SPY

SPY long put 45 DTE Bundle

$299.00

This download contains all 30 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 Put log, SPY log

Description

Description

Trade log details:

Symbol: SPY
Strategy: Long Put
Days to Expiration: 45; 28, 62
Date Range Start: 2007-01-03
Date Range End: 2019-11-08
Entry Days: Daily
Trade Timing: 3:46pm ET
Number of occurrences: 66110

Recent Comments

spintwig.com: Yes, that is correct.…
spintwig.com: Rolling the untested side would be susceptible to whipsaw a…
phil2021: newbie question here on margin collateral held in SPY inste…
Matt: Correct me if I am wrong, but this back test does not seem …
spintwig.com: It's not in this comparison but it's listed in detail at ht…

Archives