See historical assignment rates, win ratios, and average hold times for every trade—before you commit capital
Most options backtesting tools force you to define a strategy first, wait for results, and hope the parameters were right. By the time you get answers, the opportunity is gone. Days to Expiry flips the script. Every opportunity in our scanner comes with pre-computed historical performance data. See exactly how similar trades performed—instantly.
⚡ Pre-Computed Data — Historical performance appears instantly for every opportunity
📊 Real Assignment Rates — Actual historical percentages, not theoretical probabilities
🏆 Win/Loss Ratios — Historical probability of profit for similar market conditions
⏱️ Average Hold Times — Plan capital allocation with realistic duration expectations
🎯 Performance Filtering — Only show opportunities meeting your historical thresholds
💰 Included — Backtesting is part of every plan, not an expensive add-on
Scan for cash-secured puts, covered calls, or spreads as you normally would
Every result shows historical assignment rate, win/loss ratio, and average hold time
Set minimum win rates or maximum assignment rates to focus on proven setups
Opportunities Analyzed Daily
50,000+
Historical Trades in Dataset
Millions
Setup Required
Zero
Update Frequency
Daily
CSP scanning with built-in backtest data
Covered call screening with historical rates
Multi-strategy screening with backtested data
Backtest complete wheel cycles historically
Traditional options backtesting requires you to define a strategy (e.g., "30-delta puts, 30 DTE, close at 50% profit") and then run historical simulations. Days to Expiry pre-computes historical performance on every individual opportunity—so when you see a trade setup, the backtest data is already there. You get assignment rates, win/loss ratios, and hold times specific to that opportunity's parameters, not a generic strategy template.
Days to Expiry focuses on opportunity-level backtesting rather than custom strategy simulation. However, you can achieve similar results by filtering our opportunity scanner using your strategy criteria (delta range, days to expiry, IV rank, etc.) and then reviewing the historical performance data on the matching opportunities. This often gives you more actionable results because you're seeing real market conditions, not simulated fills.
Our historical dataset covers several years of market data across all supported underlyings. The backtest engine analyzes thousands of similar trades for each opportunity, with lookback periods adjusted based on data availability and statistical significance. Each opportunity card displays the sample size so you know how much history supports the metrics shown.
Yes—significantly. Delta is a theoretical measure based on the Black-Scholes model and assumes normal distributions. Our backtested rates are based on actual historical outcomes—what really happened when similar trades were placed in similar market conditions. Historical data tends to be more accurate, especially in volatile markets where theoretical models often underestimate risk.
No—backtesting data is included in all plans. Unlike competitors who charge $99+/month for backtesting as a premium add-on, we believe historical performance data should be part of every trader's decision-making process. You get assignment rates, win/loss ratios, and hold times on every opportunity scan at no extra cost.
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