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4 Comments

  1. jack
    September 3, 2021 @ 12:06 pm

    I cannot find this PMCC backtest in the trade log store. Is it still available?

    Reply

    • spintwig.com
      September 4, 2021 @ 12:26 pm

      Good catch. It’s now in the trade log store as well as linked to the bottom of this study.

      Reply

  2. Ryan J
    May 21, 2022 @ 2:51 am

    Your commissions are over $7,000?! Trading 7 DTE option = 52 trades per year x 14 years = 728 trades (approximately). It is stated that commissions are $1 per trade.

    Reply

    • spintwig.com
      May 23, 2022 @ 12:00 am

      Yes, but these are adjusted for SPX (10x SPY and hence 10x the commission) since weekly SPY options didn’t exist in 2007. See “Note1” in the intro section at the beginning of the study as well as the paragraph before it for details and how to interpret numbers for use with SPY as opposed to SPX.

      Reply

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