Trade Russell 2000 options with 2.9x greater risk-adjusted return using the s4 signal.
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 outperforms 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 SPY with dividends reinvested. Past performance is no guarantee of future results.
Research suggests the s4 signal outperforms 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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