Backtest Bull Put Spread, Bear Call Spread, Bull Call Spread, Bear Put Spread

Manage risk and backtest core strategies: Long Call, Long Put, Short Put

Learn how to choose option strikes by Back-testing and optimizing options selection

Analyze options strategy performance and validate trading ideas using historical data

Filter strategies by volatility, greeks, distance to breakeven, technical performance and much more

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Oscreener provides a technology to backtest and validate core & complex option strategies and displays
historical performance metric for you to analyze and optimize options trading.

Options performance testing with Oscreener.com was designed to minimize complexity in trading and provide user-friendly results:

a) Simply select screening parameters from the left menu
b) Specify profit/loss stopping points(in %) from backtester menu and run your strategy over historical data

Optimize strategy selection, learn how to choose the right option strike prices:
Choosing the right strike price when trading options can determine the odds of success vs failure in long run:

- HIGH out-of-the-money option strikes > lead to HIGH profit vs loss ratio > but LOW probability of successful trade
- LOW in-the-money option strikes > lead to LOW profit vs loss ratio > but HIGH probability of successful trade

Our Options Strategy Backtester can display these probabilities to help traders identify optimal strategies without risking any capital.

For active traders who wish to screen predefined groups or all optionable stocks/etf/indexes, Oscreener.com has a rich set of screening features
including risk, target return, distance to breakeven, greeks, implied volatility and even related stock technical analysis.
The following option strategies are currently available to backtest:

Backtest Bull Put Spread option strategy (Neutral to Bullish trend)
Backtest Bear Call Spread option strategy (Neutral to Bearish trend)
Backtest Bull Call Spread option strategy (Neutral to Bullish trend)
Backtest Bear Put Spread option strategy (Neutral to Bearish trend)
Backtest Long Put option strategy (Bearish trend)
Backtest Long Call option strategy (Bullish trend)
Backtest Short Put option strategy (Neutral to Bullish trend)

The following screening parameters are supported for backtesting option strategies:

1) Options Strategy Screening parameters: a. Specify individual equity or create equities portfolio or screen entire options market and backtest your option strategy. b. Option Strategy Target Profit (in %) also known as return on risk. c. Budget or Maximum Risk per strategy (in US dollars) d. Expiration periods e. Front Volatility (Implied Volatility) f. Greeks - Delta, Gamma, Theta, Vega g Trading volume - Minimum number of contracts traded on a single leg of selected options strategy h. Distance to breakeven in % at each option strategy i. Equity Daily, Weekly, Monthly, Quarterly Technical Performance in % j. Equity Technical 5,20,50,100 Day Moving Average above/below in %.
2) Risk visualisation. Individual equity charts to visualise target profit, risk and distance to expiration of each option strategy. For example Bull Put Spread on SHW in early December allows to profit 15% on investment when equity price continues trend and goes up or changes trend and stays neutral. The strategy can be still in profit even if SHW stock falls 9%. (Risk visualisation is displayed on the sample chart)
3) Option strategy periodical returns stats. Options strategy backtesting using Historical Performance of your trading strategy over selected time periods until expiration. (option strategy periodical returns stats)
4) Strategy entry and exit displays each option strategy trade in a multi-column format. Entry and Exit equity price, target profit / actual profit in % and $, distance to breakeven, ask/bid price, greeks, volatility and much more.

Our Options Backtesting technology simplifies options trading, improves visibility in trades and allows to manage risk more effectively.

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