Every trading day of the condor strategy, published the evening after settlement. Outcomes are per dollar at risk; no sizes, no account values. Days the model sat out are shown as such, because the discipline is the strategy.
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Days published
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Traded · held · breached
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Mean r per $ at risk
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S&P risk regime
Outcome calendar one cell per trading day · green held · red breached · grey sat out
Cumulative outcome r per $ at risk, summed
Day cards SPY minute path with the condor's short-strike band