We get asked often if the backtester can handle short dated SPX trading strategies.

YES!

The Cboe started one week expirations in 2005 as a pilot. By March 6, 2014, weekly options were available on more than 325 securities. Here's the complete list on the CBOE site.

By 2013, SPX has enough weekly and quarterly options to make short dated strategy testing meaningful. for example, at the start of 2013 the SPX had these short term expirations:

  • 1/4/2013
  • 1/11/2013
  • 1/19/2013
  • 1/25/2013
  • 2/1/2013
  • 2/8/2013
  • 2/16/2013

You can set up the strategy to only run after that date.

SPXweeklysetupBT

Above is a calendar spread strategy on short term options.

With the ability to select various strategies, exits, and to combine strategies the possibilities are endless.

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