RV 27% batch (2 points outperformance)

Runs: 500

RV mean: 26.91%

RV st dev: 1.21%

mean RV-IV: +1.91 vol points

P/L mean: +2.05 vol points

P/L st dev: 1.65 vol points

2 points of outperformance predicts earning 2 vega point with a standard deviation of 1.65 points.

Again with RV and IV being close together, the red and black lines are very similar.