As the number of articles on my blog has increased, some of my most popular posts have gotten lost in the archives. This page summarized these popular, but older articles.
Thoughts on Options Strategy Backtests
The Delta Neutral Iron Condor
RUT Iron Condor - Dynamic Exit Overview - 80 DTE
RUT Iron Condor - Dynamic Exit Overview - 66 DTE
Common Iron Condor Structures
Does The Iron Condor Options Strategy Really Work?
An overview of how "no touch", dynamic exits, and different starting structures perform.
Which Iron Condor Options Strategy Is Best?
A summary of RUT dynamic exit backtesting results metrics
When Should You Exit Your Iron Condor?
A summary of RUT dynamic exit backtesting results metrics, with larger loss thresholds. This post summarizes more than 64,000 trades.
SPX Strangle Backtest Results Summary
A summary of the SPX strangle results covering over 13,900 trades in detail, with highlights from more than 56,000 trades. Tests cover the period from January 2007 through March 2015.
RUT Strangle Backtest Results Summary
A summary of the RUT strangle results covering over 13,700 trades in detail, with highlights from more than 55,000 trades. Tests cover the period from January 2007 through March 2015.
