Trading S&P 500 options with the s1 signal generated 4.2x greater risk-adjusted returns.
A daily trading signal subscription for S&P 500 and VIX options.
Supports short put and short vertical put strategies from 3 DTE to 180 DTE.
Research suggests the s1 signal can outperform buy-and-hold.
Using the s1 signal yielded greater total and risk-adjusted return and shallower max drawdown vs a 100% SPY total return portfolio.
Research suggests the s1 signal can outperform daily entry.
Using the s1 signal yielded greater total and risk-adjusted return and shallower max drawdown vs a daily-entry strategy while placing 46% fewer trades.
Based on short SPX put 45-DTE 5-delta, 10-delta and 50-delta trades from Jan 3 2007 to Jul 30 2021 when signal is true vs opening a position every trading day. Past performance is no guarantee of future results.