Iron condors and other credit spreads Message Board

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Strategies & Market Trends : Iron condors and other credit spreads

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From: creditspread22	1/12/2005 7:27:10 PM
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OEX Iron Condor backtesting Trade Spreadsheet I have generated a basic excel spreadsheet for OEX Iron Condors credit trades that generates deep OTM condor ranges. The spreadsheet calculates Condor range based on 4.5X ATR, 20 day & 100 day historical volatility. The condor range assumes initiating the trade the Monday after expiry based on Expiry Friday's close. Over the two year time period analyzed, you would have lost once out of 22 trades. If anyone is interested in the spreadsheet, please provide your e-mail and I will send it to you.

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