🔬 Experimental · option legs use real Deribit trades where they exist, a fitted model otherwise — every cell says which.
🎯 Signals → Options
Hypothesis: selling options on our signals beats trading them spot (buy/sell + TP/SL).
Loading CIOML's trades from production.gold.alphinity_end_to_end (2026-08-21 → 2026-10-18) and Deribit's history…
Delta ⓘ
~80% chance it expires worthless
Covered straddle is always at the money: delta doesn't apply to it.
Days to expiry ⓘ
computing…
⚠ 1 day to expiry: daily options pay tiny premiums, fees are a big share of them, and a single overnight move decides the trade. Read it as a stress case.
Cumulative P&L, same capital
The business, play by play
How your cost per BTC was built ⓘ
Journal ⓘ
one row per event · click a row for the full trade sheet · ● green = priced from a real Deribit trade, grey = model
Compare with our spot trading
each signal: our backtest and live trades as they were, and this play's result for the position that signal opened — BTC still owned counts at today's price, so it can differ from the chart, which books a position when it expires
What should I do?
four questions, one answer each · the numbers behind them are in “The proof”
The proof (for quants)random-entry tests, paired tests, multiple testing over every combination, Sharpe deflation, data needed, crash test
Simulations per test ⓘ
Expected return of the strategy
forward-looking, at this delta and days to expiry · ⓘ
All metrics
Scorecard: every way of trading, side by side — all from each column's daily equity on the same capital, annualised · click a header to sort · green = best, red = worst