I backtested Weekly vs monthly CCs at the same delta

I see a constant debate between weeklies and monthlies. So I ran the backtest delta matched on 84 US large caps from 2021–2026, selling 1-week vs 1-month calls at the same target delta, 0.10 through 0.40. 1. Below 0.25 delta, weeklies win. At 0.10 delta, weeklies beat monthlies risk adjusted (Sortino) on 73% of sample, +1.9 CAGR/yr median. At 0.20, still 66% of sample. 2. At 0.25 it's even. 3. Above 0.30, monthlies win. By 0.40 delta, weeklies win risk adjusted in only 36% of sample. Why even at 0.25? A 0.10 delta weekly harvests about 2x the annualized premium of monthlies while being assigned just as rarely. But at 0.40 weekly strike sits much closer to spot, every assignment gives back more of the trend, four times as often. Methodology: premiums from bid/ask mids where available, otherwise full implied vol surfaces (BAW).