iPresageOptions Research & Backtests
Original research and data-driven analysis from 10 studies
Built on 159,247,831 historical options records
FOMC Cycle Effect on Options
How Federal Reserve meeting cycles create predictable patterns in options pricing and volatility.
CPI Day Options Backtest
Backtesting options strategies around CPI release dates with 159M historical records.
Draining Regime Study
Analysis of market behavior during quantitative tightening and liquidity drainage periods.
Diamond Signal Performance
Tracking the historical performance of iPresage diamond-rated signals.
VIX Mean Reversion
Statistical analysis of VIX mean reversion patterns and options trading implications.
Sector Momentum & Options
How sector momentum indicators predict options returns across market cycles.
Put/Call Ratio Predictive Power
Quantifying the predictive value of put/call ratios for forward returns.
Bond ETF Options Strategies
Options strategies for fixed income ETFs during rate transition periods.
Earnings IV Crush Analysis
Measuring implied volatility crush patterns across 5 years of earnings events.
Optimal DTE Study
Finding the optimal days-to-expiration for different options strategies and market conditions.