prvtrader 8:03 am on Thursday, June 30, 2016

Backtesting IC in SPX – TT

Yesterday TT did a backtest on Iron Condors on the SPX.
https://www.tastytrade.com/tt/daily_recaps/2016-06-29/episodes/backtesting-iron-condors-in-spx-06-29-2016
Watch how they do it.

elitethink 11:39 am on Thursday, June 30, 2016

interesting how they didn’t cover the max loss… major flaw.
- prvtrader 12:40 pm on Thursday, June 30, 2016
  
  I don’t think they took max loss ever. They normally have a 2x or 3x of max profit to get out.
  - elitethink 11:30 am on Friday, July 1, 2016
    
    agreed, but max loss meaning largest loss in the test was not disclosed. Nor were the exit rules, which i think are critical for analysis. thanks.