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Days to Expiry
Options Portfolio Clarity

Options Backtesting for the Wheel — One Public Recipe, Then Your Parameters

A published 10 DTE / 2% OTM catalog plus a gated interactive wheel backtest. Simulated, labeled as simulated.

Most options backtesting tools force you to define a strategy first, wait for a batch job, and hope the parameters were right. Days to Expiry publishes a small public catalog of one wheel recipe, plus a gated interactive wheel backtest. We do not claim a scanner-wide pre-computed historical store.

Wheel strategy backtest showing assignment distribution and historical performance by strike and DTE

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Problem

Traditional Backtesting Is Too Slow for Active Trading

Complex Setup Required — Define strategies, parameters, and wait for batch processing

Strategy-Level Only — Aggregated results, not specific to the opportunity in front of you

Opportunity Window Closed — By the time backtest completes, the trade is gone

Premium Add-On Pricing — Competitors charge $99+/month for backtesting features

Solution

Opportunity-Level Backtesting at the Speed of Markets

Public Recipe Catalog

A weekly allowlisted wheel snapshot (10 DTE / 2% OTM, ~2 years) — not a scanner-wide historical store.

Simulated assignment rates

Each published snapshot stores the engine’s assignment and call-away rates for that recipe — labeled as a simulation.

Wheel vs buy-and-hold

Compare stored wheel P&L to buy-and-hold P&L from the same run. No invented scanner-wide win ratios.

Catalog is free to read

Public recipe pages need no login. Custom DTE/OTM/window lives in the gated wheel backtest.

Strategy analytics panel showing win rate, assignment rate, and average hold time for a scanned opportunity

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How it works

Get started in 3 simple steps

1

Read the public recipe catalog

Open /wheel-backtests for allowlisted 10 DTE / 2% OTM wheel snapshots. Only published success rows appear.

2

Review simulated KPIs

Each snapshot shows simulated premium, assignment rate, wheel P&L, and buy-and-hold P&L — labeled as a simulation.

3

Run the interactive tool

Change ticker, DTE, OTM, or dates in the gated wheel backtest. Public pages never hit the engine on request.

Key Metrics

Public recipe

10 DTE / 2% OTM

Window

~2 years

Snapshot refresh

Weekly

Extra cost

$0

Frequently Asked Questions

Everything you need to know about getting started

How is this different from traditional options backtesting software?

We publish a small public catalog of one wheel recipe (10 DTE / 2% OTM, ~2 years) and a gated interactive wheel backtest. We do not pre-compute historical stats for every scanner row.

What historical data is used for backtesting?

Public snapshots simulate the canonical wheel recipe on an allowlisted set of tickers using the same engine as the interactive tool. Results are simulated, can include model fills, and are refreshed weekly — not a daily scanner-wide store.

Is backtesting included in the free tier?

The public recipe pages are free to read. The interactive wheel backtest is available in the product after you start a trial or subscribe.

Can I backtest my own custom strategies?

Yes in the gated /wheel-backtest tool (ticker, window, DTE, OTM). The public catalog is one canonical recipe only.

Ready to Get Started?

Join traders who are already using our tools to make better decisions.