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Comparing to the table on post 4674 (delta vs spreads) I did notice that you are able to exit in 21 vs 27.4 days for 40% vs 50% respectively (23% less time to book a winner). This allows you to execute 47 vs 34 trades and increases Monthly ROI from 5.5% vs 4.9%. Interestingly the avg DTE for Entry is the same (105) and the avg IM is the same too.
I am not understanding the 8,791 difference. Again, comparing this spreadsheet with the data in post 4674, it looks like the difference should be 337,405 - 314,156 = 23,249 which is a 7.4% difference. Compounding this difference over time, I would think this would be a significant growth driver for the overall P/L.
Have you tried testing out your strategy for the "best 6 months" (November-April) with data going back a little further? I think we can avoid a lot of headache by staying on the sideline/doing something else in the volatile months of May-October. Look forward to your response. Thanks for great work as always.
The total profit and ROI in post 4674 missed the final trade. After 9 hours of working on that study I wasn't thinking clearly and forgot to put the final trade on summary line. The other numbers were correct. Here is corrected table.
One word about the monthly ROI number. It is just an average of each trades' monthly ROI. But as far as showing how the different strategies compare it is useless.
As you can see in the above table, the spreads (loss) had the highest average monthly ROI 5.6% but total profit was by far the worst. I really should stop showing it.
For example, the next trade after the loss was only held 4 days and made 46.6% monthly ROI. But using that 46.6% ROI in an average does not show true performance of your account for a long term.
The true ROI is the one to the right of Ending Balance.