feat(EXEC-001A): add named strategy templates
This commit is contained in:
Bu5hm4nn
253
config/strategy_templates.json
Normal file
253
config/strategy_templates.json
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@@ -0,0 +1,253 @@
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{
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"templates": [
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{
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"template_id": "protective-put-atm-12m-v1",
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"slug": "protective-put-atm-12m",
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"display_name": "Protective Put ATM",
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"description": "Full downside protection using a 12-month at-the-money put.",
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"template_kind": "protective_put",
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"status": "active",
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"version": 1,
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"underlying_symbol": "GLD",
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"contract_mode": "continuous_units",
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"legs": [
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{
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"leg_id": "protective-put-atm-12m-v1-leg-1",
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"side": "long",
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"option_type": "put",
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"allocation_weight": 1.0,
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"strike_rule": {
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"rule_type": "spot_pct",
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"value": 1.0
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},
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"target_expiry_days": 365,
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"quantity_rule": "target_coverage_pct",
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"target_coverage_pct": 1.0
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}
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],
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"roll_policy": {
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"policy_type": "hold_to_expiry",
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"days_before_expiry": null,
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"rebalance_on_new_deposit": false
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},
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"entry_policy": {
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"entry_timing": "scenario_start_close",
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"stagger_days": null
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},
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"tags": [
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"system",
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"protective_put",
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"conservative"
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],
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"created_at": "2026-03-24T00:00:00+00:00",
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"updated_at": "2026-03-24T00:00:00+00:00"
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},
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{
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"template_id": "protective-put-95pct-12m-v1",
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"slug": "protective-put-95pct-12m",
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"display_name": "Protective Put 95%",
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"description": "Lower-cost 12-month protective put using a 95% spot strike.",
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"template_kind": "protective_put",
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"status": "active",
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"version": 1,
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"underlying_symbol": "GLD",
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"contract_mode": "continuous_units",
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"legs": [
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{
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"leg_id": "protective-put-95pct-12m-v1-leg-1",
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"side": "long",
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"option_type": "put",
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"allocation_weight": 1.0,
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"strike_rule": {
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"rule_type": "spot_pct",
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"value": 0.95
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},
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"target_expiry_days": 365,
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"quantity_rule": "target_coverage_pct",
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"target_coverage_pct": 1.0
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}
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],
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"roll_policy": {
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"policy_type": "hold_to_expiry",
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"days_before_expiry": null,
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"rebalance_on_new_deposit": false
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},
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"entry_policy": {
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"entry_timing": "scenario_start_close",
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"stagger_days": null
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},
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"tags": [
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"system",
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"protective_put",
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"balanced"
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],
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"created_at": "2026-03-24T00:00:00+00:00",
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"updated_at": "2026-03-24T00:00:00+00:00"
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},
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{
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"template_id": "protective-put-90pct-12m-v1",
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"slug": "protective-put-90pct-12m",
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"display_name": "Protective Put 90%",
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"description": "Cost-sensitive 12-month protective put using a 90% spot strike.",
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"template_kind": "protective_put",
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"status": "active",
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"version": 1,
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"underlying_symbol": "GLD",
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"contract_mode": "continuous_units",
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"legs": [
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{
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"leg_id": "protective-put-90pct-12m-v1-leg-1",
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"side": "long",
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"option_type": "put",
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"allocation_weight": 1.0,
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"strike_rule": {
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"rule_type": "spot_pct",
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"value": 0.9
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},
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"target_expiry_days": 365,
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"quantity_rule": "target_coverage_pct",
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"target_coverage_pct": 1.0
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}
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],
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"roll_policy": {
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"policy_type": "hold_to_expiry",
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"days_before_expiry": null,
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"rebalance_on_new_deposit": false
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},
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"entry_policy": {
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"entry_timing": "scenario_start_close",
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"stagger_days": null
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},
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"tags": [
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"system",
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"protective_put",
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"cost_sensitive"
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],
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"created_at": "2026-03-24T00:00:00+00:00",
