78 | -96 | -269 | -100 | -1.0 | +1.2 | -0.4 |
| fly_c6_w6 | 1d | ride | 1.3 | 31% | +18 | -41 | -101 | -52 | -0.8 | +1.8 | -1.0 |
| fly_c6_w6 | 1d | +50% | 1.3 | 48% | +11 | -63 | -137 | -65 | -1.0 | +0.7 | -1.0 |
| fly_c6_w6 | 1d | +100% | 1.3 | 38% | +20 | -52 | -124 | -58 | -0.9 | +1.2 | -1.0 |
| fly_c6_w6 | 1d | +200% | 1.3 | 31% | +9 | -57 | -122 | -63 | -0.9 | +1.7 | -1.0 |
| fly_c6_w6 | 1d | MFE✦ | 1.3 | 66% | +315 | +240 | +165 | -2 | 100.5 | +1.4 | -0.4 |
| fly_c6_w6 | 2d | ride | 1.5 | 23% | +2 | -63 | -127 | -70 | -0.9 | +2.0 | -0.9 |
| fly_c6_w6 | 2d | +50% | 1.5 | 42% | +2 | -75 | -153 | -78 | -1.0 | +0.6 | -0.9 |
| fly_c6_w6 | 2d | +100% | 1.5 | 29% | -2 | -78 | -153 | -83 | -0.9 | +1.2 | -0.9 |
| fly_c6_w6 | 2d | +200% | 1.5 | 23% | -5 | -76 | -146 | -82 | -0.9 | +1.9 | -0.9 |
| fly_c6_w6 | 2d | MFE✦ | 1.5 | 63% | +294 | +216 | +138 | -2 | 104.7 | +1.3 | -0.3 |
| fly_c6_w6 | 3d | ride | 1.5 | 21% | +39 | -33 | -105 | -42 | -0.8 | +2.3 | -0.8 |
| fly_c6_w6 | 3d | +50% | 1.5 | 37% | +5 | -76 | -158 | -78 | -1.0 | +0.5 | -0.7 |
| fly_c6_w6 | 3d | +100% | 1.5 | 26% | -0 | -81 | -162 | -82 | -1.0 | +1.1 | -0.7 |
| fly_c6_w6 | 3d | +200% | 1.5 | 21% | +27 | -51 | -129 | -55 | -0.9 | +2.0 | -0.8 |
| fly_c6_w6 | 3d | MFE✦ | 1.5 | 55% | +273 | +192 | +112 | -3 | 74.7 | +1.3 | -0.3 |
| fly_c6_w6 | 5d | ride | 1.4 | 21% | +73 | -7 | -87 | -20 | -0.4 | +2.0 | -0.5 |
| fly_c6_w6 | 5d | +50% | 1.4 | 28% | +1 | -87 | -176 | -88 | -1.0 | +0.4 | -0.5 |
| fly_c6_w6 | 5d | +100% | 1.4 | 24% | +35 | -55 | -144 | -59 | -0.9 | +1.0 | -0.5 |
| fly_c6_w6 | 5d | +200% | 1.4 | 21% | +66 | -20 | -105 | -28 | -0.7 | +1.7 | -0.5 |
| fly_c6_w6 | 5d | MFE✦ | 1.4 | 45% | +236 | +148 | +60 | -3 | 44.4 | +1.4 | -0.2 |
| fly_c6_w6 | 7d | ride | 1.3 | 13% | +42 | -47 | -137 | -52 | -0.9 | +2.0 | -0.5 |
| fly_c6_w6 | 7d | +50% | 1.3 | 22% | +10 | -85 | -181 | -85 | -1.0 | +0.3 | -0.4 |
| fly_c6_w6 | 7d | +100% | 1.3 | 19% | +32 | -64 | -160 | -65 | -1.0 | +0.8 | -0.4 |
| fly_c6_w6 | 7d | +200% | 1.3 | 14% | +35 | -59 | -152 | -61 | -1.0 | +1.5 | -0.5 |
| fly_c6_w6 | 7d | MFE✦ | 1.3 | 34% | +179 | +84 | -11 | -4 | 20.2 | +1.3 | -0.2 |
| fly_c6_w6 | 14d | ride | 1.0 | 7% | +25 | -94 | -212 | -97 | -1.0 | +1.4 | -0.4 |
| fly_c6_w6 | 14d | +50% | 1.0 | 7% | +12 | -112 | -235 | -112 | -1.0 | +0.2 | -0.4 |
| fly_c6_w6 | 14d | +100% | 1.0 | 9% | +13 | -110 | -232 | -110 | -1.0 | +0.3 | -0.4 |
| fly_c6_w6 | 14d | +200% | 1.0 | 8% | +20 | -102 | -223 | -103 | -1.0 | +0.8 | -0.4 |
| fly_c6_w6 | 14d | MFE✦ | 1.0 | 14% | +89 | -36 | -162 | -40 | -0.9 | +1.1 | -0.3 |
| fly_c6_w6 | 21d | ride | 0.9 | 3% | +9 | -144 | -297 | -148 | -1.0 | +1.1 | -0.5 |
| fly_c6_w6 | 21d | +50% | 0.9 | 2% | +7 | -149 | -304 | -148 | -1.0 | +0.2 | -0.5 |
| fly_c6_w6 | 21d | +100% | 0.9 | 4% | +9 | -146 | -301 | -146 | -1.0 | +0.3 | -0.5 |
| fly_c6_w6 | 21d | +200% | 0.9 | 4% | +10 | -143 | -297 | -144 | -1.0 | +0.7 | -0.5 |
| fly_c6_w6 | 21d | MFE✦ | 0.9 | 7% | +50 | -109 | -268 | -113 | -1.0 | +0.9 | -0.4 |
| fly_c6_w6 | 30d | ride | 0.7 | 1% | +7 | -188 | -383 | -188 | -1.0 | +1.0 | -0.6 |
| fly_c6_w6 | 30d | +50% | 0.7 | 1% | +5 | -189 | -384 | -189 | -1.0 | +0.1 | -0.6 |
| fly_c6_w6 | 30d | +100% | 0.7 | 1% | +6 | -190 | -386 | -190 | -1.0 | +0.4 | -0.6 |
| fly_c6_w6 | 30d | +200% | 0.7 | 1% | +7 | -188 | -383 | -189 | -1.0 | +1.0 | -0.6 |
| fly_c6_w6 | 30d | MFE✦ | 0.7 | 3% | +34 | -165 | -364 | -167 | -1.0 | +1.1 | -0.6 |
| short_OTM10 | 1d | ride | 0.0 | 0% | -8 | -23 | -37 | -23 | -1.0 | +0.0 | -0.1 |
| short_OTM10 | 1d | +50% | 0.0 | 0% | -6 | -25 | -44 | -25 | -1.0 | +0.0 | -0.1 |
