Analysis, backtests and answers to the real questions of people who trade US stocks systematically. Signed, verifiable, no promises.
Selling one call a month on your own shares and buying the dips cuts SPY's drawdown from −55.4% to −37.1% and lifts the return from 9.26% to 11.90%, with about €9,000 of median cash every year. But 89% of the premiums collected are given back, on QQQ the options leg loses money, and you need almost twice the capital. Numbers, limits and a free backtester.
Read the article →76 years of S&P 500 data and 19,290 sessions under the microscope: the predictors “everybody uses” stall at 52%, all 20 of the best sessions in history came in the middle of a bear market, and the 1987 crash was a 23-sigma event. The answer is no — and the twist is what remains predictable: volatility, the risk premium and regimes. You can’t predict the market, but you can go with it.
Read the article →318 months on the historical S&P 500 constituents: every month the 30 strongest stocks against the 30 weakest, with real costs and 250 random portfolios as a control. Strength wins — $2.94 million against $1.15 million from $100,000 — but without statistical significance. And “buying the dip in the leaders” is the real disappointment.
Read the article →GEX, Gamma Flip, Put/Call Wall, Max Pain, Expected Move and a 3D volatility surface from a simple free CSV from the CBOE website. The complete guide to Kriterion Quant’s new free tool, step by step on a real case, with JSON export ready for AI analysis.
Read the article →The exact mirror of selling: 16 years of systematically buying ATM calls on SPX are worth +$293,167 (Profit Factor 1.79) — but one trade in two loses and 88% of the profit comes from 10 trades. The distribution, the smart uses (LEAPS, supports, PMCC) and the verdict.
Read the article →16 years of systematically selling monthly calls on SPX: the naked version loses −$294,097 and hasn’t seen its high since 2010, the synthetic Covered Call makes +$309,302 — but the profit engine isn’t the call. The real numbers, the weak spots and the verdict.
Read the article →19 years of real data: the best “simple” signal (a VIX filter with safe-haven rotation) protects against crashes — verified against 300 random placebos — but doesn’t beat the market on returns. And in 2022 the “textbook” safe haven let us down.
Read the article →16 years of systematic put selling on SPX, rebuilt day by day: a 91.5% win rate, real profits — and a −$63,000 drawdown. When it pays, when it’s a mistake, and how professionals sell premium.
Read the article →33 years of real SPY data: six momentum strategies against buy-and-hold, with interactive charts. Who wins on returns, who wins on risk, and what the numbers reject outright.
Read the article →Platforms, overfitting, incubation, system quarantine and position sizing: the full life cycle of an automated trading system, explained by someone who applies it every day with his own capital.
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