Strategy · SPX 0DTE · one contract throughout

Elevenses

The late-morning appointment: sell the at-the-money straddle at 11:00, after the open's chaos has resolved but while a full day of premium remains on the table.

$64,931

net profit per year, one contract

$19,988

defined-risk margin per trade (wing width − credit; exact value per trade in the blotter)

$765 (3.8%)

average net per trade, as % of its margin — held hours, never overnight

80%

win rate over 198 trades

$938

costs paid per year ($11.05/trade, itemized below)

−$4,728

max drawdown

< 1 in 1,000,000

odds these results are pure luck

Equity curve

Cumulative net profit, this strategy alone, after all costs.

Monthly results

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year P&L
2024						+0.8k	+4.8k	+6.1k	+5.6k	+3.1k	+1.9k	+0.9k	$23,273
2025	+7.2k	+5.1k	+0.2k	+20.2k	+9.6k	+2.2k	+2.1k	+6.5k	+4.3k	+3.6k	+4.6k	+4.7k	$70,270
2026	+5.9k	+16.0k	+11.4k	+8.6k	+8.2k	−0.6k	+1.7k	+4.2k	+2.5k				$57,962

27 of 28 months positive · mean month $5,411 · worst month −$595

Trade logic, in full

Signal. None — a standing appointment, like Meridian, one hour earlier: the opening hour’s directional violence has usually spent itself by 11:00, while the day still holds five hours of harvestable decay.

Entry, 11:00 New York. Sell the at-the-money call and put; buy protective wings 3.5% out. Net credit must exceed $1.00 with all four legs traded — on SPX this passes roughly one morning in three.

Stop. 2.0× credit. Exit. 15:48.

Audit trail. Certified across all three markets in a single sitting — t-statistics of 5.1–10.5 on every train and test cell — and its entry time is insensitive to ±7 minutes of randomization, a robustness property verified deliberately.

Every trade, every leg

The complete record — nothing curated. Each trade sells one STRADDLE — a call and a put at the same strike K — and buys two protective wings (put wing · call wing strikes shown). 'Sold C / P' are the two short legs' entry prices, 'Bought C / P' their buy-back prices; wing prices are shown as the pair's combined value. Prices are per index point (×$100). Fired because the entry clock was reached — this strategy trades by appointment, every qualifying day. Margin is exact: wing width − credit. Costs = 8 contract-sides × $1.35 + $0.25 regulatory. STOP = premium stop; THESIS = the level broke; EOD = scheduled 15:48 exit. All times New York.

