Hypotheses
ETH FOMC Event-Insurance Premium: Defined-Risk Weekly Iron Condor
Test whether ETH option insurance purchased before scheduled FOMC announcements is overpriced relative to realized announcement risk. Sell a protected, same-expiry Deribit iron condor before the announcement and close…
Hypothesis
Test whether ETH option insurance purchased before scheduled FOMC announcements is overpriced relative to realized announcement risk. Sell a protected, same-expiry Deribit iron condor before the announcement and close afterward. Use actual option prices and completed 4-HOUR bars through RollingOptionsStrategy. Market decisions execute at the signal close, the supported continuous-market equivalent of next-bar-open execution. ETH-PERPETUAL.DERIBIT supplies the clock and spot reference and is not traded. Expand all four historical option IDs into extra_instruments before verification. Obtain scheduled announcement dates and release timestamps from the [Federal Reserve calendar and linked historical statements](https://www.federalreserve.gov/monetarypolicy/fomccalendars.htm). The calendar source does not supply this trading strategy.
Backtest and paper results are hypothetical. Trading involves risk of loss.