July 26, 2016

Options Backtesting Results

Historical average return: +$366.16 (backtested over 5.8 years)
Historical success probability: 75.7%

Summary

The options market has historically predicted larger stock price moves than have been realized after Baidu's earnings releases. Selling BIDU earnings straddles would have been profitable 75.7% of the time since 2011.

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