A high probability strategy is one thing, but one that has a high success rate AND profitable long-run returns is another! Today, we test out this theory in an attempt to show where certain options strategies might marrywith .STUDY
The strategy at the center of today’s debate is thein the S&P 500. We look at the same setup for the Strangle across : 9 days, 30 days, 90 days, and 225 days. This is done to find where the best combination of win rate and average profits has been historically.RESULTS
We found that while the strategy was both profitable and successful across all periods the one we find most attractive is the 30-day option. This was our conclusion because we thought this timeframe showed the greatest profits per percentage points in the success rate. Check out the above segment to find out where we think profits meet success.