Date	In→Out	How	Straddle K	Sold C / P	Bought C / P	Wings	Wings in→out	Gross	Costs	Net	Margin
2024-06-07	11:00→15:48	EOD	5360	7.55 / 12.40	0.22 / 11.40	5170 · 5550	0.10→0.10	$833	−11.05	$822	$17,015
2024-07-11	11:00→15:48	EOD	5600	12.50 / 7.65	0.60 / 11.30	5400 · 5800	0.10→0.10	$825	−11.05	$814	$17,995
2024-07-17	11:00→15:48	EOD	5600	11.10 / 10.60	0.80 / 10.30	5400 · 5800	0.10→0.10	$1,060	−11.05	$1,049	$17,840
2024-07-22	11:00→15:48	EOD	5560	9.20 / 12.60	7.90 / 1.20	5370 · 5750	0.10→0.10	$1,270	−11.05	$1,259	$16,830
2024-07-26	11:00→15:48	EOD	5450	16.33 / 14.39	12.85 / 1.40	5260 · 5640	0.10→0.10	$1,647	−11.05	$1,636	$15,938
2024-08-02	11:00→15:48	EOD	5300	26.50 / 22.52	40.05 / 0.20	5110 · 5490	1.35→0.10	$752	−11.05	$741	$14,233
2024-08-05	11:00→15:48	EOD	5180	25.62 / 29.10	2.15 / 17.60	5000 · 5360	2.73→0.10	$3,234	−11.05	$3,223	$12,801
2024-08-09	11:00→15:48	EOD	5330	20.10 / 17.30	15.10 / 0.55	5140 · 5520	0.15→0.10	$2,170	−11.05	$2,159	$15,275
2024-09-05	11:00→15:48	EOD	5510	13.31 / 14.60	0.55 / 15.20	5320 · 5700	0.10→0.10	$1,216	−11.05	$1,205	$16,219
2024-09-18	11:00→15:48	EOD	5630	31.60 / 27.00	1.75 / 12.40	5430 · 5830	0.40→0.10	$4,415	−11.05	$4,404	$14,180
2024-10-01	11:00→15:48	EOD	5700	14.37 / 15.73	13.62 / 0.75	5500 · 5900	0.10→0.10	$1,573	−11.05	$1,562	$17,000
2024-10-04	11:00→15:48	EOD	5720	14.60 / 12.60	26.00 / 0.10	5520 · 5920	0.10→0.10	$110	−11.05	$99	$17,290
2024-10-28	11:00→15:48	EOD	5830	11.00 / 8.10	3.50 / 0.85	5630 · 6030	0.10→0.12	$1,477	−11.05	$1,466	$18,100
2024-11-05	11:00→15:48	EOD	5760	9.00 / 13.50	15.90 / 0.20	5560 · 5960	0.12→0.10	$638	−11.05	$627	$17,762
2024-11-06	11:00→15:48	EOD	5890	10.80 / 15.49	46.40 / 0.05	5680 · 6100	0.20→0.10	−$2,026	−11.05	−$2,037	$18,391
2024-11-18	11:00→15:48	EOD	5890	11.10 / 6.60	4.80 / 0.70	5680 · 6100	0.10→0.10	$1,220	−11.05	$1,209	$19,240
2024-11-20	11:00→15:48	EOD	5890	10.95 / 11.50	26.90 / 0.05	5680 · 6100	0.10→0.10	−$450	−11.05	−$461	$18,765
2024-11-21	11:00→15:48	EOD	5930	14.92 / 12.50	24.33 / 0.10	5720 · 6140	0.10→0.10	$299	−11.05	$288	$18,268
2024-11-22	11:00→15:48	EOD	5970	9.70 / 9.20	0.50 / 6.34	5760 · 6180	0.10→0.10	$1,206	−11.05	$1,195	$19,120
2024-11-25	11:00→15:48	EOD	5990	8.62 / 8.00	0.35 / 7.91	5780 · 6200	0.10→0.10	$836	−11.05	$825	$19,348
2024-11-29	11:00→12:59	EOD	6030	4.50 / 4.66	6.10 / 0.05	5820 · 6240	0.10→0.10	$301	−11.05	$290	$20,094
2024-12-05	11:00→15:48	EOD	6080	6.30 / 6.40	3.80 / 0.65	5870 · 6290	0.10→0.10	$825	−11.05	$814	$19,740
2024-12-12	11:00→15:14	STOP	6080	3.90 / 7.40	0.05 / 22.60	5870 · 6290	0.10→0.10	−$1,135	−11.05	−$1,146	$19,880
2024-12-24	11:00→13:00	EOD	6020	3.90 / 7.00	16.10 / 0.05	5810 · 6230	0.10→0.10	−$525	−11.05	−$536	$19,920
2024-12-26	11:00→15:48	EOD	6030	10.00 / 7.90	13.50 / 0.12	5820 · 6240	0.10→0.10	$428	−11.05	$417	$19,220
2024-12-27	11:00→15:48	EOD	5960	15.00 / 11.90	3.20 / 3.97	5750 · 6170	0.20→0.10	$1,963	−11.05	$1,952	$18,330
2024-12-30	11:00→15:48	EOD	5890	16.40 / 12.84	35.10 / 0.05	5680 · 6100	0.10→0.10	−$591	−11.05	−$602	$18,086
2025-01-03	11:00→15:48	EOD	5910	15.40 / 11.00	25.60 / 0.05	5700 · 6120	0.10→0.10	$75	−11.05	$64	$18,370
