Use it alongside your backtester

Your backtest ran once.

History delivered exactly one path. Whatever your covered-call or Wheel backtest returned is a single draw from a distribution you never got to see — and you have no way to tell, from that one number, whether the edge was real or the path was kind. This is the instrument that shows you the rest of the distribution.

What a backtest tells you

One realization of the past.

  • What happened, once, on the single path that history actually took
  • Results built on the one implied-volatility environment that occurred
  • One sequence of drawdowns, in the order they happened to arrive
  • An edge that may belong to the path rather than to the strategy

What the simulator adds

The distribution that result came from.

  • Thousands of alternate markets, block-resampled from real SPY and QQQ daily returns since 2001
  • Option richness as a dial you sweep, not a fact you inherit — the one variable history ran only once
  • A dynamic IV surface with skew and term structure, plus real decay, rolling, and assignment mechanics
  • Falsification and holdout workflows against exposure-matched benchmarks, so a result has to survive being attacked

This does not replace your backtester. A backtest estimates what the market did; this estimates how much of that was luck. Run both.

Monthly

Flexible research access, billed monthly.

$29 per month

  • 14-day free trial for new accounts
  • Thousands of Monte Carlo paths per experiment, with matched buy-and-hold and exposure-matched benchmarks
  • Covered call, cash-secured put / Wheel, and LEAPS research on one pricing engine
  • Premium-sensitivity, threshold-robustness, regime-sweep, holdout, and falsification workflows
  • Describe a hypothesis in plain English and get a runnable experiment specification back
  • Reproducible server-run results, saved to your own account history
  • Cancel any time from your account

A payment method is collected when you start a trial. You will not be charged during the first 14 days. After the trial, your selected monthly or annual subscription begins unless you cancel first.

Before you subscribe

Options Research Lab Pro is a research and education instrument. It simulates markets. It has no brokerage connection, places no trades, and handles no real money.

Nothing produced by this tool is investment advice, a recommendation, or a solicitation to trade. Mark is not a registered investment adviser or broker-dealer. Options carry substantial risk of loss and are not suitable for every investor.

Simulated results are not predictions. They describe the behaviour of a model under stated assumptions, and every published finding on this site carries its assumptions with it. Read them. Across the research completed so far, results have more often been unfavourable to option sellers than favourable — that is the finding, not a disclaimer.

Questions about billing, cancellation, or a refund? Open your account to reach the billing portal, where you can cancel at any time. Cancelling stops future billing at the end of the period you have paid for.

Already subscribed? Open your account to manage billing and research access.