⚠️ Model-based results. Option structures (iron condors, credit spreads, strangles, and the atm_option expression) are priced with Black-Scholes using VIX1D / VIX9D / VIX as an IV proxy plus a simple skew — not real historical option quotes. Price-only strategies use free Yahoo bars (5m ≈ last 60 sessions, 1h ≈ 2 years, daily since 1993). Past/model performance ≠ future results. Not financial advice.