Wheel Strategy Backtester - Test Your Options Strategy with Historical Data
The SecurePutCalls Wheel Strategy Backtester lets you validate any options income strategy against years of historical price and volatility data before committing real capital. Define your complete trading rules — the stock universe, entry criteria, strike selection methodology, days to expiration preference, profit-taking rules, and roll or close triggers — and the backtester simulates how those rules would have performed historically.
Results are displayed with the level of detail that serious traders need: not just total return, but win rate, average premium collected per trade, average days to close, maximum consecutive losses, largest drawdown, annualized yield on capital, and Sharpe ratio. Equity curve visualization shows exactly how your strategy navigated bull markets, crashes, and sideways chop. Year-by-year breakdowns reveal how strategy performance varies with different volatility regimes.
The backtester supports the full wheel cycle — entering as a cash-secured put, handling assignment, transitioning to covered calls, and cycling back — making it the most realistic wheel strategy simulation tool available to retail traders. Backtest on individual stocks or build a diversified portfolio backtest across multiple symbols simultaneously. Available on Premium and Pro plans.