2025-01-10	11:00→15:48	EOD	5830	15.30 / 15.90	1.70 / 8.80	5630 · 6030	0.10→0.10	$2,070	−11.05	$2,059	$16,890
2025-01-13	11:00→15:48	EOD	5800	13.50 / 15.90	22.90 / 0.05	5600 · 6000	0.10→0.10	$645	−11.05	$634	$17,070
2025-01-14	11:00→15:48	EOD	5840	13.70 / 16.90	0.70 / 10.96	5640 · 6040	0.10→0.10	$1,894	−11.05	$1,883	$16,950
2025-01-27	11:00→15:48	EOD	6000	13.70 / 13.20	4.45 / 4.15	5790 · 6210	0.17→0.10	$1,823	−11.05	$1,812	$18,327
2025-01-30	11:00→15:48	EOD	6040	11.21 / 13.86	15.85 / 1.20	5830 · 6250	0.10→0.10	$802	−11.05	$791	$18,503
2025-02-03	11:00→15:48	EOD	6000	18.30 / 16.70	6.04 / 4.30	5790 · 6210	0.10→0.10	$2,466	−11.05	$2,455	$17,510
2025-02-05	11:00→15:48	EOD	6020	13.95 / 9.20	32.50 / 0.05	5810 · 6230	0.10→0.10	−$940	−11.05	−$951	$18,695
2025-02-07	11:00→15:48	EOD	6050	15.00 / 16.88	0.15 / 22.80	5840 · 6260	0.12→0.10	$891	−11.05	$880	$17,824
2025-02-12	11:00→15:48	EOD	6040	10.00 / 11.38	7.10 / 0.67	5830 · 6250	0.10→0.10	$1,361	−11.05	$1,350	$18,872
2025-02-24	11:00→15:48	EOD	5990	15.20 / 11.50	16.10 / 0.27	5780 · 6200	0.15→0.10	$1,028	−11.05	$1,017	$18,345
2025-02-25	11:00→15:48	EOD	5930	16.60 / 15.20	28.03 / 0.20	5720 · 6140	0.12→0.10	$355	−11.05	$344	$17,832
2025-03-04	11:00→15:01	STOP	5760	19.70 / 23.40	86.25 / 0.17	5560 · 5960	0.40→0.07	−$4,365	−11.05	−$4,376	$15,730
2025-03-11	11:00→15:48	EOD	5550	29.00 / 25.10	50.75 / 0.05	5360 · 5740	0.50→0.06	$286	−11.05	$275	$13,640
2025-03-12	11:00→15:48	EOD	5570	21.70 / 26.00	33.30 / 0.22	5380 · 5760	0.22→0.08	$1,404	−11.05	$1,393	$14,252
2025-03-14	11:00→15:48	EOD	5610	18.65 / 18.32	20.00 / 0.30	5410 · 5810	0.15→0.06	$1,658	−11.05	$1,647	$16,318
2025-03-17	11:00→15:48	EOD	5650	16.70 / 14.50	43.70 / 0.02	5450 · 5850	0.09→0.05	−$1,256	−11.05	−$1,267	$16,889
2025-03-18	11:00→15:48	EOD	5610	16.90 / 18.10	2.75 / 6.50	5410 · 5810	0.10→0.08	$2,573	−11.05	$2,562	$16,510
2025-04-01	11:00→15:48	EOD	5620	16.30 / 17.40	5.30 / 3.20	5420 · 5820	0.15→0.08	$2,513	−11.05	$2,502	$16,645
2025-04-07	11:00→15:48	EOD	5080	67.80 / 67.90	2.45 / 45.27	4900 · 5260	28.21→0.08	$5,985	−11.05	$5,974	$7,251
2025-04-10	11:00→15:48	EOD	5280	45.00 / 42.30	1.06 / 57.63	5100 · 5460	8.70→0.30	$2,021	−11.05	$2,010	$10,140
2025-04-17	11:00→15:48	EOD	5270	25.00 / 20.50	16.80 / 1.00	5090 · 5450	0.61→0.08	$2,717	−11.05	$2,706	$13,511
2025-04-21	11:00→15:48	EOD	5170	19.70 / 23.50	0.25 / 30.88	4990 · 5350	0.61→0.07	$1,153	−11.05	$1,142	$13,741
2025-04-22	11:00→15:48	EOD	5260	21.00 / 16.10	26.00 / 0.48	5080 · 5440	0.65→0.10	$1,007	−11.05	$996	$14,355
2025-04-25	11:00→15:48	EOD	5480	18.60 / 21.50	31.43 / 0.17	5290 · 5670	0.51→0.10	$809	−11.05	$798	$15,041
2025-04-28	11:00→15:48	EOD	5520	19.40 / 13.80	9.00 / 1.52	5330 · 5710	0.17→0.08	$2,259	−11.05	$2,248	$15,697
2025-04-29	11:00→15:48	EOD	5550	15.90 / 17.50	14.30 / 0.45	5360 · 5740	0.25→0.08	$1,848	−11.05	$1,837	$15,685
2025-05-02	11:00→15:48	EOD	5680	13.60 / 16.30	6.10 / 4.20	5480 · 5880	0.22→0.06	$1,944	−11.05	$1,933	$17,032
2025-05-07	11:00→15:48	EOD	5610	22.10 / 23.00	23.98 / 1.50	5410 · 5810	0.39→0.08	$1,931	−11.05	$1,920	$15,529
2025-05-08	11:00→15:48	EOD	5650	18.10 / 22.40	36.88 / 0.15	5450 · 5850	0.25→0.08	$330	−11.05	$319	$15,975
