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SPX short call 7 DTE s1 signal Bundle

$109.00

This download contains all 5 strategies associated with this study, an unpublished 50-delta strategy + the boolean s1 signal log. Each strategy is comprised of 4 files:

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

DOWNLOAD SAMPLE

View the file attributes and attribute definitions.

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Description

Trade log details:

  • Symbol: SPX
  • Strategy: Short Call
  • Days to Expiration: 7; 3, 11
  • Date Range Start: 2007-01-05
  • Date Range End: 2021-08-31
  • Entry Days: Daily; s1 signal
  • Trade Timing: 3:46pm ET
  • Number of occurrences: 19450

Link to leveraged daily entry and s1 signal study

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