Backtesting Strangles

Tasty-Trade recently published a video episode on trading strangles. In their episode, they recommended the following strategies for trading strangles:

  • Sell the expiration closest to 45 days to expiration (DTE).
  • Compare & contrast the following:
    • Sell the 30 delta call & puts options VERSUS
    • Sell the  the 16 delta call & put options.
  • Hold the positions to expiration.

We will show how easy it is to backtest  the “Tasty-Trade Strangle Strategy” 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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