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Strategy
Strategy 7
Volatility harvesting using options-based delta-neutral positioning.
Win Rate
76%
Avg Hold Period
30 days
Max Drawdown
-7.3%
How It Works
Profits from elevated implied volatility by selling premium through strangles and iron condors. Delta-neutral positioning ensures the portfolio is hedged against directional moves, focusing purely on volatility mean reversion for returns.
⚠ Disclaimer: Past performance does not guarantee future results. All strategies involve risk of loss. Evaluate carefully before investing.