{"id":37117,"date":"2014-04-16T11:20:07","date_gmt":"2014-04-16T15:20:07","guid":{"rendered":"http:\/\/www.smbtraining.com\/blog\/?p=37117"},"modified":"2014-04-16T11:20:30","modified_gmt":"2014-04-16T15:20:30","slug":"back-testing-an-options-strategy","status":"publish","type":"post","link":"https:\/\/www.smbtraining.com\/blog\/back-testing-an-options-strategy","title":{"rendered":"Back Testing an Options Strategy"},"content":{"rendered":"<p><em>Note: The following contains hypothetical results; simulated using historic data.<\/em><\/p>\n<p>As mentioned at a recent SMB Options Tribe meeting; a group of\u00a0options traders are now working to back test a proprietary momentum signal using a variety of options trades.<\/p>\n<p>Several tests have come back with varying results&#8230; but we are seeing a common thread for options trades that show low draw downs and smooth returns. The following represents the current best SPX options application for this signal called SPY Detector.<\/p>\n<p><em>(click to enlarge)<br \/>\n<\/em><a href=\"http:\/\/www.smbtraining.com\/blog\/wp-content\/uploads\/2014\/04\/2012-2013-15-Delta-30-DTE-Stats.png\" target=\"_blank\"><img loading=\"lazy\" decoding=\"async\" class=\"wp-image-37120 alignnone\" alt=\"2012 2013 15 Delta 30 DTE - Stats\" src=\"http:\/\/www.smbtraining.com\/blog\/wp-content\/uploads\/2014\/04\/2012-2013-15-Delta-30-DTE-Stats-1024x475.png\" width=\"614\" height=\"285\" srcset=\"\/\/www.smbtraining.com\/blog\/wp-content\/uploads\/2014\/04\/2012-2013-15-Delta-30-DTE-Stats-1024x475.png 1024w, \/\/www.smbtraining.com\/blog\/wp-content\/uploads\/2014\/04\/2012-2013-15-Delta-30-DTE-Stats-300x139.png 300w, \/\/www.smbtraining.com\/blog\/wp-content\/uploads\/2014\/04\/2012-2013-15-Delta-30-DTE-Stats.png 1638w\" sizes=\"auto, (max-width: 614px) 100vw, 614px\" \/><\/a><\/p>\n<p>&nbsp;<\/p>\n<p>We have five other options strategies currently being back tested on these signals. Participants in the back testing group will earn free access to a signal broadcast that will become available in the near future.<\/p>\n<p>Send me an email if you would like to participate in this back testing project; or if you want to \u00a0receive updates on when the back testing reports and signal broadcast become available.<\/p>\n<p>Andrew Falde<br \/>\nafalde@smbcap.com<\/p>\n<p>&nbsp;<\/p>\n<p>No relevant positions.<\/p>\n<p><a href=\"http:\/\/www.cboe.com\/resources\/intro.aspx\">Options risk disclaimer<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Note: The following contains hypothetical results; simulated using historic data. As mentioned at a recent SMB Options Tribe meeting; a group of\u00a0options traders are now working to back test a proprietary momentum signal using a variety of options trades. Several tests have come back with varying results&#8230; but we are seeing a common thread for options trades that show low &#8230; <a href=\"https:\/\/www.smbtraining.com\/blog\/back-testing-an-options-strategy\" class=\"more-link\">Read More<\/a><\/p>\n","protected":false},"author":1039,"featured_media":37120,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[2063,1937],"tags":[3618,3918,4683,2136,170,1084,1545,1120],"class_list":["post-37117","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-smb-options-2","category-systems-trading","tag-back-testing","tag-credit-spread","tag-options","tag-spx","tag-spy","tag-strategy","tag-system","tag-testing"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v26.1.1 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>Back Testing an Options Strategy | SMB Training<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/www.smbtraining.com\/blog\/back-testing-an-options-strategy\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Back Testing an Options Strategy | SMB Training\" \/>\n<meta property=\"og:description\" content=\"Note: The following contains hypothetical results; simulated using historic data. As mentioned at a recent SMB Options Tribe meeting; a group of\u00a0options traders are now working to back test a proprietary momentum signal using a variety of options trades. Several tests have come back with varying results&#8230; but we are seeing a common thread for options trades that show low ... Read More\" \/>\n<meta property=\"og:url\" content=\"https:\/\/www.smbtraining.com\/blog\/back-testing-an-options-strategy\" \/>\n<meta property=\"og:site_name\" content=\"SMB Training Blog\" \/>\n<meta property=\"article:publisher\" content=\"https:\/\/www.facebook.com\/smbcap\/\" \/>\n<meta property=\"article:published_time\" content=\"2014-04-16T15:20:07+00:00\" \/>\n<meta property=\"article:modified_time\" content=\"2014-04-16T15:20:30+00:00\" \/>\n<meta property=\"og:image\" content=\"https:\/\/www.smbtraining.com\/blog\/wp-content\/uploads\/2014\/04\/2012-2013-15-Delta-30-DTE-Stats.png\" \/>\n\t<meta property=\"og:image:width\" content=\"1638\" \/>\n\t<meta property=\"og:image:height\" content=\"761\" \/>\n\t<meta property=\"og:image:type\" content=\"image\/png\" \/>\n<meta name=\"author\" content=\"Andrew Falde\" \/>\n<meta name=\"twitter:card\" content=\"summary_large_image\" \/>\n<meta name=\"twitter:creator\" content=\"@smbcapital\" \/>\n<meta name=\"twitter:site\" 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