Identify option spreads with a high probability of hitting a defined profit target.Two profit targets were tested:
Testing was conducted using three independent datasets (Month 1–3) to ensure robustness across different periods.
1. Simple Takeaway
Across several months of trade simulations, filtering models produced consistently high win-rates for common option spread strategies.Win-Rate Summary
Key Observations
- Bear Call Spread: Most consistent win-rate; retained strength even at 50% target
- Bull Call Spread: Very strong for 30% exits; a bit lower at 50%
- Bear Put Spread: Stable above 90% for 30% targets; slight drop for 50%
What This Means
The filtering models identify spreads that have historically reached profit targets with high consistency—focusing on high-probability trades over predicting large moves.This means consistency over speculation.
2. Expanded Results
Win-rates by strategy, split by profit target and month:30% Profit Target
50% Profit Target
Interpretation
- Stability: Results were consistent across all datasets—not due to chance.
- Profit Target: Higher targets (50%) reduce win-rate, but probabilities remain strong.
- Strategy Strengths:
Final Note
These results reflect historical model performance using defined filters and profit targets.They show the filtering system can identify high-probability spreads, but do not guarantee future results. BigDipperOptions helps traders spot structured opportunities, not provide investment advice. Options trading involves risk. Past performance is not indicative of future results.