OEX Condor Backtesting Spreadsheet

condor backtesting spreadsheet

I have generated a basic excel spreadsheet for OEX Iron Condors credit trades that generates deep OTM condor ranges. The spreadsheet calculates Condor range based on 4.5X ATR, 20 day & 100 day historical volatility. The condor range assumes initiating the trade the Monday after expiry based on Expiry Friday's close. Over the two year time period analyzed, you would have lost once out of 24 trades.

If anyone is interested in the spreadsheet, please provide your e-mail and I will send it to you.

I would very much appreciate the spreadsheet: [email protected]
 
Iron Condor

I have generated a basic excel spreadsheet for OEX Iron Condors credit trades that generates deep OTM condor ranges. The spreadsheet calculates Condor range based on 4.5X ATR, 20 day & 100 day historical volatility. The condor range assumes initiating the trade the Monday after expiry based on Expiry Friday's close. Over the two year time period analyzed, you would have lost once out of 24 trades.

If anyone is interested in the spreadsheet, please provide your e-mail and I will send it to you.

Please email me the spreadsheet to [email protected]
 
Yes i would like to see this

I have generated a basic excel spreadsheet for OEX Iron Condors credit trades that generates deep OTM condor ranges. The spreadsheet calculates Condor range based on 4.5X ATR, 20 day & 100 day historical volatility. The condor range assumes initiating the trade the Monday after expiry based on Expiry Friday's close. Over the two year time period analyzed, you would have lost once out of 24 trades.

If anyone is interested in the spreadsheet, please provide your e-mail and I will send it to you.

Robert here,

I would like the spreadsheet if you still have it

[email protected]
 
Quote:
Originally Posted by optionator
I have generated a basic excel spreadsheet for OEX Iron Condors credit trades that generates deep OTM condor ranges. The spreadsheet calculates Condor range based on 4.5X ATR, 20 day & 100 day historical volatility. The condor range assumes initiating the trade the Monday after expiry based on Expiry Friday's close. Over the two year time period analyzed, you would have lost once out of 24 trades.

If anyone is interested in the spreadsheet, please provide your e-mail and I will send it to you.

Albert here,

I would like the spreadsheet if you still have it: [email protected]
 
I have generated a basic excel spreadsheet for OEX Iron Condors credit trades that generates deep OTM condor ranges. The spreadsheet calculates Condor range based on 4.5X ATR, 20 day & 100 day historical volatility. The condor range assumes initiating the trade the Monday after expiry based on Expiry Friday's close. Over the two year time period analyzed, you would have lost once out of 24 trades.

If anyone is interested in the spreadsheet, please provide your e-mail and I will send it to you.

Hi,

Can you please send me the OEX IRON CONDOR Spreadsheet. [email protected]

Thank you
 
Hi

I have generated a basic excel spreadsheet for OEX Iron Condors credit trades that generates deep OTM condor ranges. The spreadsheet calculates Condor range based on 4.5X ATR, 20 day & 100 day historical volatility. The condor range assumes initiating the trade the Monday after expiry based on Expiry Friday's close. Over the two year time period analyzed, you would have lost once out of 24 trades.

If anyone is interested in the spreadsheet, please provide your e-mail and I will send it to you.

Can you please send me the OEX IRON CONDOR Spreadsheet [email protected]
thank you.
 
I have generated a basic excel spreadsheet for OEX Iron Condors credit trades that generates deep OTM condor ranges. The spreadsheet calculates Condor range based on 4.5X ATR, 20 day & 100 day historical volatility. The condor range assumes initiating the trade the Monday after expiry based on Expiry Friday's close. Over the two year time period analyzed, you would have lost once out of 24 trades.

If anyone is interested in the spreadsheet, please provide your e-mail and I will send it to you.

I would be most appreciative if you can kindly email me a copy at [email protected]. Thanks, Vick
 
a long 2700put 3000call laid off with short 3200call and short2500put (a combi of bull spread and bear spread)this debit strategy how does it work what is it called when do losses start and when max gains when should this strategy be used and adjustment should be made how is it differ from iron condor which ich is credit inflow
Sachuc
 
I have generated a basic excel spreadsheet for OEX Iron Condors credit trades that generates deep OTM condor ranges. The spreadsheet calculates Condor range based on 4.5X ATR, 20 day & 100 day historical volatility. The condor range assumes initiating the trade the Monday after expiry based on Expiry Friday's close. Over the two year time period analyzed, you would have lost once out of 24 trades.

If anyone is interested in the spreadsheet, please provide your e-mail and I will send it to you.

Can you please send it to me [email protected]
 
I am interested in your spreadsheet. Please send to [email protected]

Question however. It is my observation that OEX options are a less desirable vehicle since the bod/ask spread is too wide. Consider indexes that trade multiple exchanges.

PB
 
would also be interested...i have been thinking about the idea of using multiple standard deviations of current price to create short term iron condor trades.
 
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