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S_NEW_20
S_NEW_20 SPX Systematic Vol Premium
T2
PAPER
OOS Sharpe
—
Max Drawdown
—
PBO
—
Paper P&L
—
Kill Proximity
—
Live Sharpe 30d
—
Trades / Year
—
Win Rate
—
Signal Z-Score
-4.57
-0.38
3.81
IV vs Realized Vol
-0.26
0.13
0.52
ATM IV
RVol 20d
IV Premium
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