NESTED-4LMulti-leg (4 fixed)

ActiveMath basis: Kunitomo–Ikeda double-barrier (path-dependent)Path-dependent: YES

Legs4

Branches3

CategoryAdvanced

LifecycleActive

Strategy semantics

4-leg iron-condor on underlying. Outer NOs (deep OTM) form insurance — almost guaranteed payout. Inner YESes (closer to spot) are touch options with asymmetric upside. Setup is profitable when underlying stays in the stay-tight zone or just touches one inner barrier.

When it works · when it fails

Works when

Underlying volatility low-to-moderate (σ ≈ 0.20–0.40 for crypto)
Time to expiry 5–30 days (sweet spot: 10–20d)
Spot close to centre of outer corridor
Liquid market on ALL 4 legs

Fails when

High vol regime (σ > 0.6) → outer breach probability dominates
T < 3d (insufficient time for inner touches) → T-cap rejects
Spot drift far from corridor centre → asymmetric breach risk

How to enter

Read-only mechanics and sizing context. Public docs expose no wallet, order, or account-specific controls.

Step 14-leg structure: outer_upper_NO + inner_upper_YES + inner_lower_YES + outer_lower_NO

Step 2Sizing: 3:1:1:3 canonical (outer NOs = insurance weight, inner YES = touch weight)

Step 3Recommended size: per composite cap framework

Step 4Displayed as a public candidate only when lifecycle and public-readiness gates clear

Sizing3:1:1:3

How to exit

Read-only scenario notes for path, timing, and barrier risk. Any off-dashboard workflow remains outside this public interface.

Approach outer barrier: review all 4 legs when spot is within 5% of either outer barrier ($90K or $70K example)Read-only

Approach inner barrier: HOLD (allows touch for Branch A profit)Read-only

Stay tight (Branch B, both inner missed): compare mark-to-market against holding by T−5dRead-only

Time decay: at T ≤ 2d, gamma whipsaw risk dominates the readoutRead-only

Public dashboard is read-only and exposes no action controlRead-only

Recent corridors

Last 10 public candidates with this variant. Select a row for the full read-only detail.

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NESTED-4LMulti-leg (4 fixed)

ActiveMath basis: Kunitomo–Ikeda double-barrier (path-dependent)Path-dependent: YES

Legs4

Branches3

CategoryAdvanced

LifecycleActive

Strategy semantics

When it works · when it fails

Works when

Underlying volatility low-to-moderate (σ ≈ 0.20–0.40 for crypto)
Time to expiry 5–30 days (sweet spot: 10–20d)
Spot close to centre of outer corridor
Liquid market on ALL 4 legs

Fails when

High vol regime (σ > 0.6) → outer breach probability dominates
T < 3d (insufficient time for inner touches) → T-cap rejects
Spot drift far from corridor centre → asymmetric breach risk

How to enter

Read-only mechanics and sizing context. Public docs expose no wallet, order, or account-specific controls.

Step 14-leg structure: outer_upper_NO + inner_upper_YES + inner_lower_YES + outer_lower_NO

Step 2Sizing: 3:1:1:3 canonical (outer NOs = insurance weight, inner YES = touch weight)

Step 3Recommended size: per composite cap framework

Step 4Displayed as a public candidate only when lifecycle and public-readiness gates clear

Sizing3:1:1:3

How to exit

Read-only scenario notes for path, timing, and barrier risk. Any off-dashboard workflow remains outside this public interface.

Approach outer barrier: review all 4 legs when spot is within 5% of either outer barrier ($90K or $70K example)Read-only

Approach inner barrier: HOLD (allows touch for Branch A profit)Read-only

Stay tight (Branch B, both inner missed): compare mark-to-market against holding by T−5dRead-only

Time decay: at T ≤ 2d, gamma whipsaw risk dominates the readoutRead-only

Public dashboard is read-only and exposes no action controlRead-only

Recent corridors

Last 10 public candidates with this variant. Select a row for the full read-only detail.

Loading recent corridors…