@bellabeExperimental
Volatility premium captureFully automated defined-risk delta-managed short-volatility strategy
Return24%
Max DD−11%
EvidenceEstimated
Deribit OKX …BTC ETH …
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| Engine | Author | Venues | Underlyings | Return | Max DD | Evidence | Readiness |
|---|---|---|---|---|---|---|---|
Volatility premium captureFully automated defined-risk delta-managed short-volatility strategy | @bellabe | Deribit OKX … | BTC ETH … | 24% | −11% | Estimated | Experimental |