Crude historical backtest
Daily-bar replay of buying an ATM debit call spread every rebuy_every trading days and closing after hold_days, priced with Black-Scholes under a fixed 30% IV assumption. Not the real backtest harness — the real one lives in packages/backtest/ and isn’t implemented. This tool exists for sanity-checking only; its output is not allocator-grade.
Presets
Parameters
Entry filters & exits — optional
IV sensitivity: SPY's realized vol in 2024 was ≈ 12–15%, NVDA ≈ 40–55%, TSLA ≈ 45–70%. Picking IV well below the actual realized vol biases spreads to look cheap on entry and rich on exit; picking it above does the opposite. There is no free lunch in this knob.