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Iron condor: What 38 years of S&P 500 data say about it
An iron condor is four options with the same expiry: you sell an out-of-the-money put and an out-of-the-money call, and buy a put and a call further…
Tag: backtesting
37 posts tagged backtesting, newest first.
37 posts · page 4 of 7
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Cash secured put: What 19 years of S&P 500 data say about it
A cash-secured put means you sell a put option and keep enough cash in the account to buy the 100 shares if the stock falls below the strike. You get…
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What is VWAP in trading? A test on 3 years of SPY data
VWAP, the volume-weighted average price, is the average price of the day weighted by how many shares traded at each price. It starts fresh at the…
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Worst month for stocks: What 55 years of S&P 500 data show
September is the worst month for stocks. From 1971 to 2025 the S&P 500 lost 0.90% in an average September and closed the month higher in only 44% of…
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Death cross in stocks: What 27 S&P 500 signals since 1971 show
A death cross is when the 50-day moving average of a stock or index closes below its 200-day moving average. It sounds like the end of the world, and…
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RSI divergence: What 20 years of S&P 500 data say about it
RSI divergence is when price and the Relative Strength Index disagree: price makes a higher high while RSI makes a lower high (bearish), or price…