Directional Funded Pair Max Debit %

Setting key
directional_funded_pair_max_debit_pct
Default
15%

What it does

Maximum net debit allowed for a funded pair structure, expressed as a percentage of the spread width. A funded pair consists of a directional debit spread funded by a credit spread on the opposite side. If the credit collected does not sufficiently offset the debit cost, the net debit becomes too large relative to the potential reward. This setting rejects funded pairs where the net debit exceeds this percentage of the spread width.

When to change it

Lower to 10% to require the credit side to substantially offset the debit, so it only enters well-funded pairs. Raise to 25% to allow entries where the credit only partially funds the debit. Only relevant when the directional engine is enabled.

Safe range

5% (must be nearly fully funded by the credit) to 30% (allows large net debit). Default 15%.

Example

5-wide bull call spread costs $1.20 debit. Selling a 5-wide put credit spread on the other side collects $0.90. Net debit = $0.30 on a $5 spread = 6% of spread width. Below the 15% cap, so the funded pair qualifies.

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