Often it can be difficult for traders to put on positions with exactly 45 Days to expiration. If this is the case, what should we do? Could we use a combination of positions to have an average of 45 DTE?
Study:- Selling Straddles
- Managed at 25%
- 15 DTE, 30 DTE, 45 DTE, 60 DTE, 75 DTE
- Averaging various durations to 45 DTE
- 2005 to Present
With this setup, the Research Team paid attention to Average P/L, Win Ratio and Weighted Daily P/L to compare the hybrid performance to the standard 45 day window.
Tom and Tony break down the results of combining various durations to average around our optimal 45 DTE!
