Short SPY wheel 0 DTE Bundle

Description

Trade log details:

• Symbol: SPY
• Strategy: Wheel
• Days to Expiration: 0; 0, 3
• Date Range Start: 2018-03-01 (trade logs cover a broader timeframe per below)
  • 2007-03-27 for 5D
  • 2007-03-14 for 10D and 30D
  • 2007-01-17 for 16D and 50D
• Date Range End: 2021-02-16
• Entry Days: Roll
• Trade Timing: 3:46pm ET
• Number of occurrences: 9388 (4694 short puts and 4694 short calls)

Link to study