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Spent 2 weeks building an honest SPY short-vol backtest. Same cell did +5,400% with a stop and -100%
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Spent 2 weeks building an honest SPY short-vol backtest. Same cell did +5,400% with a stop and -100%

Reddit r/options·u/FlashAlphaLab·5 months ago
#kCKanjvk
#stop#cell#numbers#delta#backtest#article

Hey guys, been heads-down for the last couple weeks building a proper SPY put credit spread backtest and I think I have a few findings worth sharing. Posting the highlights here, full writeup with all the tables and numbers is linked at the bottom.…

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