Covered Call Backtest: Finding The Best Maturity, Strike, IV, And Earnings Methods

It was just a statement based on logic. Try this after the fact test: find a stretch of prices when there is a run away run-up and see what buying calls will get you - big profit.

Of course you have to know when there is a "run away bull market", otherwise all the calls that ended up worthless will eat up all your profits. There is no free lunch in options.

It will take me months to calculate one stock and it is beyond my capability to run a combined 30 large cap stocks. You won't get any answer from me.

 

Not rare, we just assume that we roll the call to the next trade.

 

If it is a lot of work for professional organization like yours, just imagine an amateur retail trying to do this on his own!

 

I wouldn't have started if I knew it was this hard. After I started I was too stubborn to quit.