Backtests
7 DTE 20 / 10 delta Short Put Spread Strategy
This is my current 7 dte list and how I trade 20/10 delta Short Put Spreads for weekly paychecks. I was trading 7/1 delta, but the backtesting helped show me that I was leaving a lot of money on the table. It is important I stay mechanical with these trades. Read more…
Backtests
3 DTE 10/5 delta Iron Condor Strategy
This is my current list of 3 dte Iron Condor trades. Finding The Right Candidates The criteria for stocks to make it on my 3 DTE list is very simple: I look at the last 5 years of data of certain stocks and the Return on Capital must be 100% Read more…
Backtests
IWM / RUT 10 Delta / 90 DTE / Exit @ 28 DTE / 2X Stop / Years 2011-2020
Swing trading has always been my edge over the years. I have since added backtesting into my tool chest. It allows me to look at certain trades in a different light, tweak what I have been trading, and provide a bit more psychological confidence. I have run the data through Read more…
Featured Post
Calendar Spreads – Notes from Mark Mosley Presentation
These notes are taken from the Raleigh “Durham Group Meeting Mark Mosley Calendar Spreads” found on youtube. Here is an updated presentation to the original. Tax Considerations IRS section 1256 trades are taxed at a rate of 40% short term Capital Gains (like your paycheck) and 60% long term Capital Read more…
Backtests
At a Glance – SPX 5 delta Naked Put Daily Trade
At a Glance – August 13, 2016 – August 13, 2021 90 DTE, exit @ 66 days 90 DTE, Exit 66 dte, 300% Stop Loss 90 DTE, Exit 66 dte, 200% Stop Loss 90 DTE, Exit 66 dte, 100% Stop Loss 90 DTE, exit @ 30 days 90 DTE, Exit Read more…
Backtests
At a Glance – SPX 5 delta Strangle Daily Trade
At a Glance – August 13, 2016 – August 13, 2021 90 DTE, exit @ 66 days 90 DTE, Exit 66 dte, 300% Stop Loss 90 DTE, Exit 66 dte, 200% Stop Loss 90 DTE, Exit 66 dte, 100% Stop Loss 90 DTE, exit @ 30 days 90 DTE, Exit Read more…
Backtests
SPX “Scattered, Smothered, Chunked, Diced, Covered, and Topped”
Tell us: How do you like your SPX strategy? Scattered, Smothered, Covered, Chunked, Diced, and Topped, please. Those who live in or are from the Southern US will get the reference. To the rest of you not from my neck of the woods, come in, kick your shoes off, and Read more…
Backtests
TSLA 7dte 16 delta Short Put Spread Study
I am only going back to January 1st, 2021 because this trade has been working for me during this time. I will keep trading it until it no longer works then move on. TSLA has been a consistent profit maker as volatility has calmed down, for the most part, since Read more…