| short_OTM10 | 1d | +100% | 0.0 | 0% | -8 | -27 | -46 | -27 | -1.0 | +0.0 | -0.1 |
| short_OTM10 | 1d | +200% | 0.0 | 0% | -8 | -23 | -37 | -23 | -1.0 | +0.0 | -0.1 |
| short_OTM10 | 1d | MFE✦ | 0.0 | 0% | -1 | -19 | -38 | -19 | -1.0 | +0.0 | -0.1 |
| short_OTM10 | 2d | ride | 0.1 | 33% | -13 | -28 | -44 | -28 | -1.0 | +0.0 | -0.2 |
| short_OTM10 | 2d | +50% | 0.1 | 8% | -8 | -26 | -45 | -26 | -1.0 | +0.0 | -0.1 |
| short_OTM10 | 2d | +100% | 0.1 | 20% | -13 | -31 | -50 | -31 | -1.0 | +0.0 | -0.1 |
| short_OTM10 | 2d | +200% | 0.1 | 33% | -13 | -28 | -44 | -28 | -1.0 | +0.0 | -0.2 |
| short_OTM10 | 2d | MFE✦ | 0.1 | 23% | +7 | -12 | -31 | -12 | -1.0 | +0.0 | -0.1 |
| short_OTM10 | 3d | ride | 0.2 | 39% | -14 | -30 | -47 | -31 | -1.0 | +0.1 | -0.2 |
| short_OTM10 | 3d | +50% | 0.2 | 44% | -13 | -31 | -50 | -32 | -1.0 | +0.1 | -0.2 |
| short_OTM10 | 3d | +100% | 0.2 | 38% | -14 | -33 | -51 | -33 | -1.0 | +0.1 | -0.2 |
| short_OTM10 | 3d | +200% | 0.2 | 39% | -14 | -30 | -47 | -31 | -1.0 | +0.1 | -0.2 |
| short_OTM10 | 3d | MFE✦ | 0.2 | 58% | +22 | +3 | -15 | -3 | 1.3 | +0.1 | -0.1 |
| short_OTM10 | 5d | ride | 0.4 | 40% | -12 | -29 | -46 | -30 | -1.0 | +0.3 | -0.4 |
| short_OTM10 | 5d | +50% | 0.4 | 50% | -14 | -32 | -51 | -33 | -1.0 | +0.2 | -0.4 |
| short_OTM10 | 5d | +100% | 0.4 | 40% | -12 | -31 | -50 | -32 | -1.0 | +0.3 | -0.4 |
| short_OTM10 | 5d | +200% | 0.4 | 40% | -12 | -29 | -46 | -30 | -1.0 | +0.3 | -0.4 |
| short_OTM10 | 5d | MFE✦ | 0.4 | 72% | +59 | +40 | +22 | -2 | 19.4 | +0.2 | -0.2 |
| short_OTM10 | 7d | ride | 0.7 | 38% | -7 | -25 | -43 | -27 | -0.9 | +0.5 | -0.5 |
| short_OTM10 | 7d | +50% | 0.7 | 46% | -11 | -30 | -49 | -31 | -1.0 | +0.3 | -0.5 |
| short_OTM10 | 7d | +100% | 0.7 | 38% | -7 | -26 | -45 | -28 | -0.9 | +0.5 | -0.5 |
| short_OTM10 | 7d | +200% | 0.7 | 38% | -7 | -25 | -43 | -27 | -0.9 | +0.5 | -0.5 |
| short_OTM10 | 7d | MFE✦ | 0.7 | 76% | +95 | +77 | +58 | -2 | 32.5 | +0.4 | -0.2 |
| short_OTM10 | 14d | ride | 1.8 | 34% | +8 | -12 | -33 | -19 | -0.7 | +1.2 | -0.6 |
| short_OTM10 | 14d | +50% | 1.8 | 39% | -4 | -25 | -46 | -31 | -0.8 | +0.8 | -0.7 |
| short_OTM10 | 14d | +100% | 1.8 | 34% | +8 | -13 | -34 | -19 | -0.7 | +1.1 | -0.6 |
| short_OTM10 | 14d | +200% | 1.8 | 34% | +8 | -12 | -33 | -19 | -0.7 | +1.2 | -0.6 |
| short_OTM10 | 14d | MFE✦ | 1.8 | 79% | +196 | +177 | +157 | -3 | 61.2 | +0.8 | -0.3 |
| short_OTM10 | 21d | ride | 2.8 | 31% | +19 | -8 | -35 | -16 | -0.5 | +1.6 | -0.8 |
| short_OTM10 | 21d | +50% | 2.8 | 34% | -4 | -31 | -59 | -39 | -0.8 | +1.2 | -0.8 |
| short_OTM10 | 21d | +100% | 2.8 | 31% | +19 | -8 | -36 | -16 | -0.5 | +1.6 | -0.8 |
| short_OTM10 | 21d | +200% | 2.8 | 31% | +19 | -8 | -35 | -16 | -0.5 | +1.6 | -0.8 |
| short_OTM10 | 21d | MFE✦ | 2.8 | 77% | +264 | +239 | +215 | -3 | 75.3 | +1.1 | -0.4 |
| short_OTM10 | 30d | ride | 3.9 | 30% | +26 | -11 | -47 | -22 | -0.5 | +2.0 | -0.9 |
| short_OTM10 | 30d | +50% | 3.9 | 31% | +8 | -28 | -65 | -36 | -0.8 | +1.7 | -0.9 |
| short_OTM10 | 30d | +100% | 3.9 | 30% | +26 | -11 | -48 | -22 | -0.5 | +2.0 | -0.9 |
| short_OTM10 | 30d | +200% | 3.9 | 30% | +26 | -11 | -47 | -22 | -0.5 | +2.0 | -0.9 |
| short_OTM10 | 30d | MFE✦ | 3.9 | 75% | +325 | +292 | +259 | -3 | 85.3 | +1.4 | -0.4 |
ΣMid/Lim/Exec = aufsummierter P&L über alle 312 Trades (%-vom-Spot). DD/r/DD auf der Limit-Ebene (realistisch). Grün=Lim positiv. Gelbe Zeile = bester realistischer r/DD. TP-Stufe = schließe bei +50/+100/+200% der Prämie. ride = halte bis Futures-Exit. MFE✦ (grau/kursiv) = am perfekten Hoch geschlossen — Look-Ahead-Ceiling, NICHT handelbar, nur als oberste Grenze dessen was „auf gute Bewegung schließen" maximal bringen könnte.
