0 DTE Delta and Price Differences
Haven't been writing for awhile, thought this simple study was interesting to put it out. To be honest
Technical Credit Spread Advance Backtest
As I get more and more complex into these advance backtest, sometimes I also find it hard to write it
Iron Condor Credit Target Backtest 2
This is somewhat a part 2 of the previous post:
Iron Condor Credit Target BacktestDisclaimer - The OptionOmega links in
2 July 2023 SPX Weekly - Fly
Accuracy: 65/72 (90.28%)
SPX below 4400 - Wrong!
Changes and Updates on SPX Weekly
Before I go into
11 June 2023 SPX Weekly - Correction
Accuracy: 65/71 (91.55%)
SPX above 4200 - Correct!
Paper Trade
SPX closed 4298, which is within the profit
Iron Condor Credit Target Backtest
Disclaimer - The OptionOmega links in this post are all my referral links with 50% discount. This is the full
4 Jun 2023 SPX Weekly - Break
Accuracy: 64/70 (91.43%)
SPX above 4100 - Correct!
Paper Trade
Basically took full loss on last week'
28 May 2023 SPX Weekly - Bull
Accuracy: 63/69 (91.30%)
SPX above 4100 - Correct!
Last Week
SPX had a strong rally closing Friday above
21 May 2023 SPX Weekly - Higher
Accuracy: 62/68 (91.17%)
SPX above 3900 - Correct!
Paper Trade
SPX landed into max profit area, just slightly,
VIX and Gap Scenario IC Backtest
It's been awhile since I write about backtest because the backtest I've been doing recently is