{ "headline": { "long_call": { "n_trades": 133, "n_months": 65, "wins": 74, "win_rate": 0.556390977443609, "mean_net_bps": 31.218640030125194, "mean_mid_bps": 37.90875165073142, "mean_execution_drag_bps": 6.690111620606221, "rank": 1 }, "bull_call_debit": { "n_trades": 133, "n_months": 65, "wins": 78, "win_rate": 0.5864661654135338, "mean_net_bps": 10.422358806153099, "mean_mid_bps": 19.829832619455615, "mean_execution_drag_bps": 9.407473813302518, "rank": 2 }, "bull_put_credit": { "n_trades": 133, "n_months": 65, "wins": 97, "win_rate": 0.7293233082706767, "mean_net_bps": 8.563853109966411, "mean_mid_bps": 13.728605519781645, "mean_execution_drag_bps": 5.164752409815234, "rank": 3 }, "iron_condor": { "n_trades": 133, "n_months": 65, "wins": 71, "win_rate": 0.5338345864661654, "mean_net_bps": -9.749623403278878, "mean_mid_bps": -0.221043896178378, "mean_execution_drag_bps": 9.5285795071005, "rank": 4 }, "long_straddle": { "n_trades": 133, "n_months": 65, "wins": 56, "win_rate": 0.42105263157894735, "mean_net_bps": -17.592177419269156, "mean_mid_bps": -2.921943953014766, "mean_execution_drag_bps": 14.670233466254391, "rank": 6 }, "call_calendar": { "n_trades": 133, "n_months": 65, "wins": 44, "win_rate": 0.3308270676691729, "mean_net_bps": -17.17179706153958, "mean_mid_bps": -1.339727480788961, "mean_execution_drag_bps": 15.832069580750618, "rank": 5 } }, "claim_lineage": [ { "claim_id": "headline:long_call", "metrics": { "n_trades": 133, "n_months": 65, "wins": 74, "win_rate": 0.556390977443609, "mean_net_bps": 31.218640030125194, "mean_mid_bps": 37.90875165073142, "mean_execution_drag_bps": 6.690111620606221, "rank": 1 }, "trade_ids": [ "SPY-2020-02:long_call", "SPY-2020-05:long_call", "SPY-2020-07:long_call", "SPY-2020-08:long_call", "SPY-2020-09:long_call", "SPY-2020-10:long_call", "SPY-2020-11:long_call", "SPY-2020-12:long_call", "SPY-2021-01:long_call", "SPY-2021-02:long_call", "SPY-2021-04:long_call", "SPY-2021-05:long_call", "SPY-2021-06:long_call", "SPY-2021-07:long_call", "SPY-2021-08:long_call", "SPY-2021-10:long_call", "SPY-2021-11:long_call", "SPY-2021-12:long_call", "SPY-2022-01:long_call", "SPY-2022-02:long_call", "SPY-2022-03:long_call", "SPY-2022-04:long_call", "SPY-2022-05:long_call", "SPY-2022-06:long_call", "SPY-2022-07:long_call", "SPY-2022-08:long_call", "SPY-2022-10:long_call", "SPY-2022-11:long_call", "SPY-2023-01:long_call", "SPY-2023-03:long_call", "SPY-2023-04:long_call", "SPY-2023-05:long_call", "SPY-2023-07:long_call", "SPY-2023-08:long_call", "SPY-2023-10:long_call", "SPY-2024-01:long_call", "SPY-2024-02:long_call", "SPY-2024-04:long_call", "SPY-2024-05:long_call", "SPY-2024-06:long_call", "SPY-2024-07:long_call", "SPY-2024-08:long_call", "SPY-2024-09:long_call", "SPY-2024-10:long_call", "SPY-2024-11:long_call", "SPY-2024-12:long_call", "SPY-2025-01:long_call", "SPY-2025-03:long_call", "SPY-2025-04:long_call", "SPY-2025-05:long_call", "SPY-2025-08:long_call", "SPY-2025-10:long_call", "SPY-2025-11:long_call", "SPY-2025-12:long_call", "QQQ-2020-01:long_call", "QQQ-2020-07:long_call", "QQQ-2020-08:long_call", "QQQ-2020-09:long_call", "QQQ-2020-10:long_call", "QQQ-2020-11:long_call", "QQQ-2020-12:long_call", "QQQ-2021-01:long_call", "QQQ-2021-04:long_call", "QQQ-2021-07:long_call", "QQQ-2021-08:long_call", "QQQ-2021-09:long_call", "QQQ-2022-02:long_call", "QQQ-2022-03:long_call", "QQQ-2022-04:long_call", "QQQ-2022-