Vollständige Matrix — ALLE Strukturen (ride, ohne TP) × 7/14/21/30 Tage
| Struktur | Tenor | TP | ØPrem% | Win% | ΣMid% | ΣLim% | ΣExc% | DD Lim | r/DD | ØWin | ØLoss |
|---|---|---|---|---|---|---|---|---|---|---|---|
| FUTURES (hold underlying) | — | ride | — | 27% | +126 | +126 | +126 | -47 | 2.7 | +7.5 | -2.2 |
| long_ATM | 1d | ride | 1.4 | 32% | +83 | +68 | +53 | -23 | 2.9 | +2.7 | -0.9 |
| long_ITM5 | 1d | ride | 5.1 | 40% | +95 | +61 | +27 | -33 | 1.9 | +3.3 | -1.8 |
| long_OTM5 | 1d | ride | 0.1 | 7% | +38 | +24 | +9 | -9 | 2.5 | +3.1 | -0.2 |
| debit_0-8 | 1d | ride | 1.4 | 32% | +57 | +27 | -3 | -24 | 1.1 | +2.4 | -1.0 |
| debit_0-10 | 1d | ride | 1.4 | 32% | +69 | +40 | +10 | -25 | 1.6 | +2.6 | -1.0 |
| debit_0-12 | 1d | ride | 1.4 | 32% | +76 | +47 | +17 | -25 | 1.9 | +2.6 | -1.0 |
| debit_0-15 | 1d | ride | 1.4 | 32% | +80 | +50 | +20 | -25 | 2.0 | +2.7 | -1.0 |
| debit_ITM5-8 | 1d | ride | 5.1 | 40% | +68 | +20 | -29 | -40 | 0.5 | +3.0 | -1.9 |
| fly_c3_w3 | 1d | ride | 0.7 | 30% | +23 | -37 | -97 | -50 | -0.7 | +1.0 | -0.6 |
| fly_c4_w4 | 1d | ride | 1.0 | 31% | +21 | -38 | -98 | -57 | -0.7 | +1.4 | -0.8 |
| fly_c6_w6 | 1d | ride | 1.3 | 31% | +18 | -41 | -101 | -52 | -0.8 | +1.8 | -1.0 |
| fly_c9_w9 | 1d | ride | 1.4 | 31% | +44 | -15 | -74 | -35 | -0.4 | +2.3 | -1.1 |
| fly_c9_w5 | 1d | ride | 0.2 | 11% | +8 | -51 | -110 | -51 | -1.0 | +1.5 | -0.4 |
| fly_c12_w6 | 1d | ride | 0.1 | 5% | +24 | -35 | -94 | -36 | -1.0 | +2.6 | -0.2 |
| fly_BWB_9 | 1d | ride | 1.4 | 31% | +47 | -12 | -71 | -33 | -0.4 | +2.3 | -1.1 |
| backspread_1x2 | 1d | ride | 1.4 | 66% | -56 | -100 | -145 | -112 | -0.9 | +0.8 | -2.4 |
| backspread_1x2w | 1d | ride | 1.4 | 66% | -76 | -121 | -165 | -132 | -0.9 | +0.8 | -2.6 |
| front_ratio_0-8 | 1d | ride | 1.4 | 31% | +30 | -14 | -59 | -34 | -0.4 | +2.1 | -1.0 |
| front_ratio_0-10 | 1d | ride | 1.4 | 31% | +56 | +11 | -33 | -29 | 0.4 | +2.4 | -1.0 |
| front_ratio_0-12 | 1d | ride | 1.4 | 32% | +70 | +26 | -19 | -26 | 1.0 | +2.5 | -1.1 |
| short_OTM5 | 1d | ride | 0.1 | 52% | -35 | -50 | -64 | -50 | -1.0 | +0.1 | -0.4 |
| short_OTM10 | 1d | ride | 0.0 | 0% | -8 | -23 | -37 | -23 | -1.0 | +0.0 | -0.1 |
| long_ATM | 2d | ride | 2.0 | 23% | +42 | +25 | +8 | -29 | 0.8 | +3.9 | -1.1 |
| long_ITM5 | 2d | ride | 5.4 | 32% | +66 | +27 | -11 | -31 | 0.9 | +4.1 | -1.8 |
| long_OTM5 | 2d | ride | 0.4 | 10% | +23 | +7 | -9 | -20 | 0.3 | +3.4 | -0.4 |
| debit_0-8 | 2d | ride | 1.9 | 23% | +19 | -14 | -46 | -39 | -0.4 | +3.2 | -1.0 |
| debit_0-10 | 2d | ride | 1.9 | 23% | +26 | -6 | -39 | -41 | -0.2 | +3.6 | -1.1 |
| debit_0-12 | 2d | ride | 2.0 | 23% | +33 | +0 | -33 | -39 | 0.0 | +3.7 | -1.1 |
| debit_0-15 | 2d | ride | 2.0 | 23% | +38 | +5 | -27 | -37 | 0.1 | +3.8 | -1.1 |
| debit_ITM5-8 | 2d | ride | 5.3 | 32% | +44 | -11 | -65 | -40 | -0.3 | +3.7 | -1.8 |
| fly_c3_w3 | 2d | ride | 0.6 | 20% | +14 | -51 | -117 | -55 | -0.9 | +1.0 | -0.5 |
| fly_c4_w4 | 2d | ride | 0.9 | 22% | +16 | -49 | -114 | -54 | -0.9 | +1.4 | -0.6 |
| fly_c6_w6 | 2d | ride | 1.5 | 23% | +2 | -63 | -127 | -70 | -0.9 | +2.0 | -0.9 |
| fly_c9_w9 | 2d | ride | 1.8 | 23% | +5 | -60 | -124 | -70 | -0.9 | +2.9 | -1.1 |
| fly_c9_w5 | 2d | ride | 0.5 | 13% | -11 | -74 | -137 | -75 | -1.0 | +1.7 | -0.5 |
| fly_c12_w6 | 2d | ride | 0.2 | 8% | +9 | -54 | -117 | -55 | -1.0 | +2.2 | -0.4 |
| fly_BWB_9 | 2d | ride | 1.9 | 23% | +7 | -57 | -121 | -67 | -0.8 | +2.9 | -1.1 |
| backspread_1x2 | 2d | ride | 1.9 | 73% | -11 | -60 | -108 | -74 | -0.8 | +0.8 | -2.9 |
| backspread_1x2w | 2d | ride | 2.0 | 75% | -35 | -83 | -132 | -99 | -0.8 | +0.9 | -3.6 |
| front_ratio_0-8 | 2d | ride | 1.8 | 23% | -3 | -52 | -101 | -62 | -0.8 | +2.7 | -1.0 |
| front_ratio_0-10 | 2d | ride | 1.9 | 23% | +11 | -37 | -86 | -56 | -0.7 | +3.2 | -1.1 |
| front_ratio_0-12 | 2d | ride | 2.0 | 23% | +24 | -24 | -73 | -53 | -0.5 | +3.5 | -1.1 |
| short_OTM5 | 2d | ride | 0.4 | 47% | -27 | -43 | -59 | -45 | -1.0 | +0.4 | -0.6 |
| short_OTM10 | 2d | ride | 0.1 | 33% | -13 | -28 | -44 | -28 | -1.0 | +0.0 | -0.2 |
| long_ATM | 3d | ride | 2.4 | 24% | +67 | +46 | +25 | -29 | 1.6 | +4.3 | -1.2 |
| long_ITM5 | 3d | ride | 5.7 | 27% | +91 | +47 | +2 | -39 | 1.2 | +5.4 | -1.8 |
| long_OTM5 | 3d | ride | 0.7 | 13% | +21 | +3 | -14 | -28 | 0.1 | +3.3 | -0.5 |
| debit_0-8 | 3d | ride | 2.2 | 24% | +56 | +19 | -19 | -30 | 0.6 | +3.6 | -1.1 |
