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r/thetagangr/thetagang· u/No-Secretary-9104· 3h agoCovered Call 0

Built a covered call backtester - looking for feedback

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Author built and shared a backtesting tool for rolling ITM short calls up and out, seeking community feedback.

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Built a backtester specifically for how attempting to roll ITM short calls up and out forever until they expire worthless would have played out historically. This roll logic doesn’t seem to be available in other backtesting tools but let me know if this actually already exists somewhere.

Decided to publish it (at least temporarily) in order to get feedback. I don’t really want to keep the app up for very long because of the ongoing compute costs for the backtesting simulation logic.

https://deltabacktest.com/

There is also an FAQ page that might address some of your questions/comments.

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