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SPX short put 45 DTE 16 Delta s1 signal Bundle

$29.99

This download contains all 1 strategy associated with this study + 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 Put
  • Duration: 45; 28, 62
  • Delta: 16; 10, 22
  • Date Range Start: 2007-01-03
  • Date Range End: 2022-11-17
  • Entry Days: Daily; s1 signal
  • Trade Timing: 3:46pm ET
  • Number of occurrences: 3984

Link to leveraged daily entry and s1 signal study

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