V5: Rolling IV Skew
v52026-07-03159915.SZ Call K=4.0Every 5 min
Like v4 but rebuilds the full IV skew curve at each checkpoint. Compares v4 (single IV) vs v5 (skew IV) with rolling re-calibration.
Changelog:
v4 → Rolling single ATM IV every 5 min v5 → Rolling IV skew curve every 5 min — at each checkpoint, rebuild the full skew from all strikes
v4 → Rolling single ATM IV every 5 min v5 → Rolling IV skew curve every 5 min — at each checkpoint, rebuild the full skew from all strikes
v4 Wins
36/49
v5 Wins
13/49
Avg Improvement
-10.8%
Checkpoints
49