07/16 MNX Iron Butterfly Backtesting

Performed the backtesting for JUL/09 Contracts. Notice that we reached 10% ROI in less than 10 days, that would be my cue to exit the trade, if one wanted to go for 15 or 20% it could be attained by working the trade.

PS: I'm keeping detailed records for these backtests, my plan is to publish them at the end of the week and keep updating them as I move along. I will zip the spreadsheets and publish it later on, for now, here is the volatility cone and backtest log for the JUL/09 trade:

JUL/09: 10% ROI


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07/15 Backtest Challenge

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