4 Comments

  1. Tom
    October 18, 2019 @ 3:56 am

    Hi – graet job, but I have a quarrel with the 45 DTE, will you check the shortest available DTE anytime?

    Reply

    • spintwig.com
      October 19, 2019 @ 4:12 pm

      Thanks!

      Fair point. I intend to backtest a short-DTE (2ish?) strategy on this underlying to see if “turning over capital” faster makes a difference. Same for the AAPL short put and SPY short put studies. It’s in the works 🙂

      Reply

  2. JEI
    October 18, 2019 @ 3:23 pm

    I’m sorry, I’ve forgotten after reading so many of these: do these backtests ever open more than one position per day?

    Reply

    • spintwig.com
      October 19, 2019 @ 4:18 pm

      They do not; one position per day. If entry requirements are not met on a given day no position is opened. The 45 DTE strategies experience market exposure ~99% of the time.

      Reply

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