05:long_call", "QQQ-2022-06:long_call", "QQQ-2022-07:long_call", "QQQ-2022-08:long_call", "QQQ-2022-10:long_call", "QQQ-2022-11:long_call", "QQQ-2022-12:long_call", "QQQ-2023-01:long_call", "QQQ-2023-03:long_call", "QQQ-2023-04:long_call", "QQQ-2023-05:long_call", "QQQ-2023-06:long_call", "QQQ-2023-07:long_call", "QQQ-2023-10:long_call", "QQQ-2023-11:long_call", "QQQ-2024-08:long_call", "QQQ-2024-12:long_call", "QQQ-2025-01:long_call", "QQQ-2025-05:long_call", "QQQ-2025-07:long_call", "QQQ-2025-08:long_call", "QQQ-2025-10:long_call", "QQQ-2025-11:long_call", "QQQ-2025-12:long_call", "IWM-2020-01:long_call", "IWM-2020-07:long_call", "IWM-2020-08:long_call", "IWM-2020-09:long_call", "IWM-2020-10:long_call", "IWM-2020-11:long_call", "IWM-2021-02:long_call", "IWM-2021-04:long_call", "IWM-2021-05:long_call", "IWM-2021-07:long_call", "IWM-2021-08:long_call", "IWM-2021-11:long_call", "IWM-2022-02:long_call", "IWM-2022-03:long_call", "IWM-2022-08:long_call", "IWM-2022-09:long_call", "IWM-2022-10:long_call", "IWM-2022-11:long_call", "IWM-2023-02:long_call", "IWM-2023-03:long_call", "IWM-2023-04:long_call", "IWM-2023-05:long_call", "IWM-2023-07:long_call", "IWM-2023-08:long_call", "IWM-2023-09:long_call", "IWM-2023-10:long_call", "IWM-2023-11:long_call", "IWM-2023-12:long_call", "IWM-2024-01:long_call", "IWM-2024-02:long_call", "IWM-2024-03:long_call", "IWM-2024-05:long_call", "IWM-2024-09:long_call", "IWM-2024-10:long_call", "IWM-2024-11:long_call", "IWM-2025-01:long_call", "IWM-2025-04:long_call", "IWM-2025-05:long_call", "IWM-2025-08:long_call", "IWM-2025-11:long_call" ], "source": "trades.csv -> quote_lineage.csv -> raw/*#/dataset/", "predicate": "strategy == 'long_call' AND window_id in common six-profile intersection" }, { "claim_id": "headline:bull_call_debit", "metrics": { "n_trades": 133, "n_months": 65, "wins": 78, "win_rate": 0.5864661654135338, "mean_net_bps": 10.422358806153099, "mean_mid_bps": 19.829832619455615, "mean_execution_drag_bps": 9.407473813302518, "rank": 2 }, "trade_ids": [ "SPY-2020-02:bull_call_debit", "SPY-2020-05:bull_call_debit", "SPY-2020-07:bull_call_debit", "SPY-2020-08:bull_call_debit", "SPY-2020-09:bull_call_debit", "SPY-2020-10:bull_call_debit", "SPY-2020-11:bull_call_debit", "SPY-2020-12:bull_call_debit", "SPY-2021-01:bull_call_debit", "SPY-2021-02:bull_call_debit", "SPY-2021-04:bull_call_debit", "SPY-2021-05:bull_call_debit", "SPY-2021-06:bull_call_debit", "SPY-2021-07:bull_call_debit", "SPY-2021-08:bull_call_debit", "SPY-2021-10:bull_call_debit", "SPY-2021-11:bull_call_debit", "SPY-2021-12:bull_call_debit", "SPY-2022-01:bull_call_debit", "SPY-2022-02:bull_call_debit", "SPY-2022-03:bull_call_debit", "SPY-2022-04:bull_call_debit", "SPY-2022-05:bull_call_debit", "SPY-2022-06:bull_call_debit", "SPY-2022-07:bull_call_debit", "SPY-2022-08:bull_call_debit", "SPY-2022-10:bull_call_debit", "SPY-2022-11:bull_call_debit", "SPY-2023-01:bull_call_debit", "SPY-2023-03:bull_call_debit", "SPY-2023-04:bull_call_debit", "SPY-2023-05:bull_call_debit", "SPY-2023-07:bull_call_debit", "SPY-2023-08:bull_call_debit", "SPY-2023-10:bull_call_debit", "SPY-2024-01:bull_call_debit", "SPY-2024-02:bull_call_debit", "SPY-2024-04:bull_call_debit", "SPY-2024-05:bull_call_debit", "SPY-2024-06:bull_call_debit", "SPY-2024-07:bull_call_debit", "SPY-2024-08:bull_call_debit", "SPY-2024-09:bull_call_debit", "SPY-2024-10:bull_call_debit", "SPY-2024-11