SPX Straddle Articles

This page lists most of the P&L exit, SPX 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

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

Straddle Results Summary Blog Posts:

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

38 DTE - SPX Short Straddles:

• SPX Straddle - 38 DTE - No Profit Management
• SPX Straddle - 38 DTE - Manage Profits at 10% of the Credit Received
• SPX Straddle - 38 DTE - Manage Profits at 25% of the Credit Received
• SPX Straddle - 38 DTE - Manage Profits at 35% of the Credit Received
• SPX Straddle - 38 DTE - Manage Profits at 45% of the Credit Received

45 DTE - SPX Short Straddles:

• SPX Straddle - 45 DTE - No Profit Management
• SPX Straddle - 45 DTE - Manage Profits at 10% of the Credit Received
• SPX Straddle - 45 DTE - Manage Profits at 25% of the Credit Received
• SPX Straddle - 45 DTE - Manage Profits at 35% of the Credit Received
• SPX Straddle - 45 DTE - Manage Profits at 45% of the Credit Received

52 DTE - SPX Short Straddles:

• SPX Straddle - 52 DTE - No Profit Management
• SPX Straddle - 52 DTE - Manage Profits at 10% of the Credit Received
• SPX Straddle - 52 DTE - Manage Profits at 25% of the Credit Received
• SPX Straddle - 52 DTE - Manage Profits at 35% of the Credit Received
• SPX Straddle - 52 DTE - Manage Profits at 45% of the Credit Received

59 DTE - SPX Short Straddles:

• SPX Straddle - 59 DTE - No Profit Management
• SPX Straddle - 59 DTE - Manage Profits at 10% of the Credit Received
• SPX Straddle - 59 DTE - Manage Profits at 25% of the Credit Received
• SPX Straddle - 59 DTE - Manage Profits at 35% of the Credit Received
• SPX Straddle - 59 DTE - Manage Profits at 45% of the Credit Received

66 DTE - SPX Short Straddles:

• SPX Straddle - 66 DTE - No Profit Management
• SPX Straddle - 66 DTE - Manage Profits at 10% of the Credit Received
• SPX Straddle - 66 DTE - Manage Profits at 25% of the Credit Received
• SPX Straddle - 66 DTE - Manage Profits at 35% of the Credit Received
• SPX Straddle - 66 DTE - Manage Profits at 45% of the Credit Received

73 DTE - SPX Short Straddles:

• SPX Straddle - 73 DTE - No Profit Management
• SPX Straddle - 73 DTE - Manage Profits at 10% of the Credit Received
• SPX Straddle - 73 DTE - Manage Profits at 25% of the Credit Received
• SPX Straddle - 73 DTE - Manage Profits at 35% of the Credit Received
• SPX Straddle - 73 DTE - Manage Profits at 45% of the Credit Received

80 DTE - SPX Short Straddles:

• SPX Straddle - 80 DTE - No Profit Management
• SPX Straddle - 80 DTE - Manage Profits at 10% of the Credit Received
• SPX Straddle - 80 DTE - Manage Profits at 25% of the Credit Received
• SPX Straddle - 80 DTE - Manage Profits at 35% of the Credit Received
• SPX Straddle - 80 DTE - Manage Profits at 45% of the Credit Received