It was pointed out to me that the guys at TastyTrade do not trade their SunnySide Up strategy on stocks with an average volume less than 2M. I don’t recall this in the video, but apparently it is common knowledge for those that follow the show.
This is the revised chart when taking the volume into account.
The first thing to note is that the ISRG trade is not included and the account shows a profit. There are slightly fewer trades, but overall I see a 93% win rate(25 wins over 27 trades). That one major loss was NFLX. While that devastated the performance to that point, the recovery was pretty quick.
The second thing to note is that these results pretty closely match what TT presented in their video segment.
For grins, here is the 3-year performance with the underlying threshold set to $50 and the volume at 2M:
That massive drop is no longer NFLX (its the drop just prior) but GMCR. Instead of 27 trades there were 73 with a win ratio of 86% but a higher average return.