these are two videos from projectoption where mr. Butler evaluates the results of selling iron condors and put spreads every trading day from 2006 to 2017 on the spy etf: mr. Butler's work is magnificent. his results and conclusions are perfectly supported by the evidence. if i wanted to carry out similar analysis, ¿are there any platforms that allow for backtesting of rules based strategies on options? i would like to evaluate the returns of similar strategies on individual stocks, other etf's, as well as some selling and buying strategies that followed simple rules (only buy - sell when previous close > simple moving average, etc). thanks.
thanks. i have been taking a look at clm's website and their options backtester produces really interesting results. anyway, i would find it really hard to believe if there were no other platforms to backtest and optimize strategies on options . i imagined all the major platforms like sinkorswim, tradestation and all the rest would include this capability but i'm starting to think that's not the case.
Try OptionSlam. It's a website though that supposedly allows you to backtest your option strategy. https://www.optionslam.com/