They have, and honestly I wouldn't put to much stock in their results. What they come up with time and time again is that selling options underperforms buy and hold.

It's bullshit.

The biggest fundamental issue with backtesting is that it assumes you're only using a single strategy over a period of time. In the real world, you shift strategies when the market calls for it. There's no way to work that into backtesting, so IMO the whole process of backtesting has very little practical application in the real world aside from giving you a very general overview of how a single, specific strategy performs.

It would be like "backtesting" wearing t-shirts over ten years. I'm sure the data would overwhelmingly show that wearing sweaters is a better bet for staying comfortable throughout the year in many parts of the world, but it completely ignores that in many places are hot year-round and call for lighter clothing, and even in cold parts of the world there are often hot summers.

Just my take.