2025-05-09	11:00→15:48	EOD	5660	17.60 / 14.60	3.64 / 5.02	5460 · 5860	0.27→0.06	$2,333	−11.05	$2,322	$16,807
2025-05-13	11:00→15:48	EOD	5890	10.20 / 14.30	10.65 / 0.95	5680 · 6100	0.20→0.08	$1,278	−11.05	$1,267	$18,570
2025-05-14	11:00→15:48	EOD	5890	11.50 / 12.40	1.80 / 8.90	5680 · 6100	0.10→0.10	$1,320	−11.05	$1,309	$18,620
2025-05-15	11:00→13:21	STOP	5880	11.60 / 10.00	44.00 / 0.80	5670 · 6090	0.10→0.10	−$2,320	−11.05	−$2,331	$18,850
2025-05-19	11:00→15:48	EOD	5930	14.45 / 10.50	26.10 / 0.07	5720 · 6140	0.13→0.08	−$127	−11.05	−$138	$18,518
2025-05-20	11:00→15:48	EOD	5940	12.60 / 11.10	1.70 / 9.10	5730 · 6150	0.12→0.08	$1,286	−11.05	$1,275	$18,642
2025-05-22	11:00→15:48	EOD	5840	17.70 / 14.80	23.47 / 0.22	5640 · 6040	0.20→0.06	$867	−11.05	$856	$16,770
2025-05-23	11:00→15:48	EOD	5790	16.65 / 20.09	22.40 / 0.65	5590 · 5990	0.30→0.08	$1,347	−11.05	$1,336	$16,356
2025-05-27	11:00→15:48	EOD	5890	11.80 / 8.50	22.65 / 0.10	5680 · 6100	0.11→0.08	−$248	−11.05	−$259	$18,981
2025-05-28	11:00→15:48	EOD	5910	9.50 / 12.00	1.45 / 8.60	5700 · 6120	0.08→0.08	$1,145	−11.05	$1,134	$18,858
2025-05-29	11:00→15:48	EOD	5920	15.20 / 13.93	0.95 / 11.70	5710 · 6130	0.10→0.06	$1,644	−11.05	$1,633	$18,097
2025-05-30	11:00→12:33	STOP	5900	14.40 / 14.73	2.67 / 56.00	5690 · 6110	0.13→0.33	−$2,934	−11.05	−$2,945	$18,100
2025-06-02	11:00→15:48	EOD	5910	10.00 / 13.60	21.60 / 0.15	5700 · 6120	0.13→0.08	$180	−11.05	$169	$18,653
2025-06-04	11:00→15:48	EOD	5990	7.70 / 12.50	0.10 / 14.21	5780 · 6200	0.12→0.08	$585	−11.05	$574	$18,992
2025-06-06	11:00→15:48	EOD	6010	8.30 / 13.00	0.55 / 9.14	5800 · 6220	0.18→0.08	$1,151	−11.05	$1,140	$18,888
2025-06-12	11:00→15:48	EOD	6040	9.13 / 11.70	1.35 / 5.00	5830 · 6250	0.23→0.08	$1,433	−11.05	$1,422	$18,940
2025-06-13	11:00→15:48	EOD	6000	12.50 / 15.00	0.10 / 27.17	5790 · 6210	0.15→0.08	$16	−11.05	$5	$18,265
2025-06-18	11:00→15:48	EOD	6010	19.40 / 14.46	0.32 / 17.82	5800 · 6220	0.25→0.08	$1,555	−11.05	$1,544	$17,639
2025-06-23	11:00→12:36	STOP	5990	10.60 / 11.60	1.37 / 43.00	5780 · 6200	0.35→0.30	−$2,222	−11.05	−$2,233	$18,815
2025-06-30	11:00→15:48	EOD	6180	13.50 / 9.25	27.00 / 0.15	5960 · 6400	0.10→0.06	−$444	−11.05	−$455	$19,735
2025-07-01	11:00→15:48	EOD	6190	7.70 / 10.55	18.70 / 0.10	5970 · 6410	0.08→0.10	−$53	−11.05	−$64	$20,183
2025-07-03	11:00→12:59	EOD	6280	3.20 / 7.70	0.10 / 3.00	6060 · 6500	0.08→0.08	$780	−11.05	$769	$20,918
2025-07-08	11:00→15:48	EOD	6230	7.50 / 11.60	1.15 / 4.32	6010 · 6450	0.08→0.06	$1,361	−11.05	$1,350	$20,098
2025-07-09	11:00→15:48	EOD	6240	9.40 / 12.20	20.10 / 0.05	6020 · 6460	0.08→0.06	$143	−11.05	$132	$19,848
2025-07-11	11:00→15:48	EOD	6260	8.30 / 10.10	5.70 / 0.95	6040 · 6480	0.08→0.06	$1,173	−11.05	$1,162	$20,168
2025-07-17	11:00→15:48	EOD	6280	8.30 / 8.00	23.00 / 0.07	6060 · 6500	0.08→0.05	−$680	−11.05	−$691	$20,378
2025-07-21	11:00→15:48	EOD	6330	6.04 / 6.30	0.03 / 22.90	6110 · 6550	0.10→0.08	−$1,061	−11.05	−$1,072	$20,776
2025-07-22	11:00→15:48	EOD	6300	8.20 / 8.10	14.20 / 0.05	6080 · 6520	0.10→0.08	$203	−11.05	$192	$20,380
2025-07-23	11:00→15:48	EOD	6330	6.20 / 7.48	22.11 / 0.05	6110 · 6550	0.10→0.10	−$848	−11.05	−$859	$20,642
2025-07-24	11:00→15:48	EOD	6380	6.50 / 8.60	0.15 / 9.70	6160 · 6600	0.13→0.06	$518	−11.05	$507	$20,503
2025-07-25	11:00→15:48	EOD	6380	5.60 / 7.50	14.00 / 0.07	6160 · 6600	0.13→0.06	−$104	−11.05	−$115	$20,703
2025-07-28	11:00→15:48	EOD	6390	9.30 / 5.60	0.17 / 7.06	6170 · 6610	0.10→0.06	$763	−11.05	$752	$20,520
2025-08-01	11:00→15:48	EOD	6240	15.90 / 17.70	8.00 / 3.10	6020 · 6460	0.18→0.06	$2,238	−11.05	$2,227	$18,658
2025-08-04	11:00→15:48	EOD	6310	8.50 / 11.70	13.90 / 0.15	6090 · 6530	0.20→0.07	$602	−11.05	$591	$20,000
2025-08-05	11:00→15:48	EOD	6290	14.80 / 10.20	12.50 / 0.27	6070 · 6510	0.08→0.08	$1,223	−11.05	$1,212	$19,508
2025-08-06	11:00→15:48	EOD	6330	8.10 / 9.84	18.55 / 0.07	6110 · 6550	0.12→0.08	−$72	−11.05	−$83	$20,218
2025-08-07	11:00→15:48	EOD	6350	10.80 / 13.20	0.10 / 17.72	6130 · 6570	0.14→0.06	$610	−11.05	$599	$19,614
2025-08-08	11:00→15:48	EOD	6380	7.40 / 10.90	3.90 / 1.80	6160 · 6600	0.18→0.08	$1,250	−11.05	$1,239	$20,188
2025-08-11	11:00→15:48	EOD	6380	11.50 / 6.90	1.35 / 5.20	6160 · 6600	0.10→0.08	$1,183	−11.05	$1,172	$20,170
2025-08-12	11:00→15:48	EOD	6420	7.80 / 9.70	20.30 / 0.10	6200 · 6640	0.13→0.06	−$297	−11.05	−$308	$20,263
2025-08-20	11:00→15:24	STOP	6350	13.00 / 11.50	52.88 / 0.07	6130 · 6570	0.18→0.08	−$2,855	−11.05	−$2,866	$19,568
2025-08-21	11:00→15:48	EOD	6390	9.00 / 12.40	0.05 / 21.00	6170 · 6610	0.13→0.08	$30	−11.05	$19	$19,873
2025-08-22	11:00→15:48	EOD	6470	11.70 / 9.70	0.90 / 4.60	6240 · 6700	0.15→0.08	$1,583	−11.05	$1,572	$20,875
2025-08-29	11:00→15:48	EOD	6450	14.00 / 9.70	11.52 / 0.85	6220 · 6680	0.12→0.08	$1,129	−11.05	$1,118	$20,642
2025-09-02	11:00→15:48	EOD	6390	12.10 / 11.90	17.50 / 0.12	6170 · 6610	0.08→0.09	$639	−11.05	$628	$19,608
2025-09-04	11:00→15:48	EOD	6470	7.00 / 8.00	22.50 / 0.05	6240 · 6700	0.15→0.10	−$760	−11.05	−$771	$21,515
2025-09-05	11:00→15:48	EOD	6450	17.92 / 13.40	27.70 / 0.10	6220 · 6680	0.25→0.08	$335	−11.05	$324	$19,893
2025-09-09	11:00→15:48	EOD	6490	10.00 / 6.30	20.22 / 0.03	6260 · 6720	0.08→0.08	−$395	−11.05	−$406	$21,378
2025-09-16	11:00→15:48	EOD	6610	4.90 / 9.80	2.90 / 1.75	6380 · 6840	0.08→0.06	$1,003	−11.05	$992	$21,538
2025-09-17	11:00→15:48	EOD	6600	23.70 / 21.80	5.73 / 3.70	6370 · 6830	0.62→0.10	$3,555	−11.05	$3,544	$18,512
2025-10-13	11:00→15:48	EOD	6630	15.03 / 18.28	22.42 / 0.10	6400 · 6860	0.28→0.06	$1,057	−11.05	$1,046	$19,697
2025-10-14	11:00→15:48	EOD	6620	18.20 / 15.80	16.94 / 2.50	6390 · 6850	0.40→0.08	$1,424	−11.05	$1,413	$19,640
2025-10-24	11:00→15:48	EOD	6790	10.90 / 10.80	9.50 / 0.40	6550 · 7030	0.23→0.06	$1,163	−11.05	$1,152	$21,853
2025-11-06	11:00→15:48	EOD	6730	18.50 / 16.60	3.40 / 6.30	6490 · 6970	0.10→0.08	$2,538	−11.05	$2,527	$20,500
2025-11-11	11:00→14:30	STOP	6810	12.00 / 9.70	43.00 / 0.25	6570 · 7050	0.12→0.06	−$2,161	−11.05	−$2,172	$21,842
2025-11-18	11:00→15:48	EOD	6590	24.00 / 22.50	42.90 / 0.03	6360 · 6820	0.12→0.08	$353	−11.05	$342	$18,362
2025-11-19	11:00→15:48	EOD	6650	17.60 / 20.00	2.60 / 10.00	6420 · 6880	0.18→0.08	$2,490	−11.05	$2,479	$19,258
2025-11-24	11:00→15:48	EOD	6680	15.30 / 13.60	23.40 / 0.10	6450 · 6910	0.30→0.08	$518	−11.05	$507	$20,140
