Most traders stare at price and guess. The options market has already shown its hand.

The Put/Call open-interest ratio on Taiwan index (TXF) options reveals how large option writers are positioned. This strategy doesn't forecast — it follows that positioning into TXF longs.

Where the edge comes from

When put OI keeps rising relative to call OI, big sellers are writing puts and leaning bullish. The strategy trades PCR's deviation from its recent baseline: enter as positioning strengthens, exit as it normalizes. Long-only, with monthly-settlement exits and volatility-targeted sizing.

Why it holds up

Backtested on 12 years of daily data across multiple bull and bear regimes. Monthly-settlement exits avoid delivery risk; volatility targeting shrinks size in turbulent markets — that's how max drawdown stays at 9.4%.

Backtest performance (2014–2026, 12 yrs, daily)

Long sample, shallow drawdown, stable across regimes. Backtest results, not a guarantee of future performance.

The strategy is free. The hard part is keeping it running.

The logic is right here. But making it read Taiwan Futures Exchange (TAIFEX) data daily, align settlement dates, size positions, and execute 24/7 without missing a fill — that's the infrastructure traditional quant burns weeks on. BlaveClaw runs that chain for you. You're not paying for the strategy; you're paying to keep it live.

Start in 3 steps

• ① Install BlaveClaw
• ② Add credit (from 300 TWD) to start your BlaveClaw
• ③ Tell it "load the official TXF PCR strategy" → one-click deploy, running 24/7

You don't build it yourself — the official strategy is free, one line loads it. From 300 TWD to start; then you pay only for runtime: server from 1.6 TWD/hr, platform 3 TWD/hr, plus AI usage.

Install BlaveClaw and put this strategy to work today →