AlphaGBM BPS Backtest

Backtests the Bull Put Spread (short put + long put at lower strike) as a mechanical strategy over 2018–present on any ticker, with two passes per call:

1. With Signal — only enters when the per-ticker FearScore is ≥ your threshold
2. No Signal (Control) — enters unconditionally every Monday

The side-by-side comparison shows whether the signal is doing work, or whether you're paying 1 credit for noise.

Parameters

All optional except ticker: