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

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