Understanding the Disaster Recovery Calculator
This calculator answers the most important question after a bad trade: what return do I now need to get back to even, and which recovery path produces it fastest? The math is not symmetric — losses always require disproportionately larger gains to recover, and ignoring that asymmetry is how small drawdowns become permanent ones.
The Recovery Math
The core formula:
Required gain to recover = Loss % / (1 - Loss %)A 50% loss requires a 100% gain to return to flat. A 75% loss requires tripling the remaining capital. This is why position sizing and the whitelist filter exist upstream.
The Four Recovery Paths
- Roll down and out. Move the short put to a lower strike and longer expiration, collecting net credit. Best when the drawdown is modest (under 15%).
- Deep ITM covered call. After assignment, sell an ITM CC to generate immediate extrinsic income while giving up upside.
- Convert to PMCC. Sell assigned shares, buy a deep ITM LEAPS call, sell short-dated calls against it. Restores capital efficiency at the cost of leverage.
- Accept the loss and redeploy. Close the position, take the realized loss, and redeploy fresh capital into a whitelist-compliant CSP. Often the fastest mathematical path.
Worked Example
Assume you were assigned AMZN at $200 and shares now trade at $160. Drawdown: 20%. Required gain to recover: 25%.
Path A — Deep ITM CC. Sell the 30-DTE $150 call for $13.00. Intrinsic = $10, extrinsic = $3.00. Monthly extrinsic income = $3/share.
Path D — Take the loss. Close at $160, redeploy $16,000 into a fresh whitelist CSP yielding ~1.0% weekly. Recovering the $4,000 takes roughly 25 weeks. Often the fastest mathematical path, despite feeling the worst.
Bottom Line
Losses are asymmetric. The four recovery paths each have a specific math signature. Compute them honestly, pick the highest expected return per unit of capital, and never let ego override the spreadsheet.
Educational only. Not investment, tax, or legal advice.