2025-11-26	11:00→15:48	EOD	6810	11.87 / 10.00	12.80 / 0.23	6570 · 7050	0.11→0.07	$880	−11.05	$869	$21,824
2025-12-01	11:00→15:48	EOD	6830	11.00 / 12.10	0.27 / 11.40	6590 · 7070	0.10→0.10	$1,143	−11.05	$1,132	$21,700
2025-12-04	11:00→15:48	EOD	6850	10.70 / 13.80	0.70 / 7.80	6610 · 7090	0.10→0.10	$1,600	−11.05	$1,589	$21,560
2025-12-09	11:00→15:48	EOD	6860	6.60 / 9.20	0.07 / 15.30	6620 · 7100	0.05→0.08	$46	−11.05	$35	$22,425
2025-12-16	11:00→15:48	EOD	6800	13.95 / 14.30	7.95 / 1.10	6560 · 7040	0.08→0.07	$1,919	−11.05	$1,908	$21,183
2026-01-02	11:00→15:48	EOD	6840	12.90 / 14.20	7.72 / 1.00	6600 · 7080	0.17→0.06	$1,827	−11.05	$1,816	$21,307
2026-01-13	11:00→15:48	EOD	6960	10.20 / 8.32	0.07 / 13.00	6720 · 7200	0.06→0.08	$547	−11.05	$536	$22,154
2026-01-14	11:00→15:48	EOD	6900	11.20 / 13.50	12.12 / 0.75	6660 · 7140	0.10→0.08	$1,181	−11.05	$1,170	$21,540
2026-01-21	11:00→11:55	STOP	6870	10.50 / 11.10	1.05 / 42.28	6630 · 7110	0.14→0.15	−$2,172	−11.05	−$2,183	$21,854
2026-01-23	11:00→15:48	EOD	6930	8.00 / 9.60	0.07 / 14.00	6690 · 7170	0.15→0.06	$344	−11.05	$333	$22,255
2026-01-28	11:00→15:48	EOD	6980	15.50 / 14.55	1.55 / 4.95	6740 · 7220	0.08→0.08	$2,355	−11.05	$2,344	$21,003
2026-01-30	11:00→15:48	EOD	6940	17.35 / 13.80	7.50 / 4.40	6700 · 7180	0.12→0.08	$1,921	−11.05	$1,910	$20,897
2026-02-02	11:00→15:48	EOD	6970	8.21 / 11.80	8.45 / 0.95	6730 · 7210	0.18→0.10	$1,053	−11.05	$1,042	$22,017
2026-02-04	11:00→15:48	EOD	6900	19.90 / 15.76	6.00 / 2.45	6660 · 7140	0.08→0.06	$2,719	−11.05	$2,708	$20,442
2026-02-05	11:00→15:48	EOD	6800	21.68 / 25.13	1.60 / 13.40	6560 · 7040	0.15→0.06	$3,172	−11.05	$3,161	$19,334
2026-02-06	11:00→15:48	EOD	6880	15.40 / 17.60	51.63 / 0.03	6640 · 7120	0.13→0.10	−$1,869	−11.05	−$1,880	$20,713
2026-02-11	11:00→15:48	EOD	6940	16.00 / 11.50	9.95 / 0.70	6700 · 7180	0.10→0.08	$1,683	−11.05	$1,672	$21,260
2026-02-13	11:00→15:48	EOD	6850	20.00 / 22.40	0.15 / 23.20	6610 · 7090	0.35→0.06	$1,876	−11.05	$1,865	$19,795
2026-02-17	11:00→15:48	EOD	6810	15.90 / 20.80	34.86 / 0.03	6570 · 7050	0.10→0.06	$177	−11.05	$166	$20,340
2026-02-18	11:00→15:48	EOD	6900	13.42 / 9.80	0.05 / 19.20	6660 · 7140	0.16→0.09	$390	−11.05	$379	$21,694
2026-02-23	11:00→15:48	EOD	6840	17.17 / 16.68	1.65 / 6.79	6600 · 7080	0.15→0.06	$2,532	−11.05	$2,521	$20,630
2026-02-24	11:00→15:48	EOD	6870	12.30 / 11.80	22.05 / 0.05	6630 · 7110	0.16→0.06	$190	−11.05	$179	$21,606
2026-02-26	11:00→15:48	EOD	6900	14.00 / 16.50	7.55 / 0.95	6660 · 7140	0.15→0.08	$2,193	−11.05	$2,182	$20,965
2026-02-27	11:00→15:48	EOD	6870	14.00 / 16.18	4.50 / 5.00	6630 · 7110	0.10→0.08	$2,066	−11.05	$2,055	$20,992
2026-03-02	11:00→15:48	EOD	6850	17.30 / 14.40	28.20 / 0.07	6610 · 7090	0.18→0.08	$333	−11.05	$322	$20,848
2026-03-04	11:00→15:48	EOD	6880	10.20 / 15.30	2.05 / 3.60	6640 · 7120	0.15→0.06	$1,976	−11.05	$1,965	$21,465
2026-03-05	11:00→15:48	EOD	6840	15.25 / 19.85	0.12 / 24.00	6600 · 7080	0.12→0.10	$1,096	−11.05	$1,085	$20,502
2026-03-12	11:00→15:48	EOD	6690	22.42 / 19.65	0.80 / 12.16	6460 · 6920	0.20→0.08	$2,899	−11.05	$2,888	$18,813
2026-03-16	11:00→15:48	EOD	6710	13.80 / 15.70	0.20 / 15.30	6480 · 6940	0.22→0.08	$1,386	−11.05	$1,375	$20,072
