Jan. 13, 2017

Options Backtesting Results

Historical average return: +$7,555.67 (backtested over 8.0 years)
Historical success probability: 55.0%

Summary

Apple call options for Q2 expiration are currently trading at their cheapest levels using historical data back through 2009. Apple stock has rallied 9% since the election and broke through a few key resistance levels. If you're expecting the breakout to continue, call options like this trade could be an attractive risk-defined way to play further upside. Options backtesting of this trade shows a 0.57 Sharpe ratio with contained downside risk.

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