Historical options backtests, quantified.
Multi-year iron condor, strangle and put-credit-spread studies with mark-to-market stop analysis, per-year breakdowns and risk metrics — sourced live from the strategy warehouse.
Strategy library
1y
range 20200101 latest
test one day
range 2022 p15 c10 w100
range 2022 p20 c10 w100
15d
1y
1y
1y
1y
1y
1y
1y
1y
30d
5y
5y
5y
8y
debug entry 20200102
debug entry 20200102 p15 c10
debug spy 20220103
legacy runs
range 14dte p20 c20 w3
range 1dte p15 c10 w10 entry 1530
range 20200101 20260327 1dte
range 20200101 20260327 1dte p10 c6
range 20200101 20260327 1dte p12 c7
range 20200101 20260327 1dte p15 c10 w15
range 20200101 20260327 1dte p15 c10 w20
range 20200101 20260327 1dte p15 c8
range 20200101 20260327 1dte p15 c8 w15
range 20200101 20260327 1dte p15 c8 w20
range 20250101 20260326 1dte
synthetic mwf 2021 p15 c10 w10
synthetic mwf 2022 p15 c10 w10
synthetic mwf jan2022
range 2022 p15 c10 w10
range 2022 p15 c10 w100
range 2022 p15 c10 w200
range 2022 p15 c10 w40
range 2022 p15 c10 w50
range 2022 p15 c10 w50
range 2022 p15 c10 w75
range 2022 p15 c12 w50
range 2022 p15 c8 w200
range 2022 p20 c12 w100
range 2022 p20 c12 w50
range 2022 p20 c12 w75
range 2022 p25 c15 w50
test 5d ic2
test ic1 stop 10d
test ic2 10stop
test ic2 10stop
range 2022 p15 c10 w50 ps375 cs475
range 2022p01 latest
range 2023p04 2026
range 2023p04 2026
range 2022 p10 w100
range 2022 p12 w100
range 2022 p15 w100
range 2022 p15 w200
range 2022 p15 w50
range 2022 p20 w100
range 2022 p25 w100
range from 2022 p15 w100
range 2020 p50 w10