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Days to Expiry
Options Portfolio Clarity

Options Backtesting Built Into Every Opportunity Scan

See historical assignment rates, win ratios, and average hold times for every trade—before you commit capital

Most options backtesting tools force you to define a strategy first, wait for results, and hope the parameters were right. By the time you get answers, the opportunity is gone. Days to Expiry flips the script. Every opportunity in our scanner comes with pre-computed historical performance data. See exactly how similar trades performed—instantly.

Wheel strategy backtest showing assignment distribution and historical performance by strike and DTE

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Problem

Traditional Backtesting Is Too Slow for Active Trading

Complex Setup Required — Define strategies, parameters, and wait for batch processing

Strategy-Level Only — Aggregated results, not specific to the opportunity in front of you

Opportunity Window Closed — By the time backtest completes, the trade is gone

Premium Add-On Pricing — Competitors charge $99+/month for backtesting features

Solution

Opportunity-Level Backtesting at the Speed of Markets

Pre-Computed Data

Historical performance appears instantly for every opportunity—no waiting, no setup.

Real Assignment Rates

Actual historical percentages, not theoretical probabilities, based on multi-year data.

Win/Loss Ratios

Historical probability of profit for similar market conditions and strike selections.

Free With Every Scan

Backtesting is included at no extra cost—no premium add-on required.

Strategy analytics panel showing win rate, assignment rate, and average hold time for a scanned opportunity

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How it works

Get started in 3 simple steps

1

Scan for Opportunities

Run any scan in our covered call, CSP, or LEAPS screener. Every result includes a backtest panel.

2

Review Historical Performance

See assignment rate, win ratio, and average hold time for trades matching the same strike, DTE, and underlying characteristics.

3

Trade With Confidence

Enter positions knowing the historical odds—not just theoretical delta and IV estimates.

Key Metrics

Years of Data

5+

Trades Backtested

2M+

Update Frequency

Daily

Extra Cost

$0

Frequently Asked Questions

Everything you need to know about getting started

How is this different from traditional options backtesting software?

Traditional tools require you to define a strategy, set parameters, and wait for batch processing. Days to Expiry shows pre-computed historical data for every opportunity the moment it appears in your scan—no setup, no waiting. You see assignment rates, win ratios, and average hold times instantly.

What historical data is used for backtesting?

We use multi-year historical price data for each underlying, analyzing how often specific strike and DTE combinations would have been assigned or expired worthless. The data is updated daily and includes at least 3 years of historical analysis for most liquid stocks.

Is backtesting included in the free tier?

Yes. Basic backtesting data including assignment rates and win ratios is included in the free tier. Premium plans unlock deeper analytics like hold-time distributions, drawdown analysis, and custom date-range backtests.

Can I backtest my own custom strategies?

Premium users can run custom backtests with their own parameters including specific strike ranges, DTE windows, and underlying filters. Free users get pre-computed backtest data for all scanner results.

Ready to Get Started?

Join traders who are already using our tools to make better decisions.