Say you're interested to initiate a condor or calendar or butterfly on, let's say, the RUT (Russell 2000), but you'd really like to know how many times it has moved more than, say, 6%, in say, 20 days, over the last 5 years.
And how does that compare to the SPX or SPY --- or the DIA, or QQQQs? Which trade is best -- in terms of "variance?" Actual market movement?
Now, you can find out in seconds via the new Option Wizard® Simplified Options Strategy (SOS) Backtester.
This will be of special interest to those among the options community who have spent hundreds of hours (literally) clicking through data, day-by-day, in other programs -- and we know there are legions of you other there (and we have been among you).
We use sample variance, and the (still amazing) power of Microsoft Excel and Visual Basic.
More info...
I used to becktest my strategies with MS Excel too. Now, however I use oscreener.com
ReplyDeleteIt allows to screen and backtest bull put spreads and validate my strategies in seconds.