GET backtester/strategies/covered-calls/top-strategies-by-portfolio?number_results_to_return={number_results_to_return}&limit_per_symbol={limit_per

GET

/backtester/strategies/covered-calls/top-strategies-by-portfolio?number_results_to_return={number_results_to_return}&limit_per_symbol={limit_per_symbol}&symbols={symbols}

OPTIONS

Returns the best performing covered call strategies on the provided list of symbols.

Example URI


https://api.livevol.com/v1/backtester/strategies/covered-calls/top-strategies-by-portfolio?number_results_to_return=100&limit_per_symbol=10&symbols=CBOE,AAPL

Request Information

URI Parameters

Name	Description	Type	Additional information
number_results_to_return	Number of strategy results to return.	integer	Required Range: inclusive between 1 and 2147483647
limit_per_symbol	Max number of strategies to return for each underlying symbol.	integer	Required Range: inclusive between 1 and 2147483647
symbols	Comma-separated list of underlying symbols	string	Required

Name

Description

Type

Additional information

number_results_to_return

Number of strategy results to return.

integer

Required

Range: inclusive between 1 and 2147483647

limit_per_symbol

Max number of strategies to return for each underlying symbol.

integer

Required

Range: inclusive between 1 and 2147483647

symbols

Comma-separated list of underlying symbols

string

Required

Response Information

Resource Description

Collection of SummaryResults

Name	Description	Type	Additional information	SIP Provider
symbol	Stock symbol.	string	None	None
strategy_type	Type of strategy.	string	None	None
strategy_description	Strategy description. Format [symbol]:[strategy type code]@[x-Day],[xDelta]	string	None	None
strategy_delta	Delta used for strategy.	decimal number	None	None
strategy_roll_interval	Interval the strategy rolls to the next expiry in days.	integer	None	None
strategy_return	Percent return of strategy over backtest interval.	decimal number	None	None
strategy_annualized_return	Annualized percent return of strategy over backtest interval.	decimal number	None	None
strategy_drawdown	Max percent drawdown of strategy over backtest interval.	decimal number	None	None
stock_return	Percent return of stock over backtest interval.	decimal number	None	None
stock_annualized_return	Annualized percent return of stock over backtest interval.	decimal number	None	None
stock_drawdown	Max percent drawdown of stock over backtest interval.	decimal number	None	None
is_best_strategy	Indicates if it is the best of all 9 strategy variations for the specific symbol and strategy type.	boolean	None	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>