Research

Which settings make it work?

We ran Weekly option selling with smart adjustments with hundreds of different setting combinations over the last five years, with the same brokerage, taxes and slippage as the main page. To avoid fitting the past, settings were chosen on the earlier years and then checked on the later years, a stretch they never saw.

Money needed for every combination: margin (the most margin its position needed: premium for options bought, an NSE-style estimate for futures and sold options), MTM cash (enough to carry its worst drawdown) and capital = both. Return / yr is the yearly net profit on that capital.