More Alpha. Less Risk.

We run a portfolio of a variety of options strategies that has historically (live trading, not hypothetical) resulted in a far superior return than that of the broad market, with superior risk-adjusted metrics.

We are NOT:

  • An iron condor fund
  • A covered call fund
  • Short vol-only fund
  • Directionally biased


  • Volatility-focused
  • Risk-aware
  • Skew-aware

Click below to see if you qualify

(no contact info required)

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Which would you prefer?

Sporting a smoother equity curve, superior alpha, better risk-adjusted metrics, lower volatility, and less drawdown, the question is not one of preference, but one of availability.

*All performance data collected and analyzed using the SPX index from 2/1/18 - 9/30/19. Past performance does not guarantee future results.



Average Monthly Return: +1.68%
vs. S&P 500 +0.36%

Sortino Ratio: 14.33
vs. S&P 500 0.70

Calmar Ratio: 6.81
vs. S&P 500 0.90

Max Drawdown: (8.74%)
vs. S&P 500 (14.33%)



(no contact info required)

Limited to 10 investors

Due to an uncertain liquidity cap for the strategy, we are scaling this portfolio slowly. As a result, this strategy is currently open to 10 investors at a fixed investment amount, at which point we will close the opportunity to new investors while we assess ongoing liquidity. If liquidity is sufficient, we will open a second round in 2020. 

(No contact info required)

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