Here's a backtest of IV GAP calendar spread shared by Tanmay Kurkoti.
Backtest Report : https://shorturl.at/mGXMq
Strategy Logic from : https://www.youtube.com/watch?v=yORQfR-X4Uo
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TimeLine :
0:00 - Introduction
0:33 - Strategy Logic
3:58 - Strategy Building
13:12 - Backtest results
Open an account with 5paisa and get FREE 50 backtest credits and 4 Live deployments per month for 1 year for the mapped account : https://www.5paisa.com/demat-account?ReferralCode=52900407&ReturnUrl=invest-open-account
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Validating IV Gap Calendar Spread Strategy | NatokHD