Leaderboard

Forgive me for jumping in, but it allows you to choose whatever delta you want in multiples of 10, so.....you can have deltas like 10, 20, 30....up to 90.

Based on limited experience, I've never found that to be a successful strategy.

@siddharth310584 Here is dedicated thread. You can ask all questions there:

The scanner is pretty self-explanatory. It screens by median returns in different time frames. It also screens for confirmed earnings vs unconfirmed and weekly and non weekly symbols. Return Matrix is a symbol generated grid that shows median returns for long calls and puts, and straddles, for each day leading up to earnings date. And it's color coded as a "heat map" so you see at a glance if it's interesting. It's a different approach than CML Trade Machine which shows good, average and poor statistical results in terms of occurrences. So I think the two complement each other. @Djtux allowed me a 7 day trial to see what it could do -- that's the best way to find out. There are other graphs also that we've seen for quite awhile that measure historical RV, IV, etc for straddles and calendars.

I will be holding.

Unless my trade is up or down 40%, I won't be closing until Mar 21st.