Backtest Option Strategies, check historical performance, validate your option trading ideas using options simulator / software / tool as a service

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Call and Put Options Strategies

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 allows you to backtest option strategies with historical performance metric for strategy analysis and optimisation.

Monitor your strategies, manage your risk, save screens and set notifications from your Oscreener dashboard

Option trading made so simple:
a) Select screening parameters from the left menu
b) Specify stop loss (%) from back tester menu
c) Test your strategy and tweak many other parameters.

Optimize your strategy by choosing the right strike price:
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

Oscreener Backtester provides probability metrics to help traders identify optimal strategies without risking any capital.

For the active trader
Oscreener works with predefined groups and all optionable stocks(ETFs and Indices) has a rich set of screening features including max 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 Return (in %) also known as 'return on risk'.
c. Budget per strategy or 'max risk' (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 March Bull Put Spread on SHW in early December gives profit of 15% on investment when equity price continues trend and goes up or changes trend and stays neutral. The strategy can still be in profit even if SHW stock falls 9%. (Risk visualisation is displayed on the sample chart)

3) Option strategy periodical returns stats. Options strategy back testing over selected time periods until expiration. (Option strategy periodical returns stats)

4) Historical strategy entry and exit points are clearly displayed 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.

Oscreener improves visibility in trades and allows traders to manage risk more effectively.

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