| debit_0-10 | 3d | ride | 2.3 | 24% | +58 | +20 | -17 | -35 | 0.6 | +3.9 | -1.1 |
| debit_0-12 | 3d | ride | 2.4 | 24% | +60 | +23 | -14 | -37 | 0.6 | +4.1 | -1.2 |
| debit_0-15 | 3d | ride | 2.4 | 24% | +61 | +24 | -13 | -38 | 0.6 | +4.2 | -1.2 |
| debit_ITM5-8 | 3d | ride | 5.5 | 27% | +81 | +19 | -42 | -40 | 0.5 | +4.7 | -1.7 |
| fly_c3_w3 | 3d | ride | 0.5 | 13% | +3 | -70 | -144 | -70 | -1.0 | +1.0 | -0.4 |
| fly_c4_w4 | 3d | ride | 0.8 | 15% | +17 | -56 | -128 | -61 | -0.9 | +1.6 | -0.5 |
| fly_c6_w6 | 3d | ride | 1.5 | 21% | +39 | -33 | -105 | -42 | -0.8 | +2.3 | -0.8 |
| fly_c9_w9 | 3d | ride | 2.1 | 23% | +52 | -19 | -90 | -41 | -0.5 | +3.3 | -1.1 |
| fly_c9_w5 | 3d | ride | 0.6 | 16% | +18 | -50 | -118 | -54 | -0.9 | +1.8 | -0.5 |
| fly_c12_w6 | 3d | ride | 0.4 | 11% | +8 | -59 | -126 | -64 | -0.9 | +2.0 | -0.5 |
| fly_BWB_9 | 3d | ride | 2.1 | 24% | +55 | -17 | -88 | -40 | -0.4 | +3.3 | -1.1 |
| backspread_1x2 | 3d | ride | 2.2 | 72% | -49 | -103 | -157 | -112 | -0.9 | +0.8 | -3.2 |
| backspread_1x2w | 3d | ride | 2.4 | 74% | -56 | -110 | -164 | -121 | -0.9 | +0.9 | -4.1 |
| front_ratio_0-8 | 3d | ride | 1.9 | 23% | +46 | -8 | -63 | -31 | -0.3 | +3.1 | -1.0 |
| front_ratio_0-10 | 3d | ride | 2.2 | 23% | +49 | -5 | -60 | -41 | -0.1 | +3.6 | -1.1 |
| front_ratio_0-12 | 3d | ride | 2.3 | 24% | +54 | +0 | -54 | -46 | 0.0 | +3.8 | -1.2 |
| short_OTM5 | 3d | ride | 0.7 | 44% | -20 | -37 | -54 | -40 | -0.9 | +0.6 | -0.7 |
| short_OTM10 | 3d | ride | 0.2 | 39% | -14 | -30 | -47 | -31 | -1.0 | +0.1 | -0.2 |
| long_ATM | 5d | ride | 3.2 | 23% | +63 | +37 | +10 | -27 | 1.4 | +4.5 | -1.2 |
| long_ITM5 | 5d | ride | 6.3 | 26% | +102 | +50 | -1 | -38 | 1.3 | +5.5 | -1.7 |
| long_OTM5 | 5d | ride | 1.2 | 13% | -6 | -24 | -43 | -28 | -0.9 | +3.7 | -0.7 |
| debit_0-8 | 5d | ride | 2.5 | 23% | +75 | +31 | -13 | -23 | 1.4 | +3.4 | -0.9 |
| debit_0-10 | 5d | ride | 2.8 | 23% | +78 | +35 | -9 | -26 | 1.4 | +3.9 | -1.0 |
| debit_0-12 | 5d | ride | 2.9 | 23% | +75 | +31 | -12 | -28 | 1.1 | +4.2 | -1.1 |
| debit_0-15 | 5d | ride | 3.1 | 23% | +65 | +22 | -22 | -29 | 0.7 | +4.3 | -1.2 |
| debit_ITM5-8 | 5d | ride | 5.7 | 26% | +114 | +45 | -24 | -35 | 1.3 | +4.7 | -1.5 |
| fly_c3_w3 | 5d | ride | 0.4 | 9% | +17 | -66 | -149 | -68 | -1.0 | +1.2 | -0.4 |
| fly_c4_w4 | 5d | ride | 0.7 | 13% | +43 | -38 | -119 | -41 | -0.9 | +1.7 | -0.4 |
| fly_c6_w6 | 5d | ride | 1.4 | 21% | +73 | -7 | -87 | -20 | -0.4 | +2.0 | -0.5 |
| fly_c9_w9 | 5d | ride | 2.2 | 23% | +93 | +15 | -63 | -28 | 0.5 | +3.0 | -0.9 |
| fly_c9_w5 | 5d | ride | 0.7 | 17% | +28 | -42 | -113 | -42 | -1.0 | +1.5 | -0.5 |
| fly_c12_w6 | 5d | ride | 0.6 | 13% | +14 | -55 | -125 | -56 | -1.0 | +2.1 | -0.5 |
| fly_BWB_9 | 5d | ride | 2.3 | 24% | +87 | +9 | -69 | -27 | 0.3 | +3.0 | -0.9 |
| backspread_1x2 | 5d | ride | 2.4 | 70% | -94 | -155 | -216 | -165 | -0.9 | +0.6 | -2.9 |
| backspread_1x2w | 5d | ride | 3.0 | 72% | -67 | -127 | -188 | -144 | -0.9 | +0.8 | -3.7 |
| front_ratio_0-8 | 5d | ride | 1.9 | 24% | +87 | +26 | -36 | -25 | 1.0 | +2.6 | -0.7 |
| front_ratio_0-10 | 5d | ride | 2.4 | 23% | +94 | +33 | -28 | -31 | 1.1 | +3.4 | -0.9 |
| front_ratio_0-12 | 5d | ride | 2.7 | 23% | +87 | +26 | -35 | -35 | 0.8 | +3.9 | -1.0 |
| short_OTM5 | 5d | ride | 1.3 | 40% | -7 | -25 | -43 | -33 | -0.8 | +1.0 | -0.8 |
| short_OTM10 | 5d | ride | 0.4 | 40% | -12 | -29 | -46 | -30 | -1.0 | +0.3 | -0.4 |
| long_ATM | 7d | ride | 3.7 | 19% | +56 | +24 | -9 | -26 | 0.9 | +5.6 | -1.2 |
| long_ITM5 | 7d | ride | 6.8 | 21% | +92 | +33 | -25 | -34 | 1.0 | +6.6 | -1.7 |
| long_OTM5 | 7d | ride | 1.7 | 15% | +7 | -13 | -33 | -23 | -0.5 | +4.3 | -0.8 |
| debit_0-8 | 7d | ride | 2.7 | 21% | +56 | +5 | -46 | -20 | 0.3 | +3.4 | -0.8 |
| debit_0-10 | 7d | ride | 3.1 | 21% | +61 | +10 | -41 | -21 | 0.5 | +3.9 | -1.0 |
| debit_0-12 | 7d | ride | 3.3 | 20% | +64 | +13 | -37 | -23 | 0.6 | +4.4 | -1.1 |
| debit_0-15 | 7d | ride | 3.5 | 19% | +64 | +14 | -37 | -26 | 0.5 | +5.2 | -1.2 |
| debit_ITM5-8 | 7d | ride | 5.8 | 23% | +92 | +15 | -63 | -27 | 0.5 | +4.6 | -1.3 |
| fly_c3_w3 | 7d | ride | 0.4 | 7% | +11 | -86 | -184 | -86 | -1.0 | +0.9 | -0.4 |
| fly_c4_w4 | 7d | ride | 0.6 | 11% | +27 | -66 | -159 | -68 | -1.0 | +1.4 | -0.4 |
| fly_c6_w6 | 7d | ride | 1.3 | 13% | +42 | -47 | -137 | -52 | -0.9 | +2.0 | -0.5 |
| fly_c9_w9 | 7d | ride | 2.2 | 21% | +58 | -29 | -116 | -32 | -0.9 | +2.4 | -0.7 |
