Need advise to assess risk beyond standard portfolio delta, risk adj returns, concentration, cap use
My portfolio is doing well and it starts to feel too good to be true. Ive looked at all metrics above and they stay within the limits or norms.
I don’t have much time accumulated for proper risk eval, only 3.5 month which is nothing.
On the other side, 3.5mo wasn’t exactly super calm vol declining easy markets. It’s been favorite for premium sellers for sure but I also saw lots of people struggle and actively manage loosing positions
My capital usage right now is 75% and feels comfortable for cash secured acct
I thought to use usual 85-95 but probably I’ll keep it at 75-80 for now
Any advice what else I can look to calculate and find possible risks? Or should just wait and let market stress test it?
Context: portfolio is low six fig IRA, mix of all kind of names, short premium via naked options and some covered calls for div. Nothing super special. All trade ideas and position management via software I develop. I choose what to trade but not how to select strikes or close it.