![]() ![]() All statistics are pre-tax, where applicable.Prices are nominal (not adjusted for inflation).Margin requirement for long CALENDAR SPREAD positions is the net cost of the spread (short option expires before the long option).Margin requirement for short CALENDAR SPREAD positions is 20% of the short option (short option expires after the long option).Margin requirement for short VERTICAL SPREAD positions is the difference between the strikes.Margin requirement for short STRADDLE and STRANGLE positions is 20% of the larger strike.Margin requirement for short CALL and PUT positions is 20% of notional.Margin requirements are always satisfied.Max Drawdown Target: 99% | account value shall not go negative.Max Margin Utilization Target (short option strats only): 20% | 1x leverage. ![]() ![]() 50% max profit or expiration, whichever occurs first.Days Till Expiration: 45 +/- 17, closest to 45.None of the wheel strategies outperformed buy-and-hold SPY with regard to total return. None of the wheel strategies outperformed buy-and-hold SPY with regard to risk-adjusted return. The 30D hold-till-expiration strategy had the greatest risk-adjusted return among the option strategies. Systematically running the SPY wheel 45 DTE cash-secured strategy was profitable across all strategies except 30D early management and 50D early management. ![]()
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