Year-to-Date
N/A
Minimum Investment
15,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 63.66%
Sharpe (RFR=1%) 0.59
CAROR
Assets 14,930
Worst Drawdown -37.41
S&P Correlation -0.14

Summary

-There are many trading advisors and trading systems which use selling premium as their primary trading strategy. The IPCVB sells credit spreads on the SP 500 future options as well but combine this strategy with a fully systematic technical system which tries to identify “range break out” and take a future position in the MINI SP 500 as a way to protect the credit spreads as well as enhance returns.