:bull_call_debit", "SPY-2024-12:bull_call_debit", "SPY-2025-01:bull_call_debit", "SPY-2025-03:bull_call_debit", "SPY-2025-04:bull_call_debit", "SPY-2025-05:bull_call_debit", "SPY-2025-08:bull_call_debit", "SPY-2025-10:bull_call_debit", "SPY-2025-11:bull_call_debit", "SPY-2025-12:bull_call_debit", "QQQ-2020-01:bull_call_debit", "QQQ-2020-07:bull_call_debit", "QQQ-2020-08:bull_call_debit", "QQQ-2020-09:bull_call_debit", "QQQ-2020-10:bull_call_debit", "QQQ-2020-11:bull_call_debit", "QQQ-2020-12:bull_call_debit", "QQQ-2021-01:bull_call_debit", "QQQ-2021-04:bull_call_debit", "QQQ-2021-07:bull_call_debit", "QQQ-2021-08:bull_call_debit", "QQQ-2021-09:bull_call_debit", "QQQ-2022-02:bull_call_debit", "QQQ-2022-03:bull_call_debit", "QQQ-2022-04:bull_call_debit", "QQQ-2022-05:bull_call_debit", "QQQ-2022-06:bull_call_debit", "QQQ-2022-07:bull_call_debit", "QQQ-2022-08:bull_call_debit", "QQQ-2022-10:bull_call_debit", "QQQ-2022-11:bull_call_debit", "QQQ-2022-12:bull_call_debit", "QQQ-2023-01:bull_call_debit", "QQQ-2023-03:bull_call_debit", "QQQ-2023-04:bull_call_debit", "QQQ-2023-05:bull_call_debit", "QQQ-2023-06:bull_call_debit", "QQQ-2023-07:bull_call_debit", "QQQ-2023-10:bull_call_debit", "QQQ-2023-11:bull_call_debit", "QQQ-2024-08:bull_call_debit", "QQQ-2024-12:bull_call_debit", "QQQ-2025-01:bull_call_debit", "QQQ-2025-05:bull_call_debit", "QQQ-2025-07:bull_call_debit", "QQQ-2025-08:bull_call_debit", "QQQ-2025-10:bull_call_debit", "QQQ-2025-11:bull_call_debit", "QQQ-2025-12:bull_call_debit", "IWM-2020-01:bull_call_debit", "IWM-2020-07:bull_call_debit", "IWM-2020-08:bull_call_debit", "IWM-2020-09:bull_call_debit", "IWM-2020-10:bull_call_debit", "IWM-2020-11:bull_call_debit", "IWM-2021-02:bull_call_debit", "IWM-2021-04:bull_call_debit", "IWM-2021-05:bull_call_debit", "IWM-2021-07:bull_call_debit", "IWM-2021-08:bull_call_debit", "IWM-2021-11:bull_call_debit", "IWM-2022-02:bull_call_debit", "IWM-2022-03:bull_call_debit", "IWM-2022-08:bull_call_debit", "IWM-2022-09:bull_call_debit", "IWM-2022-10:bull_call_debit", "IWM-2022-11:bull_call_debit", "IWM-2023-02:bull_call_debit", "IWM-2023-03:bull_call_debit", "IWM-2023-04:bull_call_debit", "IWM-2023-05:bull_call_debit", "IWM-2023-07:bull_call_debit", "IWM-2023-08:bull_call_debit", "IWM-2023-09:bull_call_debit", "IWM-2023-10:bull_call_debit", "IWM-2023-11:bull_call_debit", "IWM-2023-12:bull_call_debit", "IWM-2024-01:bull_call_debit", "IWM-2024-02:bull_call_debit", "IWM-2024-03:bull_call_debit", "IWM-2024-05:bull_call_debit", "IWM-2024-09:bull_call_debit", "IWM-2024-10:bull_call_debit", "IWM-2024-11:bull_call_debit", "IWM-2025-01:bull_call_debit", "IWM-2025-04:bull_call_debit", "IWM-2025-05:bull_call_debit", "IWM-2025-08:bull_call_debit", "IWM-2025-11:bull_call_debit" ], "source": "trades.csv -> quote_lineage.csv -> raw/*#/dataset/", "predicate": "strategy == 'bull_call_debit' AND window_id in common six-profile intersection" }, { "claim_id": "headline:bull_put_credit", "metrics": { "n_trades": 133, "n_months": 65, "wins": 97, "win_rate": 0.7293233082706767, "mean_net_bps": 8.563853109966411, "mean_mid_bps": 13.728605519781645, "mean_execution_drag_bps": 5.164752409815234, "rank": 3 }, "trade_ids": [ "SPY-2020-02:bull_put_credit", "SPY-2020-05:bull_put_credit", "SPY-2020-07:bull_put_credit", "SPY-2020-08:bull_put_credit", "SPY-2020-09:bull_put_credit", "SPY-2020-10:bull_put_credit", "SPY-2020-11:bull_put_credit", "SPY-2020-12:bull_put_credit", "SPY-2021-01:bull_put_credit", "SPY-2021-02:bull_put_credit", "SPY-2021-04:bull_put_credit", "SPY-2021-05:bull_put_credit", "SPY-2021-06:bull_put_credit", "SPY-2021-07:bull_put_credit", "SPY-2021-08:bull_put_credit", "SPY-2021-10:bull_put_credit", "SPY-2021-11:bull_put_credit", "SPY-2021-12:bull_put_credit", "SPY-2022-01:bull_put_credit", "SPY-2022-02:bull_put_credit", "SPY-2022-03:bull_put_credit", "SPY-2022-04:bull_put_credit", "SPY-2022-05:bull_put_credit", "SPY-2022-06:bull_put_credit", "SPY-2022-07:bull_put_credit", "SPY-2022-08:bull_put_credit", "SPY-2022-10:bull_put_credit", "SPY-2022-11:bull_put_credit", "SPY-2023-01:bull_put_credit", "SPY-2023-03:bull_put_credit", "SPY-2023-04:bull_put_credit", "SPY-2023-05:bull_put_credit", "SPY-2023-07:bull_put_credit", "SPY-2023-08:bull_put_credit", "SPY-2023-10:bull_put_credit", "SPY-2024-01:bull_put_credit", "SPY-2024-02:bull_put_credit", "SPY-2024-04:bull_put_credit", "SPY-2024-05:bull_put_credit", "SPY-2024-06:bull_put_credit", "SPY-2024-07:bull_put_credit", "SPY-2024-08:bull_put_credit", "SPY-2024-09:bull_put_credit", "SPY-2024-10:bull_put_credit", "SPY-2024-11:bull_put_credit", "SPY-2024-12:bull_put_credit", "SPY-2025-01:bull_put_credit", "SPY-2025-03:bull_put_credit", "SPY-2025-04:bull_put_credit", "SPY-2025-05:bull_put_credit", "SPY-2025-08:bull_put_credit", "SPY-2025-10:bull_put_credit", "SPY-2025-11:bull_put_credit", "SPY-2025-12:bull_put_credit", "QQQ-2020-01:bull_put_credit", "QQQ-2020-07:bull_put_credit", "QQQ-2020-08:bull_put_credit", "QQQ-2020-09:bull_put_credit", "QQQ-2020-10:bull_put_credit", "QQQ-2020-11:bull_put_credit", "QQQ-2020-12:bull_put_credit", "QQQ-2021-01:bull_put_credit", "QQQ-2021-04:bull_put_credit", "QQQ-2021-07:bull_put_credit", "QQQ-2021-08:bull_put_credit", "QQQ-2021-09:bull_put_credit", "QQQ-2022-02:bull_put_credit", "QQQ-2022-03:bull_put_credit", "QQQ-2022-04:bull_put_credit", "QQQ-2022-05:bull_put_credit", "QQQ-2022-06:bull_put_credit", "QQQ-2022-07:bull_put_credit", "QQQ-2022-08:bull_put_credit", "QQQ-2022-10:bull_put_credit", "QQQ-2022-11:bull_put_credit", "QQQ-2022-12:bull_put_credit", "QQQ-2023-01:bull_put_credit", "QQQ-2023-03:bull_put_credit", "QQQ-2023-04:bull_put_credit", "QQQ-2023-05:bull_put_credit", "QQQ-2023-06:bull_put_credit", "QQQ-2023-07:bull_put_credit", "QQQ-2023-10:bull_put_credit", "QQQ-2023-11:bull_put_credit", "QQQ-2024-08:bull_put_credit", "QQQ-2024-12:bull_put_credit", "QQQ-2025-01:bull_put_credit", "QQQ-2025-05:bull_put_credit", "QQQ-2025-07:bull_put_credit", "QQQ-2025-08:bull_put_credit", "QQQ-2025-10:bull_put_credit", "QQQ-2025-11:bull_put_credit", "QQQ-2025-12:bull_put_credit", "IWM-2020-01:bull_put_credit", "IWM-2020-07:bull_put_credit", "IWM-2020-08:bull_put_credit", "IWM-2020-09:bull_put_credit", "IWM-2020-10:bull_put_credit", "IWM-2020-11:bull_put_credit", "IWM-2021-02:bull_put_credit", "IWM-2021-04:bull_put_credit", "IWM-2021-05:bull_put_credit", "IWM-2021-07:bull_put_credit", "IWM-2021-08:bull_put_credit", "IWM-2021-11:bull_put_credit", "IWM-2022-02:bull_put_credit", "IWM-2022-03:bull_put_credit", "IWM-2022-08:bull_put_credit", "IWM-2022-09:bull_put_credit", "IWM-2022-10:bull_put_credit", "IWM-2022-11:bull_put_credit", "IWM-2023-02:bull_put_credit", "IWM-2023-03:bull_put_credit", "IWM-2023-04:bull_put_credit", "IWM-2023-05:bull_put_credit", "IWM-2023-07:bull_put_credit", "IWM-2023-08:bull_put