Option Trading: Historical
Backtesting – Computer generated entry and exit signals are created and based on market conditions and technical indicators [strategy], then tested against historical market data to see what the hypothetical profits or losses might have been. This is called backtesting, and it is the evaluation of a particular trading strategy using historical data.
Results presented are hypothetical, they did not actually occur and they may not take into consideration all transaction fees or taxes you would incur in an actual transaction. And just as past performance of a security does not guarantee future results, past performance of a strategy does not guarantee the strategy will be successful in the future. Results could vary significantly, and losses could result. Prices indicated in these Historical Results assumes execution occured at the Open of that day's trading.
Historical October 2008 [Subprime Mortgage Crisis]
Historical Third Quarter 2008
Historical September 2008
Historical August 2008
Historical July 2008
Historical Second Quarter 2008
Historical June 2008
Historical May 2008
Historical April 2008
Historical First Quarter 2008
Historical March 2008
Historical February 2008
Historical January 2008
Historical for the Year 2007
Historical Fourth Quarter 2007
Historical December 2007
Historical November 2007
Historical October 2007
Historical Third Quarter 2007
Historical SecondQuarter 2007
Historical First Quarter 2007
Historical for the Year 2006
Historical Fourth Quarter 2006
Historical Third Quarter 2006
Historical Second Quarter 2006
Historical First Quarter 2006
Historical for the Year 2005
Historical Fourth Quarter 2005
Historical Third Quarter 2005
Historical Second Quarter 2005
Historical First Quarter 2005
Historical for the Year 2004
Historical Fourth Quarter 2004
Historical Third Quarter 2004
Historical Second Quarter 2004
Historical First Quarter 2004
Historical September-November 2001 [World Trade Center Attack]
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The Team at American Option Trader LLC