Data source by @jitendrajain ji and publically available for 9:20 straddle for BNF.
Individual stop 0-100% study.
Individual stop 0-100% study.
Just doing simple overall view how performance changed. Earlier i hv seen many ppl using 25% approx individual as stop but last year one of the bad point as per avg profit and max drawdown.
My observation is being crowd changing mkt volatility.
My observation is being crowd changing mkt volatility.
I always said work for diversification and risk normalisation. Noone knows the future so better keep balance of various time and various stop (open secret now).
Backtest just give one fair idea, never keep trying for best output, it's just waste of time. Option selling already hv proven static edge.
Past performance never guarantee of future results.
Past performance never guarantee of future results.
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