
226: Does Adding a "Trend Filter" Improve Directional Option Selling Strategies?
The Option Alpha Podcast
The Progression of Testing With Strategies
The strategy A on the show notes page was consistently and religiously testing short call spreads. And you saw a 91.5% win rate, which means that you did see an improvement in your win rates. The portfolio blew up about 2022 when it just didn't have any more capital F to actually implement any trades. In the case of the addition of a trend filter, you saved yourself big time here.
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