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