Backtesting Appendix (SFN)
Dual Currency
Last updated
Dual Currency
Last updated
The legend below indicates the historical incidence expiring in-fin (expiring with option in-the-money) during a 27 day period.
Dark green: Probability of earning 12%+ APY.
Medium green: Probability of earning 9.6%-12% APY.
Light green: Probability of earning 9.6% APY.
The median P&L impact due to diluted upside is calculated and noted beside the red boxes above the probability bar chart. The median P&L gain can be found next to the green boxes above the bar chart.
Bull Shark (BTC/USD) has a 19% probability of expiring in-fin (backtesting data Jan 2022 - June 2024). Note: APYs are a function of the underlying asset(s) tracked, the deposit asset, and market conditions.
Bull Shark (ETH/USD) has a 19% probability of expiring in-fin (backtesting data Jan 2022 - June 2024). Note: APYs are a function of the underlying asset(s) tracked, the deposit asset, and market conditions.
