Results for “walk-forward-analysis”
3 skillsMore results
Alphagbm Marks Cycle
Provides a single 0-100 cycle score blending VIX, SPY IV Rank, Put/Call ratio, and valuation percentile to determine offense vs. defense posture, based on Howard Marks' market cycle framework.
1.2k
Alphagbm Bps Backtest
Runs a side-by-side walk-forward backtest of a Bull Put Spread strategy with and without a FearScore entry signal, comparing performance metrics over ~8 years of daily data.
1.2k