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GLD

GLD short put 50 Delta s2 signal Bundle

$99.00

This download contains all 5 strategies associated with this study + the boolean s2 signal log. Each strategy is comprised of 4 files:

  • StrategySummary.csv
  • StrategyStats.csv
  • StrategyReturns.csv
  • StrategyTrades.csv

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View the file attributes and attribute definitions.

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Description

Trade log details:

  • Symbol: GLD
  • Strategy: Short Put
  • Delta: 50; 42, 58
  • Date Range Start: 2008-06-03 (study starts on 2010-07-01)
  • Date Range End: 2022-01-13 (study ends on 2021-12-31)
  • Entry Days: Daily; s2 signal
  • Trade Timing: 3:46pm ET
  • Number of occurrences: 16676

Link to leveraged daily entry and s2 signal study

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