In the last post, Trade P&L By Day In the 80 Day RUT Iron Condor, I showed several images of the daily performance of the 80 days-to-expiration (DTE) 16 delta RUT "no touch" Iron Condor (IC).
I received several messages asking if I could share the P&L by day images for the 8, 12 and 20 delta variations of this trade. Rather than create three more blog entries for these images, I uploaded all of them to Google Drive and have made them freely accessible.
Here is a screenshot of all 28 images on Google Drive:
The link to the folder containing these images is below. You can either review them at this link or download them to your computer.
https://drive.google.com/folderview?id=0B-FScJMYtbGuWXZHQVJhVTRTWjA&usp=drive_web
A blog about options trading strategies (Iron Condors, Strangles, Calendars, Butterflies), equities rotation strategies, and Java related technologies to backtest and automate trading.
Wednesday, June 4, 2014
Trade P&L By Day In the 80 Day RUT Iron Condor - Part 2
Labels:
Backtest Results,
Backtesting,
Iron Condor,
No Touch,
Options Trading,
RUT
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