I Backtested The Wheel Strategy - Here's What I Found
Автор: Backtest Everything
Загружено: 2026-01-16
Просмотров: 1
I backtested the wheel strategy on SPY, AAPL, and TSLA using 5 years of historical options data.
THE WHEEL STRATEGY:
1. Sell cash-secured puts at target delta (20/30/40)
2. Close at 50% profit or get assigned
3. If assigned, sell covered calls
4. Wait until called away, then repeat
CONFIGURATIONS TESTED:
20 Delta Puts / 30 Delta Calls (conservative)
30 Delta Puts / 30 Delta Calls (balanced)
40 Delta Puts / 30 Delta Calls (aggressive)
RESULTS:
SPY: Best $8,338 (40 delta), collected $69,751 premium, 84-93% win rate
AAPL: Best $7,956 (30 delta), collected $25K-$47K premium, 78-90% win rate
TSLA: ALL CONFIGURATIONS LOST MONEY! Best -$5,248, worst -$15,890
Winner: Buy & Hold beat the wheel on all three symbols
KEY INSIGHTS:
Delta selection significantly impacts results
Volatility affects assignment frequency
Premium income is consistent but capital gets locked
The wheel vs buy and hold - surprising results
Timestamps:
0:00 - Hook
0:30 - The Strategy
1:30 - Test Parameters
2:15 - SPY Results
3:30 - AAPL Results
4:30 - TSLA Results
5:30 - Wheel vs Buy & Hold
6:30 - Key Insights
7:30 - When to Use
8:15 - Summary
9:00 - Caveats
#options #wheelstrategy #trading #backtesting #coveredcalls #cashsecuredputs
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