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SPY wheel 7 DTE Bundle

$49.00

This download contains all 5 strategies associated with this study. Each strategy is comprised of 1 file:

  • StrategyTrades.csv

DOWNLOAD SAMPLE

View the file attributes and attribute definitions.

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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

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