OEX Condor Backtesting Spreadsheet

[chasDAVIS]

I would also like the spreadsheet [email protected]

 

[gameface]

I have generated a basic excel spreadsheet for OEX Iron Condors credit trades that generates deep OTM condor ranges. The spreadsheet calculates Condor range based on 4.5X ATR, 20 day & 100 day historical volatility. The condor range assumes initiating the trade the Monday after expiry based on Expiry Friday's close. Over the two year time period analyzed, you would have lost once out of 24 trades.

If anyone is interested in the spreadsheet, please provide your e-mail and I will send it to you.

would love the spreadsheet, thanks much: [email protected]

 

[triforce137]

I would love to see your spreadsheet, please send to [email protected]
Thanks,
-Chris

 

[sleepykid]

also would love to see it, thanks

[email protected]

 

[marameo]

I have generated a basic excel spreadsheet for OEX Iron Condors credit trades that generates deep OTM condor ranges. The spreadsheet calculates Condor range based on 4.5X ATR, 20 day & 100 day historical volatility.

mmmm I'm not sure it's a good idea...anyway, this strategy involves pure options selling so I'd stay away from it. Historical volatility is just delayed data that has nothing to do with future performance. Someday the market hits you and you're out of the game! Just my 2 cents

(I guess you must have collected loads of emails anyway)