Show notes: http://optionalpha.com/show63
A little over a year ago now the CBOE released its first round of options-based strategy performance benchmark indexes. Since, they\u2019ve slowly increased the number of trackable option strategies on their website. Each strategy index is "designed to highlight the long-term utility of options as risk management and yield enhancing investment tools\u201d and really helps bring some context to options trading for the little guys like you and me.
In today\u2019s show, I\u2019ll highlight some of the more interesting strategy based index performance metrics I know will help you in your options trading journey. This includes; SPX Covered Combo Strangle, VIX Tail-Risk Hedge, SPX Protective Puts, and the SPX Monthly vs. Weekly Put Selling showdown. Plus, I\u2019ll give you a little more information on some the options backtesting we\u2019ve been doing here at Option Alpha and the up-coming release of our proprietary backtesting software soon.