OptionIncomeTools runs three priority studies on options-income strategies. Each study has a public dataset schema, a live observation count, and a downloadable CSV. We do not publish return claims until enough observations exist to compute a defensible result with documented dispersion and confidence intervals.
Measures the gap between annualized screen yield (the comparison metric we display in the screener) and realized return over a full cycle. Tracks individual contracts from screen-time to exit, with explicit slippage and commission assumptions.
Calibrates the early-assignment incentive heuristic against actual assignment events on dividend-paying stocks. Tracks model predictions, false positives, and false negatives across ex-dividend windows.
Reproducible, versioned wheel-strategy backtest on documented rule sets (delta 0.20/0.25/0.30, DTE 30–45, multiple profit-taking policies) on SPY, QQQ, and a fixed 30-name large-cap universe. Compared against total-return benchmarks.
Programmatically generated without a supporting dataset. Retracted 2026-06-23. The transparent-wheel-benchmark study above is being built as the proper replacement. See corrections log.
A research report is published on OptionIncomeTools only when it includes all of the following (per the editorial policy):
If a report claims a return number without supporting evidence at this standard, it gets withdrawn and recorded in corrections. The previous SPY wheel backtest is the first example.
See also: References & citations · Corrections log · Editorial policy · Methodology.