I used to back test a lot of signals until I realized I was mostly back testing the back test instead of the signals.

The reason I asked how you were able to back test the different daily strikes and different expiration days was because I wondered it anyone could do it.

I see by your response you couldn't do it. I have no day trading system that relies solely on SPY weekly options except for Thursday and Fridays. No wonder you got "better" results then. That was only expiration you were testing. The strikes for Monday and Wednesday expiration would be irrelevant.

There are a lot of strikes to be considered in the three expiration days on the SPY and they shift each day, and then they all change week by week. A daunting task for any back tester.

Now consider stock options. Those are weeklies each week but again the strike change daily make this too a deep swamp for a back test to wade into.

You ask if there is something else I look at to enter a trade. To enter, besides persistence, experience and discipline, no. To exit, defense, which is to say stops losses and profit taking properly applied (try to back test "properly applied").

As I'm sure you can tell I think back testing is mostly a distraction and a waste of time. Better to focus on becoming a better trader.

In the meantime, thanks for trying anyway. I hope you learned something for making the effort.