Trader Profile

My core exposure is built through spot and perpetual positions, while downside and tail risk are structurally managed using options. Every position is evaluated on a net risk basis after hedging. Trades without defined downside are not taken.

The strategy is designed to perform across market regimes — bull trends, range-bound markets, and volatility shocks. During stress events, convexity from options is expected to meaningfully offset spot losses, reshaping the return distribution rather than eliminating drawdowns entirely.

Risk management is rule-based and non-discretionary. Position sizing, drawdown limits, exposure caps, and hedge costs are predefined and enforced at the portfolio level. Capital protection has priority over return optimization.

I do not sell insurance or run short-volatility portfolios. Portfolio vega is maintained neutral to positive, with controlled theta bleed accepted only in exchange for convex payoff during adverse market moves.

• Medium-term swing horizon (days to weeks)

 • Systematic spot exposure with options-based tail risk protection

 • Positive or neutral skewness of returns

 • Low drawdown profile relative to underlying volatility

 • Strict capital and drawdown controls

This approach is suitable for investors seeking asymmetric return profiles, disciplined risk governance, and resilience during market dislocations, rather than maximum headline performance in favorable regimes.