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Sunday, September 7, 2014

Iron Condor Articles Summary

For the time being, I am finished with the backtests and analysis of the standard "no touch" Iron Condor (IC) on the RUT, SPX, and NDX.  I have published a number of posts on this standard "no touch" IC, and this post is a categorized summary of all of those past posts.  This post should make it a bit easier to find the backtest or analysis that you are looking for.

Shortly, I will discuss the next IC strategy that I will backtest.

RUT "no touch" Iron Condor Blog Posts:


SPX "no touch" Iron Condor Blog Posts:

NDX "no touch" Iron Condor Blog Posts:

Summary Statistics Blog Posts:

Losing Trades Posts:

3 comments:

justin long said...

hi. great work, i love your blog. i was wondering if you have tested or can test some of these iron condors with two tweaks. one would be to exit at the end of a day if the loss in a give IC exceeds the initial credit received. this would hopefully mitigate the really bad positions.
the second tweak would be to take the IC off when you have made 50% of the max profit, so you would be in the market for fewer days.
thanks! justin

Dave R. said...

Thanks for your comment Justin.

I have looked at both of the options that you suggested, not posted on the blog though. I was planning on looking at the results of: 1) a delta neutral IC next, 2) followed by an IC with an extra long put, 3) then a variation with an extra long call.

After those, I will look at posting the results for the two variations that you requested.

Thanks for the suggestions!

Dave

justin long said...

Thanks. Looking forward to it.

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