Mastercard earnings straddles profitable since 2011

July 26, 2016

Options Backtesting Results

Historical average return: +$250.85 (backtested over 5.6 years)
Historical success probability: 81.4%


The options market has generally overestimated the effect of earnings releases on MasterCard's stock price. Selling MA earnings straddles would have been profitable 81% of the time since 2011.

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