| fly_c9_w5 | 7d | ride | 0.7 | 14% | +12 | -64 | -140 | -64 | -1.0 | +1.1 | -0.4 |
| fly_c12_w6 | 7d | ride | 0.7 | 13% | +14 | -59 | -132 | -59 | -1.0 | +1.7 | -0.5 |
| fly_BWB_9 | 7d | ride | 2.4 | 21% | +54 | -33 | -120 | -35 | -0.9 | +2.5 | -0.8 |
| backspread_1x2 | 7d | ride | 2.4 | 64% | -65 | -134 | -203 | -136 | -1.0 | +0.4 | -1.9 |
| backspread_1x2w | 7d | ride | 3.3 | 73% | -72 | -140 | -208 | -154 | -0.9 | +0.8 | -3.8 |
| front_ratio_0-8 | 7d | ride | 1.8 | 20% | +57 | -13 | -83 | -22 | -0.6 | +2.1 | -0.6 |
| front_ratio_0-10 | 7d | ride | 2.4 | 20% | +65 | -4 | -73 | -24 | -0.2 | +2.9 | -0.8 |
| front_ratio_0-12 | 7d | ride | 2.9 | 21% | +71 | +3 | -66 | -29 | 0.1 | +3.6 | -0.9 |
| short_OTM5 | 7d | ride | 1.8 | 36% | +5 | -15 | -34 | -27 | -0.5 | +1.3 | -0.8 |
| short_OTM10 | 7d | ride | 0.7 | 38% | -7 | -25 | -43 | -27 | -0.9 | +0.5 | -0.5 |
| long_ATM | 14d | ride | 5.3 | 17% | +40 | -8 | -56 | -32 | -0.3 | +6.0 | -1.2 |
| long_ITM5 | 14d | ride | 8.2 | 18% | +69 | -5 | -80 | -39 | -0.1 | +7.2 | -1.6 |
| long_OTM5 | 14d | ride | 3.1 | 15% | +1 | -27 | -56 | -35 | -0.8 | +4.5 | -0.9 |
| debit_0-8 | 14d | ride | 3.1 | 18% | +56 | -14 | -84 | -19 | -0.7 | +2.9 | -0.7 |
| debit_0-10 | 14d | ride | 3.6 | 18% | +62 | -6 | -74 | -21 | -0.3 | +3.4 | -0.8 |
| debit_0-12 | 14d | ride | 4.0 | 18% | +65 | -2 | -69 | -23 | -0.1 | +4.1 | -0.9 |
| debit_0-15 | 14d | ride | 4.5 | 17% | +65 | -2 | -68 | -27 | -0.1 | +4.8 | -1.0 |
| debit_ITM5-8 | 14d | ride | 6.1 | 21% | +86 | -11 | -108 | -26 | -0.4 | +3.9 | -1.1 |
| fly_c3_w3 | 14d | ride | 0.3 | 1% | +0 | -144 | -287 | -143 | -1.0 | +0.6 | -0.5 |
| fly_c4_w4 | 14d | ride | 0.5 | 2% | +6 | -127 | -260 | -129 | -1.0 | +1.5 | -0.4 |
| fly_c6_w6 | 14d | ride | 1.0 | 7% | +25 | -94 | -212 | -97 | -1.0 | +1.4 | -0.4 |
| fly_c9_w9 | 14d | ride | 2.0 | 17% | +61 | -48 | -156 | -50 | -0.9 | +1.5 | -0.5 |
| fly_c9_w5 | 14d | ride | 0.6 | 6% | +23 | -69 | -162 | -70 | -1.0 | +1.5 | -0.3 |
| fly_c12_w6 | 14d | ride | 0.8 | 13% | +26 | -57 | -140 | -57 | -1.0 | +1.0 | -0.4 |
| fly_BWB_9 | 14d | ride | 2.4 | 18% | +54 | -55 | -163 | -57 | -1.0 | +1.8 | -0.6 |
| backspread_1x2 | 14d | ride | 2.0 | 18% | -84 | -173 | -261 | -173 | -1.0 | +0.3 | -0.7 |
| backspread_1x2w | 14d | ride | 3.7 | 63% | -90 | -176 | -261 | -179 | -1.0 | +0.4 | -2.2 |
| front_ratio_0-8 | 14d | ride | 1.0 | 22% | +72 | -20 | -112 | -26 | -0.8 | +1.4 | -0.5 |
| front_ratio_0-10 | 14d | ride | 2.0 | 19% | +84 | -4 | -93 | -24 | -0.2 | +2.0 | -0.5 |
| front_ratio_0-12 | 14d | ride | 2.8 | 21% | +90 | +4 | -83 | -26 | 0.1 | +2.4 | -0.6 |
| short_OTM5 | 14d | ride | 3.2 | 32% | +26 | -4 | -35 | -19 | -0.2 | +2.0 | -1.0 |
| short_OTM10 | 14d | ride | 1.8 | 34% | +8 | -12 | -33 | -19 | -0.7 | +1.2 | -0.6 |
| long_ATM | 21d | ride | 6.5 | 16% | +57 | -2 | -62 | -43 | -0.1 | +6.7 | -1.3 |
| long_ITM5 | 21d | ride | 9.3 | 17% | +82 | -5 | -91 | -51 | -0.1 | +7.7 | -1.5 |
| long_OTM5 | 21d | ride | 4.2 | 15% | +30 | -8 | -47 | -39 | -0.2 | +5.4 | -1.0 |
| debit_0-8 | 21d | ride | 3.3 | 16% | +43 | -46 | -136 | -49 | -1.0 | +2.4 | -0.6 |
| debit_0-10 | 21d | ride | 3.9 | 16% | +51 | -33 | -118 | -37 | -0.9 | +3.1 | -0.7 |
| debit_0-12 | 21d | ride | 4.4 | 16% | +57 | -25 | -107 | -36 | -0.7 | +3.7 | -0.8 |
| debit_0-15 | 21d | ride | 5.0 | 16% | +63 | -17 | -97 | -38 | -0.5 | +4.3 | -0.9 |
| debit_ITM5-8 | 21d | ride | 6.2 | 19% | +67 | -49 | -165 | -55 | -0.9 | +3.3 | -1.0 |
| fly_c3_w3 | 21d | ride | 0.2 | 0% | -1 | -190 | -378 | -189 | -1.0 | +0.0 | -0.6 |
| fly_c4_w4 | 21d | ride | 0.4 | 1% | -0 | -175 | -349 | -175 | -1.0 | +0.7 | -0.6 |
| fly_c6_w6 | 21d | ride | 0.9 | 3% | +9 | -144 | -297 | -148 | -1.0 | +1.1 | -0.5 |
| fly_c9_w9 | 21d | ride | 1.8 | 8% | +27 | -106 | -239 | -109 | -1.0 | +1.5 | -0.5 |
| fly_c9_w5 | 21d | ride | 0.6 | 3% | +14 | -104 | -221 | -105 | -1.0 | +1.5 | -0.4 |
| fly_c12_w6 | 21d | ride | 0.7 | 4% | +12 | -87 | -186 | -86 | -1.0 | +1.1 | -0.3 |
| fly_BWB_9 | 21d | ride | 2.4 | 17% | +35 | -100 | -234 | -103 | -1.0 | +1.1 | -0.6 |
| backspread_1x2 | 21d | ride | 1.4 | 9% | -45 | -155 | -264 | -155 | -1.0 | +1.2 | -0.7 |
| backspread_1x2w | 21d | ride | 3.6 | 39% | -68 | -169 | -269 | -168 | -1.0 | +0.3 | -1.1 |
| front_ratio_0-8 | 21d | ride | 0.7 | 29% | +28 | -90 | -209 | -96 | -0.9 | +0.8 | -0.7 |
| front_ratio_0-10 | 21d | ride | 1.4 | 18% | +45 | -64 | -174 | -70 | -0.9 | +1.3 | -0.5 |
