No. of Opts. | Option Type (P/C) | Long/ Short (L/S) | Scaled Norm. Strike | Example (Table 1 data) | Average Profit/ Trade ($) | Total Profit ($) | Percent Profitable (%) | Max DD (%) |
2 | C | S | 0.948 | 112 | 75 | 10,417 | 84.1 | 33.8 |
| P | S | 1.061 | 118 |
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| C | S | 0.948 | 112 |
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3 | C | L | 1.034 | 115 | 69 | 9508 | 85.5 | 55.0 |
| P | S | 1.061 | 118 |
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| C | S | 0.948 | 112 |
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4 | C | L | 1.034 | 115 | 87 | 12,005 | 85.5 | 42.8 |
| P | S | 1.061 | 118 |
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| C | S | 1.070 | 119 |
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| C | S | 0.948 | 112 |
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| C | L | 1.034 | 115 |
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5 | P | S | 1.061 | 118 | 78 | 10,773 | 86.2 | 47.1 |
| C | S | 0.105 | 119 |
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| C | L | 1.114 | 124 |
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| C | S | 0.948 | 112 |
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| C | S | 0.956 | 113 |
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6 | P | L | 0.965 | 114 | 87 | 12,001 | 87.0 | 35.0 |
| C | L | 1.034 | 115 |
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| P | S | 1.052 | 117 |
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| P | S | 1.061 | 118 |
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