
226: Does Adding a "Trend Filter" Improve Directional Option Selling Strategies?
The Option Alpha Podcast
How to Test Trend Trading Strategies for Directional Option Selling Strategies
The worst loss for both A and B strategies was $1,332. When you included this RSI filter, your worst loss was negative $786. That one losing trade was probably entered when the market had RSI really low. And as a result, that position went right against us.
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