07/15 Backtest Challenge

Like I mentioned Yesterday, there is learning to be done with managing the Iron Butterflies, with that in mind, I've been postponing backtesting, but I now must make the commitment. So here it goes: I'll backtest at least one month a day, when time allows I'll do it two months or more per day.

I'm using TOS thinkback for backtesting, while the platform is good, it is soo time consuming!! Let me say that again: TIME CONSUUUMING.. I have to manually add up the delta and theta for every contract/spread in the trade in order to see where I am on a day-to-day basis. On the other hand, I get the experience to see how each individual spread behaves. I'm attaching the backtesting results and will keep them on the blog as part of my commitment.

The results:
JUN/09: +10% ROI
MAY/09: +20% ROI

Here is the JUN/09 Day-by-day:

Here is the MAY/09 day-by-day: