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226: Does Adding a "Trend Filter" Improve Directional Option Selling Strategies?

The Option Alpha Podcast

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TLT on the Short Call Spread Side

In the case of selling call spreads, in TLT implementing a trend trading strategy or trend trading filter did not really improve performance. Strategy B actually stayed underwater significantly longer than strategy A. So I think that you should incrementally add and change things and see if it improves it and then keep going.

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