Convexa Daily presents one systematic options strategy and its verified daily results. Results come from the author's own brokerage account, are published after the US close (New York time) and are not revised after publication. The single benchmark is the S&P 500 (SPY).
The site is intended for professional investors and is provided for information only. It is not investment advice, a recommendation, or an offer or solicitation of any kind.
The market analysis published alongside the results documents the conditions in which the strategy operated, distinguishing observed facts from calculations, interpretation and scenario analysis.
Convexa Strategy
Convexa Daily publishes the public track record of its own Convexa Strategy.
The strategy operates primarily in U.S. equity index options and is not built around consistently predicting the direction of the market. At its core are dynamic risk management and the systematic adjustment of market exposure as market conditions change.
The current architecture of Convexa Strategy is based on a combination of proprietary algorithms and analytical systems incorporating artificial intelligence. These systems are used to assess market conditions, analyse risk parameters, monitor the state of the portfolio and support decisions concerning changes in market exposure.
The development of this technological infrastructure enabled the transition to the strategy’s current operating model, in which risk management and exposure adjustment are carried out systematically on an ongoing basis.
The algorithms, models and trading logic underlying Convexa Strategy are proprietary and are not publicly disclosed.
What Convexa Daily Publishes
Convexa Daily provides a structured view of the market across several complementary areas of analysis.
Technical Analysis examines market structure, breadth, major index behaviour, momentum and key technical indicators.
Fundamental Analysis considers corporate earnings, revisions to expectations, market valuation, monetary conditions, credit markets and the principal macroeconomic factors affecting equities.
Volatility Analysis focuses on the options market, implied-volatility dynamics and changes in the structure of market risk, with primary emphasis on QQQ, the underlying of the current implementation.
Weekly Risk Map organises events and factors that may have material significance for financial markets over the forthcoming period.
Convexa Daily also publishes the actual performance history of Convexa Strategy alongside the S&P 500 (SPY), its only benchmark.
Performance Reporting
Published Convexa Strategy performance is based on actual brokerage-account data.
Actual performance is kept separate from calculated metrics, scenario analysis and stress testing. External contributions and withdrawals are not treated as trading gains or losses and are accounted for in accordance with the established performance methodology.
Convexa Daily seeks to maintain a continuous and verifiable record of published results. The Performance Methodology is documented separately and is applied consistently across the public track record.
Editorial Approach
Convexa Daily follows a simple principle: readers should be able to distinguish clearly between what happened, what was calculated, how the information is interpreted and what remains uncertain.
Facts are not presented as forecasts. Analytical interpretation is not presented as an established outcome. Scenario analysis and stress testing are not mixed with the actual performance record.
Political and geopolitical developments are considered solely through their potential effects on financial markets, interest rates, currencies, corporate earnings, trade, regulation and volatility.
Convexa Daily does not disclose its trading models, the internal logic of its algorithms or other proprietary elements of Convexa Strategy. The publication’s purpose is not to disclose the trading system, but to present performance, market context and analytical methodology with clarity and consistency.
Standards
Convexa Daily is guided by accuracy, historical integrity, methodological consistency and a clear distinction between fact, calculation and interpretation.
Publications may contain errors or require subsequent clarification. Material corrections are made in a manner designed to preserve the integrity of the historical record.
Convexa Daily is a research publication and does not provide personalised investment advice. Further information regarding performance methodology, risk, market-data sources, editorial standards and terms governing the use of the site is available in the relevant sections of the publication.