RUT Straddle Articles

This page lists most of the P&L exit, RUT Straddle backtesting posts from this blog.  This series looked at lower profit and loss levels than were tested on the strangles.  The loss levels ranged from 25% to 200% of the credit received, while the profit levels ranged from 10% to 45% of the credit received.

Straddle - P&L Exit Overview Blog Posts:

• Introduction To Options Straddles
• Option Straddle Series - P&L Exits

• RUT Straddle - Full Backtest Results Summary
• RUT Straddle - Full Backtest Results Summary - Supplement
• RUT Straddle - Normalized Return Summary Charts

Straddle Results Summary Blog Posts:

• RUT Straddle - 38 DTE - Results Summary
• RUT Straddle - 45 DTE - Results Summary
• RUT Straddle - 52 DTE - Results Summary
• RUT Straddle - 59 DTE - Results Summary
• RUT Straddle - 66 DTE - Results Summary
• RUT Straddle - 73 DTE - Results Summary
• RUT Straddle - 80 DTE - Results Summary

RUT Straddle Tweets:

38 DTE

• RUT Straddle - 38 DTE - No Profit Management - Equity Curves
• RUT Straddle - 38 DTE - No Profit Management - Trade Metrics
• RUT Straddle - 38 DTE - Manage Profits at 10% - Equity Curves
• RUT Straddle - 38 DTE - Manage Profits at 10% - Trade Metrics
• RUT Straddle - 38 DTE - Manage Profits at 25% - Equity Curves
• RUT Straddle - 38 DTE - Manage Profits at 25% - Trade Metrics
• RUT Straddle - 38 DTE - Manage Profits at 35% - Equity Curves
• RUT Straddle - 38 DTE - Manage Profits at 35% - Trade Metrics
• RUT Straddle - 38 DTE - Manage Profits at 45% - Equity Curves
• RUT Straddle - 38 DTE - Manage Profits at 45% - Trade Metrics

45 DTE

• RUT Straddle - 45 DTE - No Profit Management - Equity Curves
• RUT Straddle - 45 DTE - No Profit Management - Trade Metrics
• RUT Straddle - 45 DTE - Manage Profits at 10% - Equity Curves
• RUT Straddle - 45 DTE - Manage Profits at 10% - Trade Metrics
• RUT Straddle - 45 DTE - Manage Profits at 25% - Equity Curves
• RUT Straddle - 45 DTE - Manage Profits at 25% - Trade Metrics
• RUT Straddle - 45 DTE - Manage Profits at 35% - Equity Curves
• RUT Straddle - 45 DTE - Manage Profits at 35% - Trade Metrics
• RUT Straddle - 45 DTE - Manage Profits at 45% - Equity Curves
• RUT Straddle - 45 DTE - Manage Profits at 45% - Trade Metrics

52 DTE

• RUT Straddle - 52 DTE - No Profit Management - Equity Curves
• RUT Straddle - 52 DTE - No Profit Management - Trade Metrics
• RUT Straddle - 52 DTE - Manage Profits at 10% - Equity Curves
• RUT Straddle - 52 DTE - Manage Profits at 10% - Trade Metrics
• RUT Straddle - 52 DTE - Manage Profits at 25% - Equity Curves
• RUT Straddle - 52 DTE - Manage Profits at 25% - Trade Metrics
• RUT Straddle - 52 DTE - Manage Profits at 35% - Equity Curves
• RUT Straddle - 52 DTE - Manage Profits at 35% - Trade Metrics
• RUT Straddle - 52 DTE - Manage Profits at 45% - Equity Curves
• RUT Straddle - 52 DTE - Manage Profits at 45% - Trade Metrics

59 DTE

• RUT Straddle - 59 DTE - No Profit Management - Equity Curves
• RUT Straddle - 59 DTE - No Profit Management - Trade Metrics
• RUT Straddle - 59 DTE - Manage Profits at 10% - Equity Curves
• RUT Straddle - 59 DTE - Manage Profits at 10% - Trade Metrics
• RUT Straddle - 59 DTE - Manage Profits at 25% - Equity Curves
• RUT Straddle - 59 DTE - Manage Profits at 25% - Trade Metrics
• RUT Straddle - 59 DTE - Manage Profits at 35% - Equity Curves
• RUT Straddle - 59 DTE - Manage Profits at 35% - Trade Metrics
• RUT Straddle - 59 DTE - Manage Profits at 45% - Equity Curves
• RUT Straddle - 59 DTE - Manage Profits at 45% - Trade Metrics

66 DTE

• RUT Straddle - 66 DTE - No Profit Management - Equity Curves
• RUT Straddle - 66 DTE - No Profit Management - Trade Metrics
• RUT Straddle - 66 DTE - Manage Profits at 10% - Equity Curves
• RUT Straddle - 66 DTE - Manage Profits at 10% - Trade Metrics
• RUT Straddle - 66 DTE - Manage Profits at 25% - Equity Curves
• RUT Straddle - 66 DTE - Manage Profits at 25% - Trade Metrics
• RUT Straddle - 66 DTE - Manage Profits at 35% - Equity Curves
• RUT Straddle - 66 DTE - Manage Profits at 35% - Trade Metrics
• RUT Straddle - 66 DTE - Manage Profits at 45% - Equity Curves
• RUT Straddle - 66 DTE - Manage Profits at 45% - Trade Metrics

73 DTE

• RUT Straddle - 73 DTE - No Profit Management - Equity Curves
• RUT Straddle - 73 DTE - No Profit Management - Trade Metrics
• RUT Straddle - 73 DTE - Manage Profits at 10% - Equity Curves
• RUT Straddle - 73 DTE - Manage Profits at 10% - Trade Metrics
• RUT Straddle - 73 DTE - Manage Profits at 25% - Equity Curves
• RUT Straddle - 73 DTE - Manage Profits at 25% - Trade Metrics
• RUT Straddle - 73 DTE - Manage Profits at 35% - Equity Curves
• RUT Straddle - 73 DTE - Manage Profits at 35% - Trade Metrics
• RUT Straddle - 73 DTE - Manage Profits at 45% - Equity Curves
• RUT Straddle - 73 DTE - Manage Profits at 45% - Trade Metrics

80 DTE

• RUT Straddle - 80 DTE - No Profit Management - Equity Curves
• RUT Straddle - 80 DTE - No Profit Management - Trade Metrics
• RUT Straddle - 80 DTE - Manage Profits at 10% - Equity Curves
• RUT Straddle - 80 DTE - Manage Profits at 10% - Trade Metrics
• RUT Straddle - 80 DTE - Manage Profits at 25% - Equity Curves
• RUT Straddle - 80 DTE - Manage Profits at 25% - Trade Metrics
• RUT Straddle - 80 DTE - Manage Profits at 35% - Equity Curves
• RUT Straddle - 80 DTE - Manage Profits at 35% - Trade Metrics
• RUT Straddle - 80 DTE - Manage Profits at 45% - Equity Curves
• RUT Straddle - 80 DTE - Manage Profits at 45% - Trade Metrics