An Important Metric For 0DTEs | Options Backtest
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Published 2024-06-18
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All Comments (10)
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Great piece guys!
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Pure gold!
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When the VIX1D is higher the price of the short options are higher and the price of the wings is also. Didn’t see this taken into account in the analysis. As well, how many instances was the VIX1D between 15 and 17.5 in the last year? If you count VIX1D opening in that range (as would make sense for a 0DTE strategy opened at market opened), there were fewer than 10 instances. If the VIX1D indicator is taken at close there are only 33 instances. While there are over 150 instances with VIX1D below 10, the comparison data have far fewer samples. How do you justify significance with this sample size when sampling error scales with the reciprocal square root of N?
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Is the Green shirt lucky?
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Thank you for video.ia there any data on intra day vix1d changes going up or down or rate of change and what that means?or prior day changes in vix1d?
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This seems like the worst period. Even the market are now very unpredictable. Started investing recently when the market prices were a bit high,today I am more than 60% down!.
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Risk to reward seems terrible.
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He said sell the “front month”… on 0DTE? 😂
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in the whole history of the indicator, i can't find a single day where the VIX1D opened above 17!! i think your setup or data is fucked here. disappointed because i love these segments and want to trust them!!
