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The Trade Busters

109 - The Immaculate Quarter - Q2 2023

Jul 3, 2023
11:23

Podcast summary created with Snipd AI

Quick takeaways

  • The Theta Engine strategy achieved a 100% win rate in Q2 2023, attributing its success to the relentless rally in the market and low volatility levels.
  • The Earn 3.0 strategy has shown consistent monthly profits with a PCR of 35.1% and a return on buying power of 126%, despite lower win rate than the back test suggests.

Deep dives

Theta Engine's Immaculate Quarter

The podcast episode discusses the performance of the Theta Engine strategy, which achieved a 100% win rate for Q2 and a 99.3% win rate for the first half of 2023. The strategy had a premium capture of 57.7% year to date, with no losers in Q2. The episode attributes this success to the relentless rally in the market from April to June, where the market was up 8.3% in the second quarter. The low volatility levels and small credit prices have also contributed to the strategy's performance.

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