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

The Option Alpha Podcast

CHAPTER

How to Test a Basic Option Selling Strategy

Today's show challenges the conventional wisdom around adding a very simple trend filter. We tested 45 day to expiration trades and then we were selling options at the 30 delta for the short strike and buying the 15 delta long strike. At the end of this episode you'll get a lot out of it that maybe you might want to start applying or testing in your own trading strategy.

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