Leaderboard

http://tm.cmlviz.com/index.php?share_key=s_0_20171124081502_Jt6638BAEoCdlcJH

Hmm. Not bad. 5-2, but very small losses relative. Expiration: 10 Days Risked: $162 Total Return: $332 % Return:205% Avg % Return:30.4% Commissions:- % Wins:71.4% Wins: 5Losses: 2 Avg Win: $71Avg Loss: ‑$12 Avg % Win: 45.9%Avg % Loss: -8.3% Gross Gain: $356Gross Loss: ‑$24 Open today (6 days before earnings) close day of earnings. Similar results for entries closer in. Edit: Going 3 year adds a couple of bigger losers with my setup.

@krisbee, here you go. Buy calls 6 calendar days before earnings and close 1 day before. Based on 3 years and 15 days to expiry options.