● options-lab // strategy comparison

side-by-side metrics across all strategies · click column headers to sort
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best strategy per asset · sorted by EV desc

ticker best strategy win rate avg premium invested avg payoff trades EV walk-forward EV
best = walk-forward ROBUST (passed 2/3 out-of-sample folds, mean test EV ≥ 0.20) where available, else highest in-sample win rate (n ≥ 30). stats at optimal DTE. premium invested = mean |entry credit/debit| per contract. ROBUST strategies survived walk-forward validation.

all strategies

strategy type trades win rate mean P&L median P&L sharpe max DD total P&L
walk-forward ROBUST strategies (passed 2/3 out-of-sample folds) are highlighted. EV = expected value per unit of premium risked.

win rate by strategy

mean P&L by strategy

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