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I Backtested 96 SPY Put Credit Spread Strategies - Here's the Bug Log
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I Backtested 96 SPY Put Credit Spread Strategies - Here's the Bug Log

DEV Community·tomasz dobrowolski·about 1 month ago
#IsIQ8wJA
#trading#python#quant#stop#fill#cagr

7 years of 1-min SPY chains, 16,024 trades, MM-style fills. The bugs that would have lied to you, the one-line flag that beat my composite signal, and why SL=200% is worse than no stop loss.

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