| front_ratio_0-12 | 21d | ride | 2.4 | 18% | +56 | -48 | -152 | -55 | -0.9 | +1.5 | -0.5 |
| short_OTM5 | 21d | ride | 4.3 | 30% | +39 | -1 | -42 | -21 | -0.1 | +2.4 | -1.0 |
| short_OTM10 | 21d | ride | 2.8 | 31% | +19 | -8 | -35 | -16 | -0.5 | +1.6 | -0.8 |
| long_ATM | 30d | ride | 7.7 | 16% | +33 | -39 | -112 | -64 | -0.6 | +6.2 | -1.3 |
| long_ITM5 | 30d | ride | 10.6 | 16% | +51 | -48 | -147 | -70 | -0.7 | +7.4 | -1.6 |
| long_OTM5 | 30d | ride | 5.4 | 15% | +16 | -34 | -85 | -56 | -0.6 | +5.2 | -1.0 |
| debit_0-8 | 30d | ride | 3.5 | 15% | +27 | -85 | -198 | -89 | -1.0 | +1.8 | -0.6 |
| debit_0-10 | 30d | ride | 4.1 | 15% | +32 | -75 | -181 | -79 | -0.9 | +2.3 | -0.7 |
| debit_0-12 | 30d | ride | 4.7 | 15% | +34 | -67 | -169 | -72 | -0.9 | +2.8 | -0.8 |
| debit_0-15 | 30d | ride | 5.5 | 15% | +36 | -60 | -156 | -65 | -0.9 | +3.5 | -0.9 |
| debit_ITM5-8 | 30d | ride | 6.3 | 17% | +45 | -94 | -233 | -99 | -0.9 | +2.7 | -0.9 |
| fly_c3_w3 | 30d | ride | 0.2 | 0% | +1 | -236 | -473 | -235 | -1.0 | +0.6 | -0.8 |
| fly_c4_w4 | 30d | ride | 0.3 | 0% | +0 | -221 | -442 | -220 | -1.0 | +0.6 | -0.7 |
| fly_c6_w6 | 30d | ride | 0.7 | 1% | +7 | -188 | -383 | -188 | -1.0 | +1.0 | -0.6 |
| fly_c9_w9 | 30d | ride | 1.6 | 3% | +22 | -145 | -313 | -149 | -1.0 | +2.0 | -0.5 |
| fly_c9_w5 | 30d | ride | 0.5 | 2% | +10 | -143 | -296 | -144 | -1.0 | +1.7 | -0.5 |
| fly_c12_w6 | 30d | ride | 0.7 | 2% | +10 | -116 | -241 | -118 | -1.0 | +1.4 | -0.4 |
| fly_BWB_9 | 30d | ride | 2.4 | 13% | +24 | -147 | -318 | -150 | -1.0 | +0.8 | -0.7 |
| backspread_1x2 | 30d | ride | 1.0 | 11% | -30 | -170 | -311 | -170 | -1.0 | +1.7 | -0.8 |
| backspread_1x2w | 30d | ride | 3.2 | 15% | -38 | -158 | -278 | -158 | -1.0 | +0.3 | -0.6 |
| front_ratio_0-8 | 30d | ride | 0.9 | 30% | +21 | -132 | -284 | -136 | -1.0 | +0.7 | -0.9 |
| front_ratio_0-10 | 30d | ride | 1.0 | 20% | +30 | -110 | -250 | -116 | -0.9 | +1.0 | -0.7 |
| front_ratio_0-12 | 30d | ride | 1.8 | 16% | +34 | -96 | -226 | -102 | -0.9 | +1.1 | -0.6 |
| short_OTM5 | 30d | ride | 5.6 | 28% | +42 | -10 | -62 | -30 | -0.3 | +2.8 | -1.1 |
| short_OTM10 | 30d | ride | 3.9 | 30% | +26 | -11 | -47 | -22 | -0.5 | +2.0 | -0.9 |
Alle Strukturen ohne TP als Breiten-Referenz (TP-Stufen je Struktur im Runner run_nik_options.py).
delta in Move-Richtung: debit_0-10 = Long ATM / Short +10%; fly_c9_w9 = Body +9%, Flügel ±9%; backspread = Short 1 / Long 2;
short_OTM = Prämie Gegenseite verkaufen.
Kürzere Butterflies + Ratio-Spreads (deine Frage) — ride vs MFE✦
Kürzere Flys = schlechter, nicht besser. Nah-am-Geld-Flys (c3/c4 bei 1-3d) sind die schlechtesten (Lim −37 bis −86).
Nur
Ratios:
fly_c9_w9 5d ride ist marginal positiv (Lim +15, r/DD 0.5). Grund: der Move braucht ~5.7 Tage → ein 1-3d-Fly
läuft aus, bevor die Bewegung ankommt. Und TP schadet Flys (sie müssen zum Body laufen, nicht früh cappen) —
umgekehrt zum Long-Call.Ratios:
backspread (short 1 / long 2) ist tot — der Median-Gewinner +9.3% landet im Verlust-Tal
zwischen den Strikes, nur der seltene +28%-Tail zahlt (Lim −103 bis −176). front_ratio (long 1 / short 2) bei
5d ride ist positiv (Lim +26…+33, r/DD ~1.0-1.1) — ABER das ist naked-short im Tail: ein einzelner +30%-Gap
sprengt ihn über alles in dieser 2023-26-Stichprobe hinaus. Für dein Low-DD-Ziel das falsche Risiko (unbegrenzter Verlust).
Muster: alles was auf Limit positiv ist, ist netto Prämie-Verkauf (richtige VRP-Seite) — invertiert aber die Konvexität + bringt Tail-Risiko.
| Struktur | Tenor | TP | ØPrem% | Win% | ΣMid% | ΣLim% | ΣExc% | DD Lim | r/DD | ØWin | ØLoss |
|---|---|---|---|---|---|---|---|---|---|---|---|
| FUTURES (hold underlying) | — | ride | — | 27% | +126 | +126 | +126 | -47 | 2.7 | +7.5 | -2.2 |
| fly_c3_w3 | 1d | ride | 0.7 | 30% | +23 | -37 | -97 | -50 | -0.7 | +1.0 | -0.6 |
| fly_c3_w3 | 1d | MFE✦ | 0.7 | 53% | +166 | +94 | +22 | -2 | 40.4 | +0.8 | -0.2 |
| fly_c3_w3 | 2d | ride | 0.6 | 20% | +14 | -51 | -117 | -55 | -0.9 | +1.0 | -0.5 |
| fly_c3_w3 | 2d | MFE✦ | 0.6 | 39% | +129 | +54 | -21 | -3 | 16.1 | +0.8 | -0.2 |
| fly_c3_w3 | 3d | ride | 0.5 | 13% | +3 | -70 | -144 | -70 | -1.0 | +1.0 | -0.4 |
| fly_c3_w3 | 3d | MFE✦ | 0.5 | 29% | +98 | +18 | -62 | -4 | 4.3 | +0.7 | -0.2 |
| fly_c3_w3 | 5d | ride | 0.4 | 9% | +17 | -66 | -149 | -68 | -1.0 | +1.2 | -0.4 |
| fly_c3_w3 | 5d | MFE✦ | 0.4 | 16% | +75 | -14 | -103 | -22 | -0.6 | +0.9 | -0.2 |
