I backtested two published short-duration options strategies over the last 10 years

I built an open-source options backtester to replicate two publicly described strategies and compare my results with their published performance.

The comparison isn’t perfectly equivalent because the periods, data and execution models differ. ERN’s published result also includes discretionary decisions that cannot be fully replicated.

I published the code, assumptions, requests and complete results here:

https://github.com/Javier-Garzo/ern-wo-options-backtester

My main goal was to see whether these two strategies held up over a longer period and to give others an open-source project they can use to reproduce the tests. If you have any questions about the results or methodology, feel free to ask me here.