OptionSignal™ Index Calendar Put Spread

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Overview

  • Long Calendar Put Spread
  • 2 legs
  • SPY and QQQ

OptionSignal™ Index Calendar Put Spread Settings

  • OptionSignal™ Index Calendar Put Spread Strategy utilizes a custom strategy which is labeled "Put Calendar 50-30 14-7" under the custom strategy dropdown menu.

OptionSignal™ Index Calendar Put Spread Open Conditions:

  • OptionSignal™ prediction rating is equal to 1 (OptionSignal™ = 1)

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Details on Options TradeMachine is Selecting for OptionSignal™ Index Calendar Put Spread:

  • 1x long 50 delta put near 14 days to expiration
  • 1x short 30 delta put near 7 days to expiration

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Earnings Handling for OptionSignal™ Index Calendar Put Spread Strategy:

OptionSignal™ Index Calendar Put Spread Close Conditions:

  • OptionSignal™ prediction rating is equal to 5 (OptionSignal™ = 5)
  • Options reach expiration (Close all legs with front month options)

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Open next trade for OptionSignal™ Index Calendar Put Spread:

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Impact of OptionSignal™ on Index Calendar Put Spread:

1 yr SPY OptionSignal™ Index Calendar Put Spread.png

Statistical Significance: 94.05%

1 yr QQQ OptionSignal™ Index Calendar Put Spread.png

Statistical Significance: 97.50%
Backtest Links

2 yr SPY OptionSignal™ Index Calendar Put Spread.png

Statistical Significance: 70.15%

2 yr QQQ OptionSignal™ Index Calendar Put Spread.png

Statistical Significance: 83.79%
Backtest Links

3 yr SPY OptionSignal™ Index Calendar Put Spread.png

Statistical Significance: 99.52%

3 yr QQQ OptionSignal™ Index Calendar Put Spread.png

Statistical Significance: 99.94%
Backtest Links

5 yr SPY OptionSignal™ Index Calendar Put Spread.png

Statistical Significance: 99.97%

5 yr QQQ OptionSignal™ Index Calendar Put Spread.png

Statistical Significance: 99.99%
Backtest Links