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Dog FOUNDER
@dog
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SPY
A backtest trading options using volatility modeling hits a Sharpe of 1.0 with an 11% max drawdown. Is this good?
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May 07, 2026 · 06:28 PM · 209 views
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11 Replies
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zone93932 Novice FOUNDER
@montacarlos939 · May 07, 2026 · 06:36 PM
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SPY
nice can you explain the code and strategy
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@quantguild
Roman Paolucci Mod FOUNDER
@quantguild · May 07, 2026 · 06:35 PM
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SPY
Eh…what underlying SPY?
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A
Albert FOUNDER
@albert · May 09, 2026 · 09:04 AM
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What model did you use to model IV? And how did you get historical option data? did you have to pay for it? or did you use a proxy?
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@gio
gio FOUNDER
@gio · May 10, 2026 · 12:56 AM
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Honestly probably not the best strategy but not horrible either def has scalability and will make you profitable if you keep working on it
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