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Bollinger Bands: What 56 years of S&P 500, gold and Bitcoin data show
Bollinger Bands are a 20-day moving average with a band two standard deviations above and below it. I tested John Bollinger’s own rules on the S&P…
Tag: volatility
11 posts tagged volatility, newest first.
11 posts · page 1 of 2
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Bitcoin halving dates 2012, 2016, 2020, 2024: What came next
Bitcoin has had four halvings: 28 November 2012, 9 July 2016, 11 May 2020 and 20 April 2024. After each one the price peaked 371 to 546 days later…
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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…
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Poor man’s covered call: Testing the rules on real SPY quotes
A poor man’s covered call is a covered call where a long-dated, deep in-the-money call option stands in for the 100 shares. You buy that call, sell a…
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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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Covered call: What 24 years of S&P 500 data say about it
A covered call means you own 100 shares and sell someone the right to buy them from you at a fixed price, for a fee you keep. It turns some of a…