The 30-45 DTE sweet spot has an 8.6% win rate problem. 88k contracts don't lie

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a few hours after posting this i had an expanded dataset finish running. i build and continuously refine a covered call scoring algorithm and the dataset it runs on needs to stay current. that said, i've been meaning to expand the delta range sampling for a while and this thread gave me the push to prioritize it. went **from 88k contracts to 149k**, added **2 years** of data going back to 2016, and switched from **OTM-only sampling to full delta range**. the commenters who pushed back on delta composition were right and the expanded data proves it. heatmap, at the very bottom, shows win rate by delta x DTE across the full range. for delta above 0.15, where most covered call traders actually operate, longer DTE wins consistently. the original short DTE finding only holds for very low delta trades below 0.15 which is not how most ppl sell calls. the data corrects the post

been selling covered calls for 25 yrs. ultra conservative boring plays on bank and utility stocks, mostly monthlies. 30-45 DTE is where i've always lived bc that's what everyone recommends and honestly it never occurred to me to question it.

so i ran 88,017 real contracts across 421 symbols from 2018 to 2025. part of a larger dataset i've been building to rank and score covered call opportunities systematically. expected the data to validate what i've always done.

it didn't. check out the below...

split every contract into 6 DTE buckets. tracked actual outcomes. 1. expired worthless or 2. got assigned. no simulations. seven market regimes including the covid crash and the full 2022 bear market.

[=](https://preview.redd.it/vj50sx5hmrvg1.png?width=1200&format=png&auto=webp&s=6ee45abf8b8fad59979b0fa1886bedd44977351f)

30-45 DTE comes in at 74.3% win rate. 8-14 DTE comes in at 82.9%. that's 8.6 points.

the yield argument for 30-45 DTE is real. i'm not disputing that. but yield and win rate are two different objectives and most traders don't realize they've been optimizing for one while thinking they're doing the other.

the bear market finding is the part that got me.

in bear conditions 31-45 DTE drops to 71.7%. 8-14 DTE holds at 79.5%. exactly when u need your win rate most, that's exactly when it lets u down. shorter DTE means less time for the stock to move against u. in a trending bear market that extra time works against u every single day.

I'll be honest, i still mostly sell monthlies. 25 yrs of habit doesn't change overnight and the yield argument is real. but i can't look at 88k contracts and pretend the 8-14 window isn't doing something the conventional wisdom misses

https://preview.redd.it/ug8v6qkbxtvg1.png?width=941&format=png&auto=webp&s=6f69a8776652b5c429d968c48f4366517e82e583