EEM Strength Target Strategy
15 June 2025Cboe® Validus® S&P 500® Dynamic BuyWrite Index
29 July 2025One Pager
S&P500 Systematic Put Spread
S&P500 Systematic Put Spread

Kambiz Kazemi, Chief Investment Officer
Summary
The S&P 500 Systematic Put Spread Strategy seeks to deliver long equity-like returns with improved risk-adjusted outcomes. By systematically holding short vertical put spreads on the S&P 500 with defined maturities, the strategy maintains controlled downside exposure while aiming to outperform traditional long-only positions over time.
What's inside
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Strategy overview
- Performance vs. S&P 500 TR Index
- Defined risk structure
- Historical data from 2006–2025
Source
Bloomberg and Validus Risk Management