| fly_c3_w3 | 7d | ride | 0.4 | 7% | +11 | -86 | -184 | -86 | -1.0 | +0.9 | -0.4 |
| fly_c3_w3 | 7d | MFE✦ | 0.4 | 14% | +55 | -47 | -149 | -48 | -1.0 | +0.7 | -0.3 |
| fly_c3_w3 | 14d | ride | 0.3 | 1% | +0 | -144 | -287 | -143 | -1.0 | +0.6 | -0.5 |
| fly_c3_w3 | 14d | MFE✦ | 0.3 | 3% | +19 | -131 | -281 | -131 | -1.0 | +0.5 | -0.4 |
| fly_c4_w4 | 1d | ride | 1.0 | 31% | +21 | -38 | -98 | -57 | -0.7 | +1.4 | -0.8 |
| fly_c4_w4 | 1d | MFE✦ | 1.0 | 62% | +225 | +153 | +81 | -2 | 78.5 | +1.0 | -0.3 |
| fly_c4_w4 | 2d | ride | 0.9 | 22% | +16 | -49 | -114 | -54 | -0.9 | +1.4 | -0.6 |
| fly_c4_w4 | 2d | MFE✦ | 0.9 | 50% | +192 | +116 | +41 | -3 | 43.1 | +1.0 | -0.2 |
| fly_c4_w4 | 3d | ride | 0.8 | 15% | +17 | -56 | -128 | -61 | -0.9 | +1.6 | -0.5 |
| fly_c4_w4 | 3d | MFE✦ | 0.8 | 41% | +159 | +79 | -1 | -4 | 22.2 | +0.9 | -0.2 |
| fly_c4_w4 | 5d | ride | 0.7 | 13% | +43 | -38 | -119 | -41 | -0.9 | +1.7 | -0.4 |
| fly_c4_w4 | 5d | MFE✦ | 0.7 | 27% | +129 | +41 | -47 | -5 | 8.1 | +1.1 | -0.2 |
| fly_c4_w4 | 7d | ride | 0.6 | 11% | +27 | -66 | -159 | -68 | -1.0 | +1.4 | -0.4 |
| fly_c4_w4 | 7d | MFE✦ | 0.6 | 18% | +97 | +0 | -97 | -11 | 0.0 | +1.2 | -0.3 |
| fly_c4_w4 | 14d | ride | 0.5 | 2% | +6 | -127 | -260 | -129 | -1.0 | +1.5 | -0.4 |
| fly_c4_w4 | 14d | MFE✦ | 0.5 | 5% | +38 | -101 | -240 | -103 | -1.0 | +0.9 | -0.4 |
| fly_c6_w6 | 1d | ride | 1.3 | 31% | +18 | -41 | -101 | -52 | -0.8 | +1.8 | -1.0 |
| fly_c6_w6 | 1d | MFE✦ | 1.3 | 66% | +315 | +240 | +165 | -2 | 100.5 | +1.4 | -0.4 |
| fly_c6_w6 | 2d | ride | 1.5 | 23% | +2 | -63 | -127 | -70 | -0.9 | +2.0 | -0.9 |
| fly_c6_w6 | 2d | MFE✦ | 1.5 | 63% | +294 | +216 | +138 | -2 | 104.7 | +1.3 | -0.3 |
| fly_c6_w6 | 3d | ride | 1.5 | 21% | +39 | -33 | -105 | -42 | -0.8 | +2.3 | -0.8 |
| fly_c6_w6 | 3d | MFE✦ | 1.5 | 55% | +273 | +192 | +112 | -3 | 74.7 | +1.3 | -0.3 |
| fly_c6_w6 | 5d | ride | 1.4 | 21% | +73 | -7 | -87 | -20 | -0.4 | +2.0 | -0.5 |
| fly_c6_w6 | 5d | MFE✦ | 1.4 | 45% | +236 | +148 | +60 | -3 | 44.4 | +1.4 | -0.2 |
| fly_c6_w6 | 7d | ride | 1.3 | 13% | +42 | -47 | -137 | -52 | -0.9 | +2.0 | -0.5 |
| fly_c6_w6 | 7d | MFE✦ | 1.3 | 34% | +179 | +84 | -11 | -4 | 20.2 | +1.3 | -0.2 |
| fly_c6_w6 | 14d | ride | 1.0 | 7% | +25 | -94 | -212 | -97 | -1.0 | +1.4 | -0.4 |
| fly_c6_w6 | 14d | MFE✦ | 1.0 | 14% | +89 | -36 | -162 | -40 | -0.9 | +1.1 | -0.3 |
| fly_c9_w9 | 1d | ride | 1.4 | 31% | +44 | -15 | -74 | -35 | -0.4 | +2.3 | -1.1 |
| fly_c9_w9 | 1d | MFE✦ | 1.4 | 67% | +384 | +307 | +230 | -3 | 117.6 | +1.7 | -0.4 |
| fly_c9_w9 | 2d | ride | 1.8 | 23% | +5 | -60 | -124 | -70 | -0.9 | +2.9 | -1.1 |
| fly_c9_w9 | 2d | MFE✦ | 1.8 | 67% | +402 | +320 | +239 | -3 | 122.5 | +1.8 | -0.4 |
| fly_c9_w9 | 3d | ride | 2.1 | 23% | +52 | -19 | -90 | -41 | -0.5 | +3.3 | -1.1 |
| fly_c9_w9 | 3d | MFE✦ | 2.1 | 64% | +406 | +323 | +239 | -2 | 132.0 | +1.8 | -0.4 |
| fly_c9_w9 | 5d | ride | 2.2 | 23% | +93 | +15 | -63 | -28 | 0.5 | +3.0 | -0.9 |
| fly_c9_w9 | 5d | MFE✦ | 2.2 | 58% | +379 | +289 | +198 | -3 | 108.4 | +1.8 | -0.3 |
| fly_c9_w9 | 7d | ride | 2.2 | 21% | +58 | -29 | -116 | -32 | -0.9 | +2.4 | -0.7 |
| fly_c9_w9 | 7d | MFE✦ | 2.2 | 51% | +308 | +211 | +114 | -3 | 65.7 | +1.6 | -0.3 |
| fly_c9_w9 | 14d | ride | 2.0 | 17% | +61 | -48 | -156 | -50 | -0.9 | +1.5 | -0.5 |
| fly_c9_w9 | 14d | MFE✦ | 2.0 | 33% | +187 | +71 | -45 | -6 | 12.8 | +1.3 | -0.3 |
| backspread_1x2 | 1d | ride | 1.4 | 66% | -56 | -100 | -145 | -112 | -0.9 | +0.8 | -2.4 |
| backspread_1x2 | 1d | MFE✦ | 1.4 | 83% | +218 | +164 | +109 | -3 | 56.5 | +0.7 | -0.4 |
| backspread_1x2 | 2d | ride | 1.9 | 73% | -11 | -60 | -108 | -74 | -0.8 | +0.8 | -2.9 |
| backspread_1x2 | 2d | MFE✦ | 1.9 | 87% | +262 | +206 | +150 | -2 | 102.6 | +0.8 | -0.3 |
| backspread_1x2 | 3d | ride | 2.2 | 72% | -49 | -103 | -157 | -112 | -0.9 | +0.8 | -3.2 |
| backspread_1x2 | 3d | MFE✦ | 2.2 | 85% | +249 | +191 | +132 | -2 | 104.3 | +0.8 | -0.2 |
| backspread_1x2 | 5d | ride | 2.4 | 70% | -94 | -155 | -216 | -165 | -0.9 | +0.6 | -2.9 |
| backspread_1x2 | 5d | MFE✦ | 2.4 | 81% | +194 | +129 | +64 | -1 | 122.4 | +0.6 | -0.2 |
| backspread_1x2 | 7d | ride | 2.4 | 64% | -65 | -134 | -203 | -136 | -1.0 | +0.4 | -1.9 |
| backspread_1x2 | 7d | MFE✦ | 2.4 | 75% | +151 | +80 | +9 | -1 | 78.4 | +0.4 | -0.2 |
| backspread_1x2 | 14d | ride | 2.0 | 18% | -84 | -173 | -261 | -173 | -1.0 | +0.3 | -0.7 |
