Strategy Fit Cheat Sheet

Portfolio scenarios group selected trades by objective, such as Max Combined Score, Max Theta, or Max Income. They are not advice or automatic allocation. They show what a model-built group looks like before you add any of those trades to the Exposure Aggregator.

Income-focused users often start with covered calls, cash-secured puts, credit spreads, and iron condors. The key question is whether the premium is worth the downside, margin, event risk, and portfolio-level Greek exposure.

Common fits include stock opportunities, covered calls, bull call debit spreads, bull put credit spreads, and bull diagonals. Compare upside cap, downside risk, net delta, and capital required.

Common fits include bear put debit spreads, bear call credit spreads, and bear diagonals. Compare max loss, expected return, event risk, and whether the position adds too much negative delta.

Common fits include iron condors, covered calls, cash-secured puts, and some calendars. Focus on breakeven range, short strike placement, premium collected, and event risk.

Premium-selling strategies can become more attractive when implied volatility is high, but high volatility also means larger expected movement. Compare premium against max loss and event risk rather than yield alone.

Debit spreads and long-volatility structures may fit better when options are relatively cheap. The key trade-off is paying premium and needing movement or volatility expansion before time decay hurts the position.

Events can make premium look attractive and risk look deceptively small. Review event flags, breakeven distance, implied move, and residual risk before treating any event-window trade as routine.