Market Measures

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Rolling Performance

Market Measures

Options involve risk and are not suitable for all investors. Please read Characteristics and Risks of Standardized Options before deciding to invest in options.

In this segment of Market Measures, the Research Department wanted to check the Strangle’s performance in every five years. Study: • SPY, Sold 1 SD Strangles, 45 DTE • 2005 - 2018 • One contract • Recorded cumulative P/L for every five year window. For example: Jan 1, 2005 to Jan 1, 2010. Results We find that every time window we tested showed profitable results, and managing at 21 DTE showed even better consistency and profits. Check out the segment for Tom and Tony's takeaways!

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