IVLP breakthrough in the past 6 weeks:
'Both traders and $IVLP holders made money'
- Total PNL against users: (including yesterday crazy day): 3280+ for IVLP (2.7% APR)
- Total PNL against users: (excluding yesterday crazy day): 14280+ for IVLP (12% APR)
- Total fees generated: ~30,000 (around 15-25% APR, got expanded to 50% with POL)
- Index price action: down ~2.5% from $BERA price being down [ 20% $BERA , 20% $BTC , 10% $ETH , 50% $HONEY ]
Net total:
- Worst case > 15-20% APR
- Best case > 50-60% APR
- Risk > Adjusted for safety following this month parameters
What we need to optimize for:
- Optimize for dynamic IV to be more reflexive
- Optimize for selling experience (covered calls puts and all the good stuff you like)
- Optimize on the reflexivity of non-deribit listed assets like $BERA (system worked as intended but can be better)
tldr: the experiment working amazingly well so far
carpe diem




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