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In this thread, I will post some interesting Options Backtesting results that have worked previously. Results are for last 1 year starting from 2018 on EOD options data.
#optionsbacktesting #opstra
#optionsbacktesting #opstra
Options Backtesting Results for Post Earnings in #SBIN. Entered Short Strangle/Straddle one day after earnings results are out and held till expiry.
Last 5 quarters
Short Strangle - 100% winrate , 30% returns
Short Straddle - 80% winrate, 46% returns
opstra.definedge.com/backtesting
Last 5 quarters
Short Strangle - 100% winrate , 30% returns
Short Straddle - 80% winrate, 46% returns
opstra.definedge.com/backtesting
Same as above, Post-Earnings in #SBIN. Short Strangle/Straddle entered 1 day post the earnings results and held till expiry.
Results of last 5 years (21 quarters)
opstra.definedge.com/backtesting
#opstra #optionsbacktesting
Results of last 5 years (21 quarters)
opstra.definedge.com/backtesting
#opstra #optionsbacktesting
