This Study Tested Every Entry Day of the Month. The Win Rate Never Changed

tastytrade6 days ago8:49

Options trading strategy backed by five years of data: does the day of the month you enter a trade actually matter? The tastylive research team tested 16 delta 5 DTE strangles across every entry window from 2021 to now. The win rate never changed. The P&L never changed. The only difference: end of month has higher max loss from rebalancing flows. Trading more often produced 7 to 10 times the cumulative P&L. Volatility gives you an edge, the calendar does not. ๐Ÿ“Š tastylive: https://www.tastylive.com/ ๐Ÿ“ฐ Get Tom's pre-market analysis every morning: https://www.tastylive.com/newsletters ๐Ÿ“˜ FREE Options Strategy Guide: https://tinyurl.com/bp9ms763 ๐Ÿ“ฑ Follow tastylive on X: https://x.com/tastyliveshow Chapters 00:00 Does the day of the month give you an edge? 00:55 The study: 16 delta 5 DTE strangles, no management 01:28 Win rate is the same no matter when you enter 02:00 P&L is the same across every entry window 03:01 End of month has the highest max loss and risk 04:03 Cumulative P&L: trading more often wins by 7 to 10x 05:13 Year by year: no consistency, no timing edge 06:11 Takeaway: trade often, volatility is the real edge 07:15 Mike and Jermal: end of month rotation and hedging #tastylive #optionstrading #tradingstrategy #entrytiming #strangles #premiumselling #optionsresearch #stockmarket #tradeoften #tastytrade tastylive is a real financial network, producing hours of live programming every day. Follow along as our experts navigate the markets, provide actionable trading insights, and teach you how to trade. With over 120 original segments, and over 25 personalities, we'll help you take your trading to the next level, whether you are new to trading or a seasoned veteran. tastylive content is created, produced, and provided solely by tastylive, Inc. ("tastylive") and is for informational and educational purposes only. It is not, nor is it intended to be, trading or investment advice or a recommendation that any security, futures contract, digital asset, other product, transaction, or investment strategy is suitable for any person. Trading securities, futures products, and digital assets involve risk and may result in a loss greater than the original amount invested. Investment information provided may not be appropriate for all investors and is provided without respect to individual investor financial sophistication, financial situation, investing time horizon or risk tolerance. Options, futures, and futures options are not suitable for all investors. Prior to trading securities, options, futures, or futures options, please read all applicable risk disclosures, including, but not limited to, the Characteristics and Risks of Standardized Options Disclosure and the Futures and Exchange Traded Options Risk Disclosure Statement found at https://tastytrade.com/disclosures/. Past performance is not indicative of future results. Performance is not presented net of all commissions, fees, and expenses. Multi-leg option strategies incur higher transaction costs than single leg trades as they involve multiple commission charges. Examples provided are for illustrative, informational, and educational purposes only and are not intended to be reflective of results you can expect to achieve. Supporting documentation for any claims, including claims made on behalf of options programs), comparisons, statistics, or other technical data, if applicable, will be supplied upon request. tastylive, through its content, financial programming or otherwise, does not provide investment or financial advice or make investment recommendations. tastylive is not a licensed financial adviser, registered investment adviser, or a registered broker-dealer.