Backtesting Short Butterflies

Jeff Augen, author of  The Volatility Edge in Options Tradingrecently published a strategy on trading weekly short butterflies. He discusses the following strategies for trading weekly short butterflies:

  • Sell an At-The-Money Butterfly on the Friday prior to expiration
  • Close the trade at expiration

We will show how easy it is to backtest  the “Weekly Short Butterfly” using the OptionStack platform. And how to select the optimal strikes that maximizes your return.

Simply click the “Run Backtest” button below to automatically get started.

Run Backtest!

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