HedgeRoll
A hedged equity strategy designed to buffer exposure. The strategy builds and rolls hedges to manage risk.
Strategy
HedgeRoll uses a buffer zone — a range of out of the money strikes — to stage hedges. Positions are sized across a set number of tranches and rolled at a target expiration. This structure helps smooth exposure and limit drawdowns when the underlying moves.
Use Backtesting to run historical simulations. View results in Saved Backtests and the Backtest Analyzer. Subscribe to a configuration to run it live; active strategies appear under My HedgeRoll.
Run a backtest
Set ticker, date range, capital, and buffer zone (long put % OTM, short put % OTM). Results show an equity curve and performance stats; from there you can subscribe to this configuration.
Recommended parameters
Saved Backtests
View all your HedgeRoll backtests. Click View Details to open in the Analyzer.
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Backtest Analyzer
My HedgeRoll
Your HedgeRoll recommendation is based on your current portfolio allocation. Active HedgeRoll strategies are shown below.
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Trade History
Trades from your HedgeRoll strategies. View all in Trade Journal