All Backtests

3 min read

AAPL – Apple Inc.

• AAPL Short Put 0 DTE Cash-Secured
• AAPL Short Put 45 DTE Cash-Secured
• AAPL Short Put 45 DTE Leveraged
• AAPL Long Day Trade

AMZN – Amazon.com, Inc.

• AMZN Short Put 45 DTE Cash-Secured

BTC – Bitcoin

• BTC Long Day Trade

DIA – SPDR Dow Jones Industrial Average

• DIA Short Put 7 DTE Cash-Secured
• DIA Short Put 7 DTE Leveraged
• DIA Short Put 45 DTE Cash-Secured
• DIA Short Put 45 DTE Leveraged

DIS – Walt Disney Co

• DIS Short Put 0 DTE Cash-Secured
• DIS Short Put 45 DTE Cash-Secured

EEM – MSCI Emerging Markets Index

• EEM Short Put 7 DTE Cash-Secured
• EEM Short Put 7 DTE Leveraged
• EEM Short Put 45 DTE Cash-Secured
• EEM Short Put 45 DTE Leveraged

GLD – SPDR Gold Trust

• GLD Short Put 7-365 DTE (LEAPS) Leveraged s2 signal
• GLD Short Put 7 DTE Leveraged s2 signal
• GLD Short Put 45 DTE Cash-Secured
• GLD Short Put 45 DTE Leveraged
• GLD Short Put 45 DTE Leveraged s2 signal

IWM – Russel 2000 Index (includes RUT)

• RUT Short Put 7-365 DTE LEAPS Leveraged s4 signal
• IWM Short Put 7 DTE Cash-Secured
• IWM Short Put 7 DTE Leveraged
• IWM Short Put 45 DTE Cash-Secured
• IWM Short Put 45 DTE Leveraged
• RUT Short Put 45 DTE Leveraged s4 signal
• IWM Long Day Trade

MU – Micron Technology, Inc.

• MU Short Put 45 DTE Cash-Secured

QQQ – Nasdaq 100 Index

• QQQ Short Put 7 DTE Cash-Secured
• QQQ Short Put 7 DTE Leveraged
• QQQ Short Put 45 DTE Cash-Secured
• QQQ Short Put 45 DTE Leveraged

SLV – iShares Silver Trust

• SLV Short Put 45 DTE Cash-Secured

SPY – S&P 500 Index (includes SPX)

• SPY Long Put 10% OTM and 30% OTM Tail Hedging
• SPY Long Put 30% OTM Tail Hedging
• Left Tail Hedging with Volga
• SPY Long Put 45 DTE Optimal Hedging
• SPY Long Call 45 DTE
• SPY Long Call 730 DTE LEAPS
• SPY Short Put 0 DTE Cash-Secured
• SPY Short Put 0 DTE Leveraged
• SPY Short Put 0, 7, 45 DTE Leveraged Comparison
• SPY Short Put 2-3 DTE M,W,F “BigERN Strategy” (guest post, part 5)
• SPY Short Put 2-3 DTE M,W,F “BigERN Strategy” commission compare (guest post, part 6)
• SPX Short Put 2-3 DTE M,W,F “BigERN Strategy” (guest post, part 9)
• SPX Short Put 7-365 DTE LEAPS Leveraged s1 signal
• SPY Short Put 7 DTE Leveraged
• SPX Short Put 7 DTE Leveraged s1 signal
• SPY Short Put 45 DTE Cash-Secured
• SPY Short Put 45 DTE Leveraged
• SPX Short Put 45 DTE Leveraged s1 signal
• Selling options outperformed in these 3 VIX environments
• SPX Short Vertical Put Spread 7 DTE s1 signal
• SPY Short Vertical Put Spread 45 DTE
• SPY Short Call 0 DTE Cash-Secured
• SPY Short Call 0 DTE Leveraged
• SPX Short Call 7 DTE Leveraged s1 signal
• SPY Short Call 45 DTE Cash-Secured
• SPY Short Call 45 DTE Leveraged
• SPY Short Straddle 45 DTE
• SPY Short Strangle 45 DTE
• SPY Short Iron Condor 45 DTE
• SPY Wheel 0 DTE
• SPY Wheel 7 DTE
• SPY Wheel 45 DTE
• SPX Poor-Man’s Covered Call (PMCC) 7 DTE 5-delta
• Making Money in Your Sleep: A Look at Overnight Returns
• A Bad Case of the Fridays: A Look at Daily Market Returns
• SPY s1 signal Equity Backtest
• SPY Moon Phase Equity Backtest

T – AT&T Inc.

• T Short Put 45 DTE Cash-Secured
• T Short Put 45 DTE Leveraged

TLT – Barclays 20+ Yr Treasury Bond

• TLT Short Put 45 DTE Cash-Secured
• TLT Short Put 45 DTE Leveraged

TSLA – Tesla, Inc.

• TSLA Short Put 45 DTE Cash-Secured

USO – United States Oil Fund

• USO Short Put 45 DTE Cash-Secured
• USO Short Put 45 DTE Leveraged
• USO Short Call 45 DTE Cash-Secured

VIX – S&P 500 Volatility Index

• VIX Futures Historical Performance
• Trading VIX Options with the s1 Signal

VXX – S&P 500 VIX Short-Term Futures

• VXX Short Call 45 DTE Cash-Secured
• VXX Short Call 45 DTE Leveraged
• VXX Short Vertical Call Spread 45 DTE

VZ – Verizon Communications Inc.

• VZ Short Put 45 DTE Cash-Secured
• VZ Short Put 45 DTE Leveraged

Other

• Cumulative Income: Investing in Preferred Shares
• mREIT Preferred Share Dashboard

• FIRE The Tax Man: The Ultimate Guide to Taxes in Early Retirement (USA)

• Retail Broker Business Model

• Options Backtesting With OptionStack
• Backtesting Mechanics

• The Ultimate Guide to Cost-Effective Road Cycling

• 20 Things I Learnt after 1,100 Tinder Matches (April Fools 2022)

Mini Series

• How to Trade Options Efficiently: Part 1
  • brokerage selection
  • opening positions
  • managing positions
• How to Trade Options Efficiently: Part 2
  • leverage
  • capital allocation
  • overstatement of delta premium
  • overstatement of duration premium
  • tax-efficient scaling
• How to Trade Options Efficiently: Part 3
  • trade occurrences
  • capital efficiency
  • Micro e-Mini Futures