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Options backtesting

Every options claim we have tested or queued, grouped by how the trade is built. Written tests first, then the full list.

3 written · 11 queued

Written so far

Everything else below is queued

By strategy

Grouped by how the trade is built
CREDIT SPREADS — ONE SIDE, DEFINED RISK
TestMarketVerdict
Bull put spread · 16Δ · 45 DTENewSPYPending
Bear call spread · 20Δ · downtrendNewSPYPending
IRON CONDORS AND FLIES — BOTH SIDES AT ONCE
TestMarketVerdict
Iron condor · 10Δ wings · 30 DTESPXPending
0-DTE iron fly · morning entrySPXPending
Broken-wing butterflySPXPending
THE WHEEL AND COVERED CALLS — PREMIUM ON SHARES
TestMarketVerdict
The wheel · high-IV namesSingle namesPending
Covered call on a held portfolioBlue chipPending
Poor man's covered callQQQPending
CALENDARS AND DIAGONALS — TIME AGAINST TIME
TestMarketVerdict
Calendar spread into earningsMega-capPending
UNDEFINED RISK — NO FLOOR UNDER THE LOSS
TestMarketVerdict
Naked strangle · 5ΔFuturesPending
Ratio spread · 1x2IndexPending
▸ Grouped by how the trade is built, not by how it is marketed. Two strategies with different names and the same risk shape sit together.

Everything in one table

For comparing across strategies
OPTIONS — SORTED BY EXPECTANCY
Options strategies, sorted by expectancy
StrategyMarket Trades Win % Expectancy Verdict
Bull put spread · 16Δ · 45 DTENewSPY Pending
Iron condor · 10Δ wings · 30 DTENewSPX Pending
The wheel · high-IV namesSingle names Pending
Bear call spread · 20Δ · downtrendNewSPY Pending
Poor man's covered callQQQ Pending
Calendar spread into earningsMega-cap Pending
0-DTE iron fly · morning entrySPX Pending
Covered call on a held portfolioBlue chip Pending
Naked strangle · 5ΔFutures Pending
Ratio spread · 1x2Index Pending
Broken-wing butterflySPX Pending
▸ This list is the queue, not the results. A row only carries a verdict once its test has been run and published.
Stock backtesting → How a verdict is decided