< API Reference
GET
/backtester/strategies/covered-calls/{symbol}
OPTIONS
Pre-calculated covered calls backtest over the last two years on the given symbol. Results are summary level information on all 9 covered calls strategy variations which include .20, .35, .50 delta and 30, 60 and 180 day rolling periods.

Example URI

Response Information

Resource Description

Collection of SummaryResults

NameDescriptionTypeAdditional information
symbol

Stock symbol.

string

None.

strategy_type

Type of strategy.

string

None.

strategy_description

Strategy description. Format [symbol]:[strategy type code]@[x-Day],[xDelta]

string

None.

strategy_delta

Delta used for strategy.

decimal number

None.

strategy_roll_interval

Interval the strategy rolls to the next expiry in days.

integer

None.

strategy_return

Percent return of strategy over backtest interval.

decimal number

None.

strategy_annualized_return

Annualized percent return of strategy over backtest interval.

decimal number

None.

strategy_drawdown

Max percent drawdown of strategy over backtest interval.

decimal number

None.

stock_return

Percent return of stock over backtest interval.

decimal number

None.

stock_annualized_return

Annualized percent return of stock over backtest interval.

decimal number

None.

stock_drawdown

Max percent drawdown of stock over backtest interval.

decimal number

None.

is_best_strategy

Indicates if it is the best of all 9 strategy variations for the specific symbol and strategy type.

boolean

None.

Response Formats

application/json, text/json

Sample:
[
  {
    "symbol": "GILD",
    "strategy_type": "CashSecuredPut",
    "strategy_description": "GILD-CSP-Delta:-0.35-60-Days",
    "strategy_delta": -0.35,
    "strategy_roll_interval": 60,
    "strategy_return": 0.199419369992823,
    "strategy_annualized_return": 0.0998464609703436,
    "strategy_drawdown": -0.115672538039798,
    "stock_return": -0.011463550361714,
    "stock_annualized_return": 0.0998464609703436,
    "stock_drawdown": -0.34409654272668,
    "is_best_strategy": true
  },
  {
    "symbol": "YHOO",
    "strategy_type": "CoveredCall",
    "strategy_description": "YHOO-CSP-Delta:-0.5-30-Days",
    "strategy_delta": -0.5,
    "strategy_roll_interval": 30,
    "strategy_return": 0.198831033514191,
    "strategy_annualized_return": 0.0995518892080655,
    "strategy_drawdown": -0.283920676205658,
    "stock_return": 0.0613445378151259,
    "stock_annualized_return": 0.0995518892080655,
    "stock_drawdown": -0.489020431544778,
    "is_best_strategy": true
  }
]

application/xml, text/xml

Sample:
<summary_results_list xmlns:i="http://www.w3.org/2001/XMLSchema-instance">
  <summary_results>
    <is_best_strategy>true</is_best_strategy>
    <stock_annualized_return>0.0998464609703436</stock_annualized_return>
    <stock_drawdown>-0.34409654272668</stock_drawdown>
    <stock_return>-0.011463550361714</stock_return>
    <strategy_annualized_return>0.0998464609703436</strategy_annualized_return>
    <strategy_delta>-0.35</strategy_delta>
    <strategy_description>GILD-CSP-Delta:-0.35-60-Days</strategy_description>
    <strategy_drawdown>-0.115672538039798</strategy_drawdown>
    <strategy_return>0.199419369992823</strategy_return>
    <strategy_roll_interval>60</strategy_roll_interval>
    <strategy_type>CashSecuredPut</strategy_type>
    <symbol>GILD</symbol>
  </summary_results>
  <summary_results>
    <is_best_strategy>true</is_best_strategy>
    <stock_annualized_return>0.0995518892080655</stock_annualized_return>
    <stock_drawdown>-0.489020431544778</stock_drawdown>
    <stock_return>0.0613445378151259</stock_return>
    <strategy_annualized_return>0.0995518892080655</strategy_annualized_return>
    <strategy_delta>-0.5</strategy_delta>
    <strategy_description>YHOO-CSP-Delta:-0.5-30-Days</strategy_description>
    <strategy_drawdown>-0.283920676205658</strategy_drawdown>
    <strategy_return>0.198831033514191</strategy_return>
    <strategy_roll_interval>30</strategy_roll_interval>
    <strategy_type>CoveredCall</strategy_type>
    <symbol>YHOO</symbol>
  </summary_results>
</summary_results_list>