I have an option strategy over SPY options, i backtested it for last 23 years, i have not more data available, and avergage gains where 20%, wrost year -10% best year +150%. Max DrawnDown is 25%
I papertrade the strategy from JUL2020 and it gain 10% last 3 months, DrawDown 2%
Can be overfitted in 23 years?
Submitted September 30, 2020 at 05:36AM by optionexpert