Strategy: Selling Put Options: The Best Income Method?

Discussion in 'Options' started by botpro, Feb 28, 2016.

  1. syd697

    syd697

    Hi ORATS,

    I appreciate the look at our track record, but I'm not sure what your spreadsheet is signifying? Maybe elaborate? Thanks.
     
    #361     Oct 29, 2019
  2. Matt_ORATS

    Matt_ORATS Sponsor

    Hi Syd
    The spreadsheet represents the results of the strategy backtest for the rules I estimated from the results on your site.
    [​IMG]
    I backtested the symbols above with the rules above. I used a 20% margin as you did.
    Matt
     
    #362     Oct 31, 2019
  3. syd697

    syd697

    Hi ORATS, thanks for the follow-up.

    We don't use a model or automated software to make these trades, so there is no set parameters. I manually find and research every trade, and each has its own unique features.

    I'm just not sure your results accurately reflects what we do, or have done, since you have estimated what might go into each trade. Thanks though!
     
    #363     Oct 31, 2019
  4. Matt_ORATS

    Matt_ORATS Sponsor

    Hi Syd
    I like your strategy. Let me know if you want to discuss adjusting the backtest to be more in line with your unique features or if it is even possible. We have the ability to add a re-entry rule like you use to make the results closer to yours. Even though we may not be able to match your strategy, it might be useful in to your clients and prospective clients to see performance of a generic strategy like yours. Also, with the backtester you can adjust the parameters, such as days to expiration and exit critieria, to see how each change affects the results.
    Matt matt@orats.com
     
    #364     Oct 31, 2019
  5. Such an under appreciated post.
    Also this thread overall; should be read by every wannabe robinhood premium seller before being raped by gamma and vega, of which they are too ignorant to educate themselves of. Buying a book or two and investing some time to learn the ”f-upped greeks” comes a lot cheaper than blowing up your 10k robinhood account.
     
    #365     Dec 15, 2019
    Flynrider and Wheezooo like this.