Silver Straddle Spread that looks good on paper – Trade Idea

March Silver 17.3 Straddle – January Silver 17.1 Straddle with 92 & 31 days to expiry

This trade flagged up to us when we were running some Backtests on strategies this morning. If you backtest this strategy to the first expiry in the strategy (Jan on 26 Dec), you will see that it has returned/delivered 0.711 cents average over 10 years – it closed at 0.545 last night.

10-Year synthetic backtest (no hedging, run to the first expiry)

This is the 5-Year price action for the Straddle Spreads.

Added to recent trades