Illegal Activity
none
Blackmail
none
Date
Unknown
Document Type
other
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:41
Summary
The document outlines the performance metrics of CYES, a portfolio of short index option spreads on the S&P 500, managed by Harvest Volatility Management. It details the strategy's risk management, liquidity, and historical returns, highlighting its performance in various market conditions.
Metadata
- Subject
- CYES Performance Metrics
- Sender
- Richard L. Selvala, Jr.
- Recipients
- —
- Document ID
- DB-SDNY-0089096
- Date
- —
Relationships 2
| Entity 1 | Relationship | Entity 2 | Description |
|---|---|---|---|
| Richard L. Selvala, Jr. | Employment | HARVEST | Richard L. Selvala, Jr. is the Chief Executive Officer of HARVEST |
| Harvest Volatility Management, LLC | Compliance | SEC | Harvest Volatility Management, LLC and its service provider, reserve the right to monitor and archive all e-mail in compliance with the rules of the SEC. |
Notable Quotes 2
Manages a portfolio of short index option spreads (modified iron condors) on the S&P 500 to generate option premium with limited risk
Performs best when the equity market is generally range bound or trending at a moderate level (i.e., doesn't care whether the market goes up or down, but doesn't like extreme collapses (or surges) in the S&P 500).
Financial Information
Amounts:-5%+3.6%-0.7%+3.5%-2.8%-3.8%2.33%1%
Assets:
- short index option spreads (modified iron condors) on the S&P 500
Raw Analysis JSON
click to expand
Themes
Financial transactions/money flowBusiness dealings
Organizations 4
HARVESTHarvest Volatility Management, LLCSECS&P 500
Locations 3
New York, NY420 Lexington Avenue - Suite 2620SDNY
Text Analysis
- Tone
- Professional
- Purpose
- To provide information about the performance metrics of CYES, a portfolio of short index option spreads on the S&P 500.
- Significance
- The document provides details on the performance of a specific investment strategy, including its risk management, liquidity, and historical returns.
File Info
- File Name
- EFTA01387049.txt
- Dataset
- dataset_10
- Type
- Text
- Model
- gemini-2.0-flash-001
- Processed
- 2026-02-07T18:41:53.135200
- DOJ Source
- View on DOJ