2026-03-19	11:00→15:48	EOD	6590	15.90 / 19.10	20.00 / 0.10	6360 · 6820	0.18→0.10	$1,482	−11.05	$1,471	$19,518
2026-03-24	11:00→15:48	EOD	6580	19.70 / 23.00	0.15 / 19.80	6350 · 6810	0.13→0.10	$2,272	−11.05	$2,261	$18,743
2026-04-01	11:00→15:48	EOD	6590	15.30 / 15.20	2.15 / 5.51	6360 · 6820	0.25→0.08	$2,267	−11.05	$2,256	$19,975
2026-04-02	11:00→15:48	EOD	6570	21.00 / 23.30	3.10 / 3.55	6340 · 6800	0.55→0.10	$3,720	−11.05	$3,709	$18,625
2026-04-06	11:00→15:48	EOD	6600	15.40 / 15.00	8.80 / 0.35	6370 · 6830	0.24→0.08	$2,109	−11.05	$2,098	$19,984
2026-04-10	11:00→15:48	EOD	6830	13.20 / 8.10	0.03 / 19.11	6590 · 7070	0.15→0.08	$209	−11.05	$198	$21,885
2026-04-20	11:00→15:48	EOD	7100	11.00 / 15.10	3.50 / 1.15	6850 · 7350	0.12→0.08	$2,141	−11.05	$2,130	$22,402
2026-04-21	11:00→15:48	EOD	7100	12.90 / 16.50	0.05 / 36.42	6850 · 7350	0.25→0.08	−$724	−11.05	−$735	$22,085
2026-04-24	11:00→15:48	EOD	7140	10.40 / 12.30	21.70 / 0.07	6890 · 7390	0.15→0.08	$86	−11.05	$75	$22,745
2026-04-27	11:00→15:48	EOD	7160	10.00 / 9.40	17.50 / 0.05	6910 · 7410	0.12→0.10	$183	−11.05	$172	$23,072
2026-04-28	11:00→15:48	EOD	7130	12.96 / 11.40	10.10 / 0.20	6880 · 7380	0.10→0.08	$1,404	−11.05	$1,393	$22,574
2026-04-30	11:00→15:10	STOP	7160	15.50 / 11.10	53.35 / 0.12	6910 · 7410	0.10→0.08	−$2,689	−11.05	−$2,700	$22,350
2026-05-05	11:00→15:48	EOD	7250	11.30 / 7.90	18.36 / 0.05	7000 · 7500	0.10→0.08	$77	−11.05	$66	$23,090
2026-05-08	11:00→15:48	EOD	7390	13.20 / 9.30	6.60 / 0.45	7130 · 7650	0.17→0.06	$1,534	−11.05	$1,523	$23,767
2026-05-11	11:00→15:48	EOD	7420	6.90 / 9.60	0.08 / 12.85	7160 · 7680	0.13→0.08	$352	−11.05	$341	$24,363
2026-05-13	11:00→13:10	STOP	7410	11.40 / 9.40	40.69 / 0.92	7150 · 7670	0.12→0.15	−$2,078	−11.05	−$2,089	$23,932
2026-05-14	11:00→15:48	EOD	7490	13.60 / 9.20	17.00 / 0.12	7230 · 7750	0.15→0.08	$561	−11.05	$550	$23,735
2026-05-18	11:00→15:48	EOD	7410	13.50 / 16.40	1.30 / 9.63	7150 · 7670	0.10→0.08	$1,895	−11.05	$1,884	$23,020
2026-05-19	11:00→15:48	EOD	7350	16.70 / 15.30	7.70 / 1.15	7090 · 7610	0.08→0.08	$2,315	−11.05	$2,304	$22,808
2026-05-20	11:00→15:48	EOD	7410	13.80 / 12.00	21.71 / 0.07	7150 · 7670	0.10→0.06	$398	−11.05	$387	$23,430
2026-05-21	11:00→15:48	EOD	7410	14.50 / 19.50	33.60 / 0.03	7150 · 7670	0.10→0.08	$35	−11.05	$24	$22,610
2026-05-22	11:00→15:48	EOD	7480	15.96 / 12.76	0.70 / 9.90	7220 · 7740	0.13→0.06	$1,805	−11.05	$1,794	$23,141
2026-05-29	11:00→15:48	EOD	7580	11.20 / 14.50	10.40 / 0.52	7310 · 7850	0.10→0.06	$1,474	−11.05	$1,463	$24,440
2026-06-09	11:00→11:57	STOP	7390	21.80 / 20.60	2.07 / 88.15	7130 · 7650	0.25→0.90	−$4,717	−11.05	−$4,728	$21,785
2026-06-12	11:00→15:48	EOD	7440	25.40 / 24.22	0.40 / 18.91	7180 · 7700	0.24→0.08	$3,015	−11.05	$3,004	$21,062
2026-06-15	11:00→15:48	EOD	7560	8.30 / 12.80	2.20 / 3.20	7300 · 7820	0.14→0.05	$1,561	−11.05	$1,550	$23,904
2026-06-16	11:00→15:48	EOD	7540	12.50 / 11.30	0.05 / 22.93	7280 · 7800	0.18→0.08	$72	−11.05	$61	$23,638
2026-06-18	11:00→15:48	EOD	7500	12.40 / 16.40	3.90 / 3.50	7240 · 7760	0.20→0.06	$2,126	−11.05	$2,115	$23,140
