Trading Russell 2000 options with the s4 signal generated 2.9x greater risk-adjusted returns.
Based on RUT short put 45-DTE 5-delta trades from Jan 3 2007 to Aug 31 2022 when signal is true vs opening a position every trading day. Past performance is no guarantee of future results.
A daily trading signal subscription for Russell 2000 options.
Supports short put and short vertical put strategies from 7 DTE to 365 DTE.
Research suggests the s4 signal can outperform buy-and-hold.
Using the s4 signal yielded greater total and risk-adjusted return and shallower max drawdown vs a 100% IWM total return portfolio.
Based on RUT short put 45-DTE 16, 30 and 50-delta trades from Jan 3 2007 to Aug 31 2022 when signal is true vs buy/hold IWM with dividends reinvested. Past performance is no guarantee of future results.
72%
Greater
Total Return
157%
Greater
Risk-Adjusted Return
40%
Shallower
Max Drawdown
Based on RUT short put 45-DTE 50-delta trades from Jan 3 2007 to Aug 31 2022 when signal is true vs buy/hold IWM with dividends reinvested. Past performance is no guarantee of future results.
Research suggests the s4 signal can outperform daily entry.
Using the s4 signal yielded greater total and risk-adjusted return and shallower max drawdown vs a daily-entry strategy while placing 43% fewer trades.
Based on RUT short put 45-DTE 5, 10, 16 and 50-delta trades from Jan 3 2007 to Aug 31 2022 when signal is true vs opening a position every trading day. Past performance is no guarantee of future results.
68%
Greater
Total Return
192%
Greater
Risk-Adjusted Return
43%
Shallower
Max Drawdown
Based on RUT short put 45-DTE 5-delta trades from Jan 3 2007 to Aug 31 2022 when signal is true vs opening a position every trading day. Past performance is no guarantee of future results.
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