_credit", "IWM-2023-09:bull_put_credit", "IWM-2023-10:bull_put_credit", "IWM-2023-11:bull_put_credit", "IWM-2023-12:bull_put_credit", "IWM-2024-01:bull_put_credit", "IWM-2024-02:bull_put_credit", "IWM-2024-03:bull_put_credit", "IWM-2024-05:bull_put_credit", "IWM-2024-09:bull_put_credit", "IWM-2024-10:bull_put_credit", "IWM-2024-11:bull_put_credit", "IWM-2025-01:bull_put_credit", "IWM-2025-04:bull_put_credit", "IWM-2025-05:bull_put_credit", "IWM-2025-08:bull_put_credit", "IWM-2025-11:bull_put_credit" ], "source": "trades.csv -> quote_lineage.csv -> raw/*#/dataset/", "predicate": "strategy == 'bull_put_credit' AND window_id in common six-profile intersection" }, { "claim_id": "headline:iron_condor", "metrics": { "n_trades": 133, "n_months": 65, "wins": 71, "win_rate": 0.5338345864661654, "mean_net_bps": -9.749623403278878, "mean_mid_bps": -0.221043896178378, "mean_execution_drag_bps": 9.5285795071005, "rank": 4 }, "trade_ids": [ "SPY-2020-02:iron_condor", "SPY-2020-05:iron_condor", "SPY-2020-07:iron_condor", "SPY-2020-08:iron_condor", "SPY-2020-09:iron_condor", "SPY-2020-10:iron_condor", "SPY-2020-11:iron_condor", "SPY-2020-12:iron_condor", "SPY-2021-01:iron_condor", "SPY-2021-02:iron_condor", "SPY-2021-04:iron_condor", "SPY-2021-05:iron_condor", "SPY-2021-06:iron_condor", "SPY-2021-07:iron_condor", "SPY-2021-08:iron_condor", "SPY-2021-10:iron_condor", "SPY-2021-11:iron_condor", "SPY-2021-12:iron_condor", "SPY-2022-01:iron_condor", "SPY-2022-02:iron_condor", "SPY-2022-03:iron_condor", "SPY-2022-04:iron_condor", "SPY-2022-05:iron_condor", "SPY-2022-06:iron_condor", "SPY-2022-07:iron_condor", "SPY-2022-08:iron_condor", "SPY-2022-10:iron_condor", "SPY-2022-11:iron_condor", "SPY-2023-01:iron_condor", "SPY-2023-03:iron_condor", "SPY-2023-04:iron_condor", "SPY-2023-05:iron_condor", "SPY-2023-07:iron_condor", "SPY-2023-08:iron_condor", "SPY-2023-10:iron_condor", "SPY-2024-01:iron_condor", "SPY-2024-02:iron_condor", "SPY-2024-04:iron_condor", "SPY-2024-05:iron_condor", "SPY-2024-06:iron_condor", "SPY-2024-07:iron_condor", "SPY-2024-08:iron_condor", "SPY-2024-09:iron_condor", "SPY-2024-10:iron_condor", "SPY-2024-11:iron_condor", "SPY-2024-12:iron_condor", "SPY-2025-01:iron_condor", "SPY-2025-03:iron_condor", "SPY-2025-04:iron_condor", "SPY-2025-05:iron_condor", "SPY-2025-08:iron_condor", "SPY-2025-10:iron_condor", "SPY-2025-11:iron_condor", "SPY-2025-12:iron_condor", "QQQ-2020-01:iron_condor", "QQQ-2020-07:iron_condor", "QQQ-2020-08:iron_condor", "QQQ-2020-09:iron_condor", "QQQ-2020-10:iron_condor", "QQQ-2020-11:iron_condor", "QQQ-2020-12:iron_condor", "QQQ-2021-01:iron_condor", "QQQ-2021-04:iron_condor", "QQQ-2021-07:iron_condor", "QQQ-2021-08:iron_condor", "QQQ-2021-09:iron_condor", "QQQ-2022-02:iron_condor", "QQQ-2022-03:iron_condor", "QQQ-2022-04:iron_condor", "QQQ-2022-05:iron_condor", "QQQ-2022-06:iron_condor", "QQQ-2022-07:iron_condor", "QQQ-2022-08:iron_condor", "QQQ-2022-10:iron_condor", "QQQ-2022-11:iron_condor", "QQQ-2022-12:iron_condor", "QQQ-2023-01:iron_condor", "QQQ-2023-03:iron_condor", "QQQ-2023-04:iron_condor", "QQQ-2023-05:iron_condor", "QQQ-2023-06:iron_condor", "QQQ-2023-07:iron_condor", "QQQ-2023-10:iron_condor", "QQQ-2023-11:iron_condor", "QQQ-2024-08:iron_condor", "QQQ-2024-12:iron_condor", "QQQ-2025-01:iron_condor", "QQQ-2025-05:iron_condor", "QQQ-2025-07:iron_condor", "QQQ-2025-08:iron_condor", "QQQ-2025-10:iron_condor", "QQQ-2025-11:iron_condor", "QQQ-2025-12:iron_condor", "IWM-2020-01:iron_condor", "IWM-2020-07:iron_condor", "IWM-2020-08:iron_condor", "IWM-2020-09:iron_condor", "IWM-2020-10:iron_condor", "IWM-2020-11:iron_condor", "IWM-2021-02:iron_condor", "IWM-2021-04:iron_condor", "IWM-2021-05:iron_condor", "IWM-2021-07:iron_condor", "IWM-2021-08:iron_condor", "IWM-2021-11:iron_condor", "IWM-2022-02:iron_condor", "IWM-2022-03:iron_condor", "IWM-2022-08:iron_condor", "IWM-2022-09:iron_condor", "IWM-2022-10:iron_condor", "IWM-2022-11:iron_condor", "IWM-2023-02:iron_condor", "IWM-2023-03:iron_condor", "IWM-2023-04:iron_condor", "IWM-2023-05:iron_condor", "IWM-2023-07:iron_condor", "IWM-2023-08:iron_condor", "IWM-2023-09:iron_condor", "IWM-2023-10:iron_condor", "IWM-2023-11:iron_condor", "IWM-2023-12:iron_condor", "IWM-2024-01:iron_condor", "IWM-2024-02:iron_condor", "IWM-2024-03:iron_condor", "IWM-2024-05:iron_condor", "IWM-2024-09:iron_condor", "IWM-2024-10:iron_condor", "IWM-2024-11:iron_condor", "IWM-2025-01:iron_condor", "IWM-2025-04:iron_condor", "IWM-2025-05:iron_condor", "IWM-2025-08:iron_condor", "IWM-2025-11:iron_condor" ], "source": "trades.csv -> quote_lineage.csv -> raw/*#/dataset/", "predicate": "strategy == 'iron_condor' AND window_id in common six-profile intersection" }, { "claim_id": "headline:long_straddle", "metrics": { "n_trades": 133, "n_months": 65, "wins": 56, "win_rate": 0.42105263157894735, "mean_net_bps": -17.592177419269156, "mean_mid_bps": -2.921943953014766, "mean_execution_drag_bps": 14.670233466254391, "rank": 6 }, "trade_ids": [ "SPY-2020-02:long_straddle", "SPY-2020-05:long_straddle", "SPY-2020-07:long_straddle", "SPY-2020-08:long_straddle", "SPY-2020-09:long_straddle", "SPY-2020-10:long_straddle", "SPY-2020-11:long_straddle", "SPY-2020-12:long_straddle", "SPY-2021-01:long_straddle", "SPY-2021-02:long_straddle", "SPY-2021-04:long_straddle", "SPY-2021-05:long_straddle", "SPY-2021-06:long_straddle", "SPY-2021-07:long_straddle", "SPY-2021-08:long_straddle", "SPY-2021-10:long_straddle", "SPY-2021-11:long_straddle", "SPY-2021-12:long_straddle", "SPY-2022-01:long_straddle", "SPY-2022-02:long_straddle", "SPY-2022-03:long_straddle", "SPY-2022-04:long_straddle", "SPY-2022-05:long_straddle", "SPY-2022-06:long_straddle", "SPY-2022-07:long_straddle", "SPY-2022-08:long_straddle", "SPY-2022-10:long_straddle", "SPY-2022-11:long_straddle", "SPY-2023-01:long_straddle", "SPY-2023-03:long_straddle", "SPY-2023-04:long_straddle", "SPY-2023-05:long_straddle", "SPY-2023-07:long_straddle", "SPY-2023-08:long_straddle", "SPY-2023-10:long_straddle", "SPY-2024-01:long_straddle", "SPY-2024-02:long_straddle", "SPY-2024-04:long_straddle", "SPY-2024-05:long_straddle", "SPY-2024-06:long_straddle", "SPY-2024-07:long_straddle", "SPY-2024-08:long_straddle", "SPY-2024-09:long_straddle", "SPY-2024-10:long_straddle", "SPY-2024-11:long_straddle", "SPY-2024-12:long_straddle", "SPY-2025-01:long_straddle", "SPY-2025-03:long_straddle", "SPY-2025-04:long_straddle", "SPY-2025-05:long_straddle", "SPY-2025-08:long_straddle", "SPY-2025-10:long_straddle", "SPY-2025-11:long_straddle", "SPY-2025-12:long_straddle", "QQQ-2020-01:long_straddle", "QQQ-2020-07:long_straddle", "QQQ-2020-08:long_straddle", "QQQ-2020-09:long_straddle", "QQQ-2020-10:long_straddle", "QQQ-2020-11:long_straddle", "QQQ-2020-12:long_straddle", "QQQ-2021-01:long_straddle", "QQQ-2021-04:long_straddle", "QQQ-2021-07:long_straddle", "QQQ-2021-08:long_straddle", "QQQ-2021-09:long_straddle", "QQQ-2022-02:long_straddle", "QQQ-2022-03:long_straddle", "QQQ-2022-04:long_straddle", "QQQ-2022-05:long_straddle", "QQQ-2022-06:long_straddle", "QQQ-2022-07:long_straddle", "QQQ-2022-08:long_straddle", "QQQ-2022-10:long_straddle", "QQQ-2022-11:long_straddle", "QQQ-2022-12:long_straddle", "QQQ-2023-01:long_straddle", "QQQ-2023-03:long_straddle", "QQQ-2023-04:long_straddle", "QQQ-2023-05:long_straddle", "QQQ-2023-06:long_straddle", "QQQ-2023-07:long_straddle", "QQQ-2023-10:long_straddle", "QQQ-2023-11:long_straddle", "QQQ-2024-08:long_straddle", "QQQ-2024-12:long_straddle", "QQQ-2025-01:long_straddle", "QQQ-2025-05:long_straddle", "QQQ-2025-07:long_straddle", "QQQ-2025-08:long_straddle", "QQQ-2025-10:long_straddle", "QQQ-2025-11:long_straddle", "QQQ-2025-12:long_straddle", "IWM-2020-01:long_straddle", "IWM-2020-07:long_straddle", "IWM-2020-08:long_straddle", "IWM-2020-09:long_straddle", "IWM-2020-10:long_straddle", "IWM-2020-11:long_straddle", "IWM-2021-02:long_straddle", "IWM-2021-04:long_straddle", "IWM-2021-05:long_straddle", "IWM-2021-07:long_straddle", "IWM-2021-08:long_straddle", "IWM-2021-11:long_straddle", "IWM-2022-02:long_straddle", "IWM-2022-03:long_straddle", "IWM-2022-08:long_straddle", "IWM-2022-09:long_straddle", "IWM-2022-10:long_straddle", "IWM-2022-11:long_straddle", "IWM-2023-02:long_straddle", "IWM-2023-03:long_straddle", "IWM-2023-04:long_straddle", "IWM-2023-05:long_straddle", "IWM-2023-07:long_straddle", "IWM-2023-08:long_straddle", "IWM-2023-09:long_straddle", "IWM-2023-10:long_straddle", "IWM-2023-11:long_straddle", "IWM-2023-12:long_straddle", "IWM-2024-01:long_straddle", "IWM-2024-02:long_straddle", "IWM-2024-03:long_straddle", "IWM-2024-05:long_straddle", "IWM-2024-09:long_straddle", "IWM-2024-10:long_straddle", "IWM-2024-11:long_straddle", "IWM-2025-01:long_straddle", "IWM-2025-04:long_straddle", "IWM-2025-05:long_straddle", "IWM-2025-08:long_straddle", "IWM-2025-11:long_straddle" ], "source": "trades.csv -> quote_lineage.csv -> raw/*#/dataset/", "predicate": "strategy == 'long_straddle' AND window_id in common six-profile intersection" }, { "claim_id": "headline:call_calendar", "metrics": { "n_trades": 133, "n_months": 65, "wins": 44, "win_rate": 0.3308270676691729, "mean_net_bps": -17.17179706153958, "mean_mid_bps": -1.339727480788961, "mean_execution_drag_bps": 15.832069580750618, "rank": 5 }, "trade_ids": [ "SPY-2020-02:call_calendar", "SPY-2020-05:call_calendar", "SPY-2020-07:call_calendar", "SPY-2020-08:call_calendar", "SPY-2020-09:call_calendar", "SPY-2020-10:call_calendar", "SPY-2020-11:call_calendar", "SPY-2020-12:call_calendar", "SPY-2021-01:call_calendar", "SPY-2021-02:call_calendar", "SPY-2021-04:call_calendar", "SPY-2021-05:call_calendar", "SPY-2021-06:call_calendar", "SPY-2021-07:call_calendar", "SPY-2021-08:call_calendar", "SPY-2021-10:call_calendar", "SPY-2021-11:call_calendar", "SPY-2021-12:call_calendar", "SPY-2022-01:call_calendar", "SPY-2022-02:call_calendar", "SPY-2022-03:call_calendar", "SPY-2022-04:call_calendar", "SPY-2022-05:call_calendar", "SPY-2022-06:call_calendar", "SPY-2022-07:call_calendar", "SPY-2022-08:call_calendar", "SPY-2022-10:call_calendar", "SPY-2022-11:call_calendar", "SPY-2023-01:call_calendar", "SPY-2023-03:call_calendar", "SPY-2023-04:call_calendar", "SPY-2023-05:call_calendar", "SPY-2023