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Proving ground · strategy

The Pendulum: $50,000 became $59,491 by selling options every day

Picture an apartment you rent out by the night. The apartment may gain or lose value, but the rent comes in every day. For the Pendulum the apartment is BTC and ETH, and the rent is the premium on the options it sells daily, while it holds bought insurance against a crash.

Four versions run side by side on a $50,000 base. The best one, with storm insurance, is at $59,491. The pure version without insurance is at $47,256, and we show both.

Deribit · BTC · ETHupdated 26.09.2026
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$59,491best version · $50,000 base
$47,256pure version, no insurance
$14,376premium collected
309option sales
$104average premium per day
138days since 11.05
THE PENDULUM · 4 VERSIONS · BTC+ETH · $50K BASE · DAILY POINTSupdated 25.09.2026
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Real bid/ask prices and fees in all four versions. The gap between grey and blue is what the insurance adds.

🔬 The research behind it

The insurance turns the drawdown into a gain in this window. 18+ weeks of forward data is a tracker, not proof: we are proving it on two years of history.

Paper trading at real Deribit bid/ask prices, fees included: the account is virtual, the prices and spreads are real. The sample is still small, so this is a live working journal, not a proven edge and not investment advice. The exact parameters stay behind the paywall; the record, losses included, is public.

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