DTR Trading

A blog about options trading strategies (Iron Condors, Strangles, Calendars, Butterflies), equities rotation strategies, and Java related technologies to backtest and automate trading.

Friday, September 25, 2015

SPX Straddle - 38 DTE - Results Summary

Over the last five blog posts we looked at the backtest results for 4160 options straddles sold on the S&P 500 Index ( SPX ) at 38 day...

Wednesday, September 23, 2015

SPX Straddle - 38 DTE - Manage Profits at 45%

In this post we look at the backtest results of selling a one-lot, at-the-money (ATM) straddle on the S&P 500 Index (SPX), initiated at...

Monday, September 21, 2015

SPX Straddle - 38 DTE - Manage Profits at 35%

In this post we look at the backtest results of selling a one-lot, at-the-money (ATM) straddle on the S&P 500 Index (SPX), initiated at...

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