EFA Dynamic BuyWrite Strategy
12 June 2025S&P500 Systematic Put Spread
15 June 2025One Pager
EEM Strength Target Strategy
By Validus - 15 June 2025
EEM Strength Target Strategy

Kambiz Kazemi, Chief Investment Officer
Summary
The EEM Dynamic BuyWrite Strategy enhances exposure to emerging markets by systematically selling short-dated call options on EEM. This rules-based overlay seeks to generate recurring income and reduce downside risk, resulting in lower volatility and a smoother return profile than a traditional long-only EEM allocation.
What's inside
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Strategy overview
- Performance vs. EEM ETF
- Backtested results from 2012–2025
- Downside risk management
Source
Bloomberg and Validus Risk Management
