Delta Backtest

This tool is designed to be a rough illustration of the retail "roll for a credit forever" style of managing covered calls that have gone ITM on a portfolio of US Large Cap stocks.

For more information on the methodology and parameters, see the FAQ page.

Start Date

End Date

Target DTE

Short Call Delta

Profit Target

Roll Trigger

Price & Trade Entries Active

Cumulative P&L Comparing short call P&L, underlying price return, and the combined covered call performance. Active

Results Summary

Configure and run a backtest to see the performance metrics.

Contact & Feedback

Have questions, feedback, or found a bug? Send us a message.