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.

Thursday, November 12, 2015

SPX Straddle - Backtest Results Summary

Over the last 40+ blog posts we took a fairly detailed look at the backtest results of 28,840 short straddles on the S&P 500 Index ( SPX...

Thursday, November 5, 2015

SPX Straddle - 80 DTE - Results Summary

Over the last five blog posts we looked at the automated backtest results for 4040 options straddles sold on the S&P 500 Index ( SPX )...

Wednesday, November 4, 2015

SPX Straddle - 80 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...

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