Backtesting

This podcast walks through the two macro trend bots we built to demonstrate how you can start leveraging the new automation tools at Option Alpha to trade either stocks or options in a trend.

It’s well documented that investors not only chase performance, ultimately yielding sub-par performance in pursuit, but they also do not have enough patience to stick with strategies long enough. My hope is that it ends today. You should objectively look at strategies for what their expected outcome range is, not what it’s done recently.

In this episode, we use backtesting results take a deeper look at whether it is more profitable to sell options 60 days out or 30 days out from expiration.

On this episode, we use our backtesting software to analyze the results of a weekly bull call spread in DIA, the Dow Jones Industrial Average ETF, and its performance compared to a monthly bull call spread in DIA.

In this episode we're going to use our new Trader's Toolbox and options backtesting software to test win rates when selling options.

In this podcast episode we use our new options backtesting software to analyze credit spread backtests on DIA. We wanted to find out if higher implied volatility collects higher premium when selling put credit spreads.

In this show I reveal the results from our call debit spread backtest we ran on AAPL and how changing the strike prices impacted the overall returns and drawdowns of this bullish strategy. If you've ever thought of buying options, you need to listen to this show.

Trading timelines & durations are often confusing and cumbersome for new investors. We'll look at how they affect the performance results of a straddle backtest.

In this episode we use our new backtesting software to observe the effect different position sizing has on the returns of an iron condor.