Short SPY wheel 7 DTE Bundle

Description

Trade log details:

• Symbol: SPY
• Strategy: Wheel
• Days to Expiration: 7; 3, 11
• Date Range Start: 2010-06-04 (trade logs cover a broader timeframe per below)
  • 2007-03-06 for 5D
  • 2007-01-09 for 10D-50D
• Date Range End: 2021-02-10
• Entry Days: Roll
• Trade Timing: 3:46pm ET
• Number of occurrences: 6102 (3051 short puts and 3051 short calls)

Link to study