Crescent Bay Capital Management - Fixed Premium Managed Program - AlphaMaven Performance Report
The Fixed Premium Managed Program (FPMP) aims for returns independent of the S&P 500 Benchmark. It minimizes risk through fixed profit targets, low multiple stops, laddered entries, and long positioned short-expiration options in rising volatility (VIX) environments. The strategy involves selling far out-of-the money weekly S&P 500 ES futures put options with premiums set over t