SPY

SPY long call 45 DTE Bundle

$199.00

This download contains all 20 strategies associated with this study. Each strategy is comprised of 4 files:

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

DOWNLOAD SAMPLE

View the file attributes and attribute definitions.

Category: Bundle Log Tags: 45 DTE log, Long Call log, SPY log

Description

Description

Trade log details:

Symbol: SPY
Straetgy: Long Call
Days to Expiration: 45; 28, 62
Date Range Start: 2007-01-03
Date Range End: 2020-05-01
Entry Days: Daily
Trade Timing: 3:46pm ET
Number of occurrences: 66683

Recent Comments

spintwig.com: Makes sense. I this scenario the client was seeking to over…
ANDREW DURRETT: It always feel wrong to me to compare the performance of be…
spintwig.com: I use custom tools that I've built. There were too many cha…
John: which backtest program do you use for your backtests listed…
spintwig.com: Hi Tim! It depends how that subset basket is comprised. The…

Archives