*** ALL THINGS MONEY >>>> ATM ***

[griff]

Hey ATM!

So I read this article a week back or so, got very curious and signed up for the Backtester.
https://mrtopstep.com/profit-using-call-options-apple/


Been running Tickers thru and its interesting but things change, events, fundis ect. I figure. So I check VXX because of the constant decay and this is what it came up with... Very interesting cause I've wondered about this often...


So buying 5 puts with around a 40 Delta (I figure just OTM or @ the money mostly) on Monday before the close for a Friday Exp. ( weekly's)

I plugged in a sell stop @ 50% loss and a sell @ 100% gain (Messing with these 2 choices makes a big difference in % returns)

And back tested for 1 year, buying & selling every week .. This is what it came up with, and I can look thru each individual trade..

Doh!!


Buy 5 contacts ~ 40 Delta Puts
Expiration: 5 Days

Risked:
$870

Total Return:
$6335

% Return:
728%

Commissions:(I plugged $7 a trade in)
-
% Wins:
49.1%

Wins: 26
Losses: 27

Gain: $10095
Loss: -$3760

It lists results for 90 delta down thru to 25 delta.. The 25 delta results were a jaw dropper @ 966% return..

Very interesting indeed! :)