2026-06-22	11:00→15:48	EOD	7480	15.80 / 15.40	0.08 / 15.52	7220 · 7740	0.10→0.06	$1,556	−11.05	$1,545	$22,890
2026-06-24	11:00→13:20	STOP	7420	16.30 / 11.80	0.58 / 59.28	7160 · 7680	0.13→0.08	−$3,181	−11.05	−$3,192	$23,203
2026-06-25	11:00→15:48	EOD	7380	21.70 / 19.60	0.05 / 35.20	7120 · 7640	0.08→0.08	$605	−11.05	$594	$21,878
2026-06-29	11:00→15:48	EOD	7400	17.27 / 12.50	35.47 / 0.10	7140 · 7660	0.15→0.06	−$589	−11.05	−$600	$23,038
2026-06-30	11:00→15:48	EOD	7460	16.50 / 12.10	37.80 / 0.07	7200 · 7720	0.13→0.08	−$932	−11.05	−$943	$23,153
2026-07-07	11:00→15:48	EOD	7490	11.40 / 12.95	6.90 / 1.45	7230 · 7750	0.08→0.08	$1,600	−11.05	$1,589	$23,573
2026-07-08	11:00→15:48	EOD	7440	18.55 / 13.93	32.70 / 0.05	7180 · 7700	0.12→0.06	−$33	−11.05	−$44	$22,764
2026-07-21	11:00→15:48	EOD	7490	12.50 / 9.40	20.00 / 0.05	7230 · 7750	0.10→0.08	$183	−11.05	$172	$23,820
2026-07-23	11:00→15:48	EOD	7410	14.70 / 17.40	0.10 / 24.50	7150 · 7670	0.10→0.06	$746	−11.05	$735	$22,800
2026-07-24	11:00→15:48	EOD	7430	13.95 / 11.53	0.05 / 26.96	7170 · 7690	0.10→0.06	−$157	−11.05	−$168	$23,462
2026-07-27	11:00→15:48	EOD	7420	15.80 / 14.40	1.30 / 9.60	7160 · 7680	0.13→0.08	$1,925	−11.05	$1,914	$22,993
2026-07-31	11:00→15:48	EOD	7450	13.00 / 17.80	55.60 / 0.05	7190 · 7710	0.08→0.10	−$2,483	−11.05	−$2,494	$22,928
2026-08-03	11:00→15:48	EOD	7580	5.80 / 9.40	25.98 / 0.05	7310 · 7850	0.15→0.06	−$1,092	−11.05	−$1,103	$25,495
2026-08-12	11:00→15:48	EOD	7740	11.80 / 7.70	12.70 / 0.10	7470 · 8010	0.08→0.06	$668	−11.05	$657	$25,058
2026-08-14	11:00→15:48	EOD	7790	9.00 / 6.80	0.30 / 7.30	7520 · 8060	0.15→0.06	$811	−11.05	$800	$25,435
2026-08-17	11:00→15:48	EOD	7770	7.94 / 5.20	0.03 / 16.42	7500 · 8040	0.07→0.06	−$332	−11.05	−$343	$25,693
2026-08-18	11:00→15:48	EOD	7700	9.23 / 11.80	1.35 / 3.20	7430 · 7970	0.08→0.08	$1,648	−11.05	$1,637	$24,905
2026-08-24	11:00→15:48	EOD	7650	9.90 / 6.90	5.97 / 0.90	7380 · 7920	0.08→0.06	$991	−11.05	$980	$25,328
2026-08-25	11:00→15:48	EOD	7660	10.10 / 6.60	12.50 / 0.10	7390 · 7930	0.06→0.06	$410	−11.05	$399	$25,336
2026-08-31	11:00→15:48	EOD	7680	9.80 / 9.40	6.26 / 1.57	7410 · 7950	0.08→0.06	$1,135	−11.05	$1,124	$25,088
2026-09-01	11:00→14:44	STOP	7650	9.70 / 7.90	0.20 / 36.50	7380 · 7920	0.10→0.07	−$1,913	−11.05	−$1,924	$25,250
2026-09-08	11:00→15:48	EOD	7690	9.10 / 8.00	0.25 / 10.21	7420 · 7960	0.08→0.06	$662	−11.05	$651	$25,298
2026-09-10	11:00→15:48	EOD	7610	8.45 / 13.30	0.05 / 17.90	7340 · 7880	0.10→0.06	$376	−11.05	$365	$24,835
2026-09-11	11:00→15:48	EOD	7660	9.00 / 12.90	2.80 / 1.85	7390 · 7930	0.08→0.08	$1,725	−11.05	$1,714	$24,818
2026-09-15	11:00→15:48	EOD	7580	10.30 / 10.70	2.65 / 2.40	7310 · 7850	0.15→0.10	$1,590	−11.05	$1,579	$24,915
2026-09-22	11:00→15:48	EOD	7760	11.40 / 6.64	16.50 / 0.05	7490 · 8030	0.10→0.06	$145	−11.05	$134	$25,206

Radiant Research is a research demonstration by the V6 systematic trading project. All results are backtested on historical exchange data (Jun 2024 – Sep 2026 for SPX), net of modelled commissions, exchange and regulatory fees and half the bid–ask spread. They are not live results, not a solicitation, and not investment advice. Options involve substantial risk of loss.