Wheel Strategy Backtest: CSP → Covered Call Historical Simulator

Wheel Strategy Backtest

Cash-secured puts → covered calls → repeat over historical data

Mode

Ticker

Single ticker

Try:

Backtest Period

Defaults: 10 DTE, 2% OTM puts & calls · expand Advanced to change

What the weekly public research already ran

Published wheel simulations

Beat buy-and-hold

26.7%

21-Day rule helped / hurt

23 / 14

Median annualized return (21-Day)

8.4%

Median drawdown Δ (21-Day)

-1.5 pp

snapshots refreshed 2026-09-27 · 21-Day research refreshed 2026-09-27. Simulated historical backtests, not collected income and not a forecast.

Top risk-adjusted performers:SMH wheelAVGO wheelJPM wheel