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6 Comments

  1. Erick C
    May 29, 2019 @ 9:04 pm

    I liked the Attribute ranges concept for the 10% OTM entries. I feel like it can be applied 50% profit target exit strategy. Thoughts?

    Reply

    • spintwig.com
      June 2, 2019 @ 9:10 pm

      Not sure I understand your question. Are you asking about backtesting different profit target ranges? If so, I tested 25% or 21 DTE, 50% or 21 DTE, 75% or expiration and expiration. I’m organizing the results and intent to share in future posts 🙂

      Reply

  2. Sean Zhou
    September 7, 2020 @ 9:21 pm

    I like your comparison among the 3 options back-testing platforms. But there is another one: cmlVZ TradeMachine. What do you think of that compared to OptionStack?

    Reply

    • spintwig.com
      September 9, 2020 @ 9:56 pm

      Hmm, I haven’t given that one a try yet. I’ll look into it.

      Reply

  3. John
    February 4, 2021 @ 9:29 pm

    which backtest program do you use for your backtests listed on this site?

    Reply

    • spintwig.com
      February 4, 2021 @ 9:44 pm

      I use custom tools that I’ve built. There were too many challenges and gaps with 3rd party tools to build effective, transparent models.

      Reply

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