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