Finding 3808Emerging EvidenceValidation V0
On SPY, options improved Sortino and reduced tail risk despite higher volatility. Priced via Black--Scholes (VIX, IRX), rebalanced 21 days on 200 returns; omissions: costs, exposure caps; overfitting risk remains.
75%Confidence
1Evidence objects
v1Version
DraftStatus
Evidence trail
Supporting75% linkage confidence
On SPY, options improved Sortino and reduced tail risk despite higher volatility. Priced via Black--Scholes (VIX, IRX), rebalanced 21 days on 200 returns; omissions: costs, exposure caps; overfitting risk remains.
key_findings bullet 3 · key_findings
Inspect source: Enhanced indexation using both equity assets and index options →This Finding was extracted from the configured corpus. It is versioned, traceable, and may evolve through editorial review or new corpus evidence.