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SPY short vertical put spread 45 DTE Bundle

$399.00

This download contains all 40 strategies associated with this study. 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: SPY
  • Strategy: Short Vertical Put Spread
  • Days to Expiration: 45; 28, 62
  • Date Range Start: 2007-01-03
  • Date Range End: 2019-06-11
  • Entry Days: Daily
  • Trade Timing: 3:46pm ET
  • Number of occurrences: 123750

Link to study

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