What was tested
ATM Call Calendar on IWM
- Strategy
- UnderlyingiShares Russell 2000 ETF (IWM)
- Structures tested
- Cadencemonthly / up to 15 sessions
- ProtocolOptions-Only Volatility Tournament v3
Evidence and readiness
Not measurable.
The live rule requires a complete liquid near/far option pair. Historical evidence could not supply it reliably, so neither ROI nor win rate exists. Paper observation cannot repair a signal that is usually unavailable at decision time.
Validation ROINot measured
Adverse-cost ROINot measured
Win rateNot measured
Completed trades0
Sharpe ratioNot measured
Max drawdownNot measured
PAPER-OBSERVATION DECISION
Not measurable
The live rule requires a complete liquid near/far option pair. Historical evidence could not supply it reliably, so neither ROI nor win rate exists. Paper observation cannot repair a signal that is usually unavailable at decision time.
SAFETY
No paper-order eligibility
This version cannot create a paper order because it did not meet the experimental queue rule. The deployment contains no live-order URL.