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"updated_at": "2026-03-24T00:00:00+00:00"
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},
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{
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"template_id": "ladder-50-50-atm-95pct-12m-v1",
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"slug": "ladder-50-50-atm-95pct-12m",
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"display_name": "Laddered Puts 50/50 ATM + 95%",
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"description": "Split hedge evenly across ATM and 95% strike 12-month puts.",
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"template_kind": "laddered_put",
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"status": "active",
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"version": 1,
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"underlying_symbol": "GLD",
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"contract_mode": "continuous_units",
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"legs": [
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{
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"leg_id": "ladder-50-50-atm-95pct-12m-v1-leg-1",
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"side": "long",
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"option_type": "put",
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"allocation_weight": 0.5,
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"strike_rule": {
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"rule_type": "spot_pct",
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"value": 1.0
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},
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"target_expiry_days": 365,
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"quantity_rule": "target_coverage_pct",
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"target_coverage_pct": 1.0
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},
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{
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"leg_id": "ladder-50-50-atm-95pct-12m-v1-leg-2",
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"side": "long",
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"option_type": "put",
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"allocation_weight": 0.5,
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"strike_rule": {
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"rule_type": "spot_pct",
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"value": 0.95
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},
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"target_expiry_days": 365,
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"quantity_rule": "target_coverage_pct",
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"target_coverage_pct": 1.0
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}
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],
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"roll_policy": {
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"policy_type": "hold_to_expiry",
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"days_before_expiry": null,
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"rebalance_on_new_deposit": false
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},
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"entry_policy": {
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"entry_timing": "scenario_start_close",
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"stagger_days": null
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},
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"tags": [
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"system",
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"laddered_put",
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"balanced"
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],
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"created_at": "2026-03-24T00:00:00+00:00",
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"updated_at": "2026-03-24T00:00:00+00:00"
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},
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{
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"template_id": "ladder-33-33-33-atm-95pct-90pct-12m-v1",
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"slug": "ladder-33-33-33-atm-95pct-90pct-12m",
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"display_name": "Laddered Puts 33/33/33 ATM + 95% + 90%",
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"description": "Three-layer 12-month put ladder across ATM, 95%, and 90% strikes.",
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"template_kind": "laddered_put",
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"status": "active",
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"version": 1,
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"underlying_symbol": "GLD",
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"contract_mode": "continuous_units",
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"legs": [
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{
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"leg_id": "ladder-33-33-33-atm-95pct-90pct-12m-v1-leg-1",
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"side": "long",
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"option_type": "put",
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"allocation_weight": 0.3333333333333333,
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"strike_rule": {
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"rule_type": "spot_pct",
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"value": 1.0
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},
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"target_expiry_days": 365,
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"quantity_rule": "target_coverage_pct",
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"target_coverage_pct": 1.0
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},
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{
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"leg_id": "ladder-33-33-33-atm-95pct-90pct-12m-v1-leg-2",
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"side": "long",
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"option_type": "put",
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"allocation_weight": 0.3333333333333333,
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"strike_rule": {
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"rule_type": "spot_pct",
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"value": 0.95
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},
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"target_expiry_days": 365,
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"quantity_rule": "target_coverage_pct",
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"target_coverage_pct": 1.0
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},
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{
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"leg_id": "ladder-33-33-33-atm-95pct-90pct-12m-v1-leg-3",
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"side": "long",
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"option_type": "put",
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"allocation_weight": 0.3333333333333333,
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"strike_rule": {
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"rule_type": "spot_pct",
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"value": 0.9
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},
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"target_expiry_days": 365,
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"quantity_rule": "target_coverage_pct",
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"target_coverage_pct": 1.0
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}
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],
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"roll_policy": {
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"policy_type": "hold_to_expiry",
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"days_before_expiry": null,
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"rebalance_on_new_deposit": false
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},
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"entry_policy": {
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"entry_timing": "scenario_start_close",
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"stagger_days": null
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},
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"tags": [
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"system",
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"laddered_put",
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"cost_sensitive"
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],
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"created_at": "2026-03-24T00:00:00+00:00",
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"updated_at": "2026-03-24T00:00:00+00:00"
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}
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]
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}
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