-07:call_calendar", "SPY-2023-08:call_calendar", "SPY-2023-10:call_calendar", "SPY-2024-01:call_calendar", "SPY-2024-02:call_calendar", "SPY-2024-04:call_calendar", "SPY-2024-05:call_calendar", "SPY-2024-06:call_calendar", "SPY-2024-07:call_calendar", "SPY-2024-08:call_calendar", "SPY-2024-09:call_calendar", "SPY-2024-10:call_calendar", "SPY-2024-11:call_calendar", "SPY-2024-12:call_calendar", "SPY-2025-01:call_calendar", "SPY-2025-03:call_calendar", "SPY-2025-04:call_calendar", "SPY-2025-05:call_calendar", "SPY-2025-08:call_calendar", "SPY-2025-10:call_calendar", "SPY-2025-11:call_calendar", "SPY-2025-12:call_calendar", "QQQ-2020-01:call_calendar", "QQQ-2020-07:call_calendar", "QQQ-2020-08:call_calendar", "QQQ-2020-09:call_calendar", "QQQ-2020-10:call_calendar", "QQQ-2020-11:call_calendar", "QQQ-2020-12:call_calendar", "QQQ-2021-01:call_calendar", "QQQ-2021-04:call_calendar", "QQQ-2021-07:call_calendar", "QQQ-2021-08:call_calendar", "QQQ-2021-09:call_calendar", "QQQ-2022-02:call_calendar", "QQQ-2022-03:call_calendar", "QQQ-2022-04:call_calendar", "QQQ-2022-05:call_calendar", "QQQ-2022-06:call_calendar", "QQQ-2022-07:call_calendar", "QQQ-2022-08:call_calendar", "QQQ-2022-10:call_calendar", "QQQ-2022-11:call_calendar", "QQQ-2022-12:call_calendar", "QQQ-2023-01:call_calendar", "QQQ-2023-03:call_calendar", "QQQ-2023-04:call_calendar", "QQQ-2023-05:call_calendar", "QQQ-2023-06:call_calendar", "QQQ-2023-07:call_calendar", "QQQ-2023-10:call_calendar", "QQQ-2023-11:call_calendar", "QQQ-2024-08:call_calendar", "QQQ-2024-12:call_calendar", "QQQ-2025-01:call_calendar", "QQQ-2025-05:call_calendar", "QQQ-2025-07:call_calendar", "QQQ-2025-08:call_calendar", "QQQ-2025-10:call_calendar", "QQQ-2025-11:call_calendar", "QQQ-2025-12:call_calendar", "IWM-2020-01:call_calendar", "IWM-2020-07:call_calendar", "IWM-2020-08:call_calendar", "IWM-2020-09:call_calendar", "IWM-2020-10:call_calendar", "IWM-2020-11:call_calendar", "IWM-2021-02:call_calendar", "IWM-2021-04:call_calendar", "IWM-2021-05:call_calendar", "IWM-2021-07:call_calendar", "IWM-2021-08:call_calendar", "IWM-2021-11:call_calendar", "IWM-2022-02:call_calendar", "IWM-2022-03:call_calendar", "IWM-2022-08:call_calendar", "IWM-2022-09:call_calendar", "IWM-2022-10:call_calendar", "IWM-2022-11:call_calendar", "IWM-2023-02:call_calendar", "IWM-2023-03:call_calendar", "IWM-2023-04:call_calendar", "IWM-2023-05:call_calendar", "IWM-2023-07:call_calendar", "IWM-2023-08:call_calendar", "IWM-2023-09:call_calendar", "IWM-2023-10:call_calendar", "IWM-2023-11:call_calendar", "IWM-2023-12:call_calendar", "IWM-2024-01:call_calendar", "IWM-2024-02:call_calendar", "IWM-2024-03:call_calendar", "IWM-2024-05:call_calendar", "IWM-2024-09:call_calendar", "IWM-2024-10:call_calendar", "IWM-2024-11:call_calendar", "IWM-2025-01:call_calendar", "IWM-2025-04:call_calendar", "IWM-2025-05:call_calendar", "IWM-2025-08:call_calendar", "IWM-2025-11:call_calendar" ], "source": "trades.csv -> quote_lineage.csv -> raw/*#/dataset/", "predicate": "strategy == 'call_calendar' AND window_id in common six-profile intersection" } ], "benchmark_price_change_bps": 93.6341952192398, "completed_trades": 4164, "excluded": 588, "common_windows": 133, "common_months": 65, "common_by_symbol": { "IWM": 40, "QQQ": 39, "SPY": 54 }, "independent_cashflow_check": { "status": "passed", "trades": 4164, "legs": 8744, "maximum_absolute_error_usd": "1.06E-11" } }