How It Works
Sell/Write Options On SPX To Consistently Generate Income Safely And Beat The Market Returns.
Our data/technique is very different from the standard indicators you have come across. All of them predict what the ticker/index will do in the future. Our data goes back from the date SPX started trading and predicts what it will NOT do based on its past history. Our algorithm calculates the % move of price versus time to come up with the “no lose” strikes. The screener is essentially a measure of the velocity of the move and not the absolute value of the move. “No lose” strike means that strike has not lost since the ticker’s inception.
For example in the data below from 10/06/23, the “No lose strike since inception” for SPX is 2915 for Nov. 3rd 2023 expiry. Which means if you write/sell a PUT at 2915, this strike has not breached or gone ITM (in the money) since 1962 which is 60 years. This is very valuable information for option sellers because it gives them a specific strike and expiry with a high probability of success, in this case 99.9933%.
Similarly we calculate strikes for “Lost once every 20 years”, “Lost once every 30 years”, etc.
We calculate these strikes every day after market close for SPX taking into account that day’s closing price since SPX started trading in 1962.