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A rigorous validation process

At Campus Opciones we don't settle for theories. Every strategy we present has gone through a rigorous backtesting process with real market data, including real bid-ask spreads, commissions, and multiple robustness tests.

Our process includes: In-Sample/Out-of-Sample analysis, Monte Carlo simulations, Walk-Forward Analysis, and validation with synthetic data. Only the strategies that pass ALL the tests make it here.

FLAGSHIP STRATEGY

Campus Opciones Strategy (ECO)

Combines smart rotation between assets with systematic income generation through options. Includes an anti-whipsaw filter to reduce unnecessary trades.

VALIDATED
11,41%
Annualized return
-15,39%
Max Drawdown
1,25
Sharpe Ratio
0,74
Calmar Ratio
14 years
Period (2012–2026)
$45.400
Result ($10.000 initial)

Two time horizons

U.S. 2007–2026 · ~19 years
~11% Annualized ret.
-19,8% Max Drawdown
$73.818 Final result

Includes the 2008 Great Financial Crisis

Europe (UCITS) 2012–2026 · 14 years
11,41% Annualized ret.
-15,39% Max Drawdown
$45.400 Final result

Executable from a European account (Interactive Brokers)

Comparison vs S&P 500 (2007–2026)

Annualized return
S&P 500
10,66%
ECO
11,41%
+7% more annualized return. Beating the benchmark index with far less risk.
Maximum drawdown (Max Drawdown)
S&P 500
-55,19%
ECO
-15,39%
72% less risk. The same ride, but with a seatbelt on.
Risk-adjusted return (Sharpe Ratio)
S&P 500
0,61
ECO
1,25
Twice the efficiency. More return for every unit of risk taken.

Robustness Tests

In-Sample / Out-of-Sample

The strategy IMPROVES in the unseen period (+54% return)

PASSED
Monte Carlo (1.000 sim.)

100% probability of positive return across all simulations.

PASSED
Walk-Forward (5 windows)

Works in any subperiod. Positive return across all 5 windows.

PASSED
Synthetic Data (100 sim.)

75th percentile in return. Not an artifact of the historical data.

ROBUST

What we're NOT telling you (yet)

The exact entry and exit logic, the optimal parameters, and the step-by-step implementation plan will be available soon for Campus Opciones members.

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Real Costs (full transparency)

Real costs calculated with Interactive Brokers commissions for European accounts.

Account size Return after costs Return after taxes (Spain)
$10.000 ~10,9% ~9,5%
$30.000 ~11,2% ~9,8%
$50.000+ ~11,4% ~10,0%

Viable from $10.000. Optimal with $30.000+.

Risk note

The largest historical drawdown was -15,39% in 2022 when stocks AND bonds fell simultaneously. Although the strategy protects significantly relative to the market, all investing carries a risk of loss. Past results do not guarantee future results.

Our validation process

Every strategy goes through 4 phases before being published. No exceptions.

1

Idea and Hypothesis

We start from a clear hypothesis based on solid financial principles, not on spurious patterns.

2

Real Backtesting

Real bid-ask options data (nearly 20 years). No after-the-fact adjustments or optimizations.

3

Robustness Tests

IS/OS, Monte Carlo (1.000 sim.), Walk-Forward (5 windows), synthetic data. It must pass ALL of them.

4

Final Validation

Real cost analysis, execution feasibility, and verification with European UCITS data.

Coming Soon — More Strategies

STRATEGY #2

Premium Generator

Steady income generation through systematic option selling.

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STRATEGY #3

Dynamic Shield

Adaptive hedging that protects against sharp market drops.

IN DEVELOPMENT
STRATEGY #4

European Wheel

The Wheel strategy adapted to European regulation and taxation.

IN DEVELOPMENT
STRATEGY #5

Inverse Volatility

Systematically profiting from the mean reversion of volatility.

IN RESEARCH

Every new strategy goes through our 4-phase validation process before being published. We don't publish anything we haven't tested exhaustively with nearly 20 years of real data.

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Disclaimer: The results shown come from backtesting with real historical options data (2007–2026). Returns include real bid-ask spreads but do not include commissions or taxes except where indicated. Past returns do not guarantee future returns. This does not constitute financial advice. Trading options involves a significant risk of loss.