Note: The following contains hypothetical results; simulated using historic data.

As mentioned at a recent SMB Options Tribe meeting; a group of options traders are now working to back test a proprietary momentum signal using a variety of options trades.

Several tests have come back with varying results… but we are seeing a common thread for options trades that show low draw downs and smooth returns. The following represents the current best SPX options application for this signal called SPY Detector.

(click to enlarge)

We have five other options strategies currently being back tested on these signals. Participants in the back testing group will earn free access to a signal broadcast that will become available in the near future.

Send me an email if you would like to participate in this back testing project; or if you want to  receive updates on when the back testing reports and signal broadcast become available.

Andrew Falde
[email protected]

No relevant positions.

Options risk disclaimer