VXX

VXX short vertical call spread 45 DTE Bundle

$199.00

This download contains all 20 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, Short Vertical Call log, VXX log

Description

Description

Trade log details:

Symbol: VXX
Strategy: Short Vertical Call Spread
Days to Expiration: 45; 28, 62
Date Range Start: 2010-06-01
Date Range End: 2019-01-31
Entry Days: Daily
Trade Timing: 3:46pm ET
Number of occurrences: 42171

Recent Comments

spintwig.com: Off the top of my head, I'd wager that it would underperfor…
Richard Meadows: Hi spintwig, how would rolling at 60DTE work in this scenar…
spintwig.com: Yes, but these are adjusted for SPX (10x SPY and hence 10x …
spintwig.com: Thanks for reaching out Ryan -- Adding stop losses would be…
Ryan J: Your commissions are over $7,000?! Trading 7 DTE option = 5…

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