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Managed Futures
Crescent Bay Capital Management - Conservative Growth Index Program - AlphaMaven Performance Report
November 2024 - Managed Futures
Crescent Bay Capital Management - Conservative Growth Index Program - AlphaMaven Performance Report
The Conservative Growth Index Program (CGIP) is an options income strategy designed for consistent positive annual returns while minimizing risk. It involves selling weekly S&P 500 futures put options with less than 1 delta exposure, translating to less than a 1% chance of the position reaching the strike price and aims to exit positions before expiration at a predetermined profit tar