| backspread_1x2 | 14d | MFE✦ | 2.0 | 24% | +89 | -5 | -100 | -8 | -0.6 | +0.5 | -0.2 |
| front_ratio_0-8 | 1d | ride | 1.4 | 31% | +30 | -14 | -59 | -34 | -0.4 | +2.1 | -1.0 |
| front_ratio_0-8 | 1d | MFE✦ | 1.4 | 70% | +366 | +307 | +249 | -2 | 128.3 | +1.6 | -0.4 |
| front_ratio_0-8 | 2d | ride | 1.8 | 23% | -3 | -52 | -101 | -62 | -0.8 | +2.7 | -1.0 |
| front_ratio_0-8 | 2d | MFE✦ | 1.8 | 70% | +371 | +309 | +247 | -2 | 134.4 | +1.6 | -0.4 |
| front_ratio_0-8 | 3d | ride | 1.9 | 23% | +46 | -8 | -63 | -31 | -0.3 | +3.1 | -1.0 |
| front_ratio_0-8 | 3d | MFE✦ | 1.9 | 67% | +369 | +305 | +241 | -2 | 148.2 | +1.6 | -0.3 |
| front_ratio_0-8 | 5d | ride | 1.9 | 24% | +87 | +26 | -36 | -25 | 1.0 | +2.6 | -0.7 |
| front_ratio_0-8 | 5d | MFE✦ | 1.9 | 58% | +335 | +263 | +192 | -2 | 134.2 | +1.6 | -0.2 |
| front_ratio_0-8 | 7d | ride | 1.8 | 20% | +57 | -13 | -83 | -22 | -0.6 | +2.1 | -0.6 |
| front_ratio_0-8 | 7d | MFE✦ | 1.8 | 50% | +267 | +191 | +115 | -3 | 75.6 | +1.4 | -0.2 |
| front_ratio_0-8 | 14d | ride | 1.0 | 22% | +72 | -20 | -112 | -26 | -0.8 | +1.4 | -0.5 |
| front_ratio_0-8 | 14d | MFE✦ | 1.0 | 36% | +188 | +97 | +6 | -4 | 23.4 | +1.2 | -0.2 |
| front_ratio_0-10 | 1d | ride | 1.4 | 31% | +56 | +11 | -33 | -29 | 0.4 | +2.4 | -1.0 |
| front_ratio_0-10 | 1d | MFE✦ | 1.4 | 70% | +398 | +340 | +282 | -2 | 138.9 | +1.7 | -0.4 |
| front_ratio_0-10 | 2d | ride | 1.9 | 23% | +11 | -37 | -86 | -56 | -0.7 | +3.2 | -1.1 |
| front_ratio_0-10 | 2d | MFE✦ | 1.9 | 71% | +427 | +364 | +302 | -3 | 144.1 | +1.8 | -0.4 |
| front_ratio_0-10 | 3d | ride | 2.2 | 23% | +49 | -5 | -60 | -41 | -0.1 | +3.6 | -1.1 |
| front_ratio_0-10 | 3d | MFE✦ | 2.2 | 70% | +437 | +371 | +304 | -2 | 153.8 | +1.9 | -0.4 |
| front_ratio_0-10 | 5d | ride | 2.4 | 23% | +94 | +33 | -28 | -31 | 1.1 | +3.4 | -0.9 |
| front_ratio_0-10 | 5d | MFE✦ | 2.4 | 64% | +420 | +348 | +275 | -2 | 169.1 | +1.9 | -0.3 |
| front_ratio_0-10 | 7d | ride | 2.4 | 20% | +65 | -4 | -73 | -24 | -0.2 | +2.9 | -0.8 |
| front_ratio_0-10 | 7d | MFE✦ | 2.4 | 59% | +349 | +270 | +192 | -2 | 126.7 | +1.7 | -0.3 |
| front_ratio_0-10 | 14d | ride | 2.0 | 19% | +84 | -4 | -93 | -24 | -0.2 | +2.0 | -0.5 |
| front_ratio_0-10 | 14d | MFE✦ | 2.0 | 39% | +230 | +138 | +46 | -3 | 42.5 | +1.5 | -0.2 |
| front_ratio_0-12 | 1d | ride | 1.4 | 32% | +70 | +26 | -19 | -26 | 1.0 | +2.5 | -1.1 |
| front_ratio_0-12 | 1d | MFE✦ | 1.4 | 70% | +416 | +357 | +299 | -2 | 145.4 | +1.8 | -0.4 |
| front_ratio_0-12 | 2d | ride | 2.0 | 23% | +24 | -24 | -73 | -53 | -0.5 | +3.5 | -1.1 |
| front_ratio_0-12 | 2d | MFE✦ | 2.0 | 70% | +462 | +399 | +336 | -3 | 151.7 | +2.0 | -0.4 |
| front_ratio_0-12 | 3d | ride | 2.3 | 24% | +54 | +0 | -54 | -46 | 0.0 | +3.8 | -1.2 |
| front_ratio_0-12 | 3d | MFE✦ | 2.3 | 71% | +491 | +423 | +356 | -3 | 162.0 | +2.1 | -0.4 |
| front_ratio_0-12 | 5d | ride | 2.7 | 23% | +87 | +26 | -35 | -35 | 0.8 | +3.9 | -1.0 |
| front_ratio_0-12 | 5d | MFE✦ | 2.7 | 67% | +484 | +411 | +337 | -2 | 171.9 | +2.1 | -0.4 |
| front_ratio_0-12 | 7d | ride | 2.9 | 21% | +71 | +3 | -66 | -29 | 0.1 | +3.6 | -0.9 |
| front_ratio_0-12 | 7d | MFE✦ | 2.9 | 64% | +430 | +350 | +271 | -2 | 164.6 | +1.9 | -0.3 |
| front_ratio_0-12 | 14d | ride | 2.8 | 21% | +90 | +4 | -83 | -26 | 0.1 | +2.4 | -0.6 |
| front_ratio_0-12 | 14d | MFE✦ | 2.8 | 50% | +289 | +196 | +103 | -3 | 69.9 | +1.5 | -0.3 |
ride = halte bis Futures-Exit (für Flys/Ratios besser als TP). MFE✦ = perfektes Timing (Look-Ahead, nicht handelbar). front_ratio_0-X = Long 1 ATM / Short 2 @+X% (naked-short Tail!). Futures bleibt r/DD 2.7, bester capped-risk Option-Config = ITM5 14d TP+100% (r/DD 1.6).
Ehrlich: die Kurve ist real und reproduzierbar (kein Look-Ahead).
Bemerkenswert: Win-Rate (26–28%), Ø-Move und Haltedauer sind über alle 4 Jahre fast identisch — 2026
(bis Mai, 31 Trades, +$294, 26% Win) liegt voll auf Linie der Vorjahre, kein sichtbarer Decay.
ABER: die Params sind in-sample auf 2023-2025 gefittet, und 2026 ist erst ein halbes Jahr OOS (zu wenig für
ein Urteil). Der saubere Test bleibt Walk-Forward (Params nur auf Vergangenheit fitten, auf Zukunft testen).
Quelle:
run_nik_real.py (verbatim `intraday_strategy_JIT`) + build_nik_envelope_page.py.
ETH-USDT-SWAP 1h, 2023-Start, ATR(14) für den Stop (Niks data.atr-Periode nicht im File → 14 trifft seine +90% am besten),
EMA = ewm(span=n_ma). Annahmen: EMA/ATR-Berechnung (Daten-Prep nicht im File).