Variable Delta S&P 500 Theta Capture.
An objective, rules based, high probability option delta selection strategy to capture maximum theta in a risk controlled fashion.
Technical Market Signals
VIX & SPX Trend-Following
Scoring System for Delta Selection
Focus on consistent monthly compounding using a systematic rules based approach for controlling risk using variable delta selection, equalized position sizing, and stop-loss orders.
SPX Theta focuses on 0-day to expiry SPX iron condor selling using a skew adjusted variable delta entry process.
SPX Theta uses several shorter-term SPX and VIX trend following methods to objectively target selling daily variable delta exposure.
When SPX Theta is Bullish:
Call Credit Spreads: Sell lower delta spreads
Put Credit Spreads: Sell higher delta, higher income spreads
When SPX Theta is Bearish:
Call Credit Spreads: Sell higher delta, higher income spreads
Put Credit Spreads: Avoid or sell lower delta spreads
Proprietary Delta Selection using real time data feeds from professional and reliable API feeds.
The SPX Theta strategy uses daily API sourced financial data.
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