Strategy · SPX 0DTE · one contract throughout

Magnet

Sells the straddle not at the money, but at the strike where the day's option volume has massed — the level dealer hedging must drag the index toward by the close.

$60,178

net profit per year, one contract

$20,523

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

$709 (3.5%)

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

77%

win rate over 198 trades

$938

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

−$5,090

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							+7.9k	+3.7k	+10.9k	+3.4k	+1.7k	+0.3k	$27,990
2025	+4.7k	+3.5k	+9.4k	+5.8k	+8.2k	+7.9k	+1.2k	+4.1k	+4.6k	+5.9k	+1.9k	+4.8k	$61,978
2026	+6.1k	+9.4k	+10.2k	+5.2k	+3.5k	+6.5k	+3.3k	+4.1k	+2.1k				$50,448

27 of 27 months positive · mean month $5,201 · worst month $329

Trade logic, in full

The wall. By early afternoon, one 0DTE strike has absorbed far more volume than any other. Market-makers carrying the other side of that open interest must hedge it, and their hedging mechanically pulls the index toward that strike into the close — the “pin”. The wall is computed from our own tape (cumulative traded volume by strike up to entry); no external analytics feed is used.

Entry, 13:00 New York. Sell the call and put AT the wall strike — not at the money — and buy protective wings 3.5% away. The straddle is sold where the index is being pulled to, so decay and drift work together. Enter only when net credit exceeds $1.00 and all four legs traded.

Stop. 2.0× credit. Exit. 15:48. Max loss: wing width − credit, fixed at entry (≈ $20,500/contract).

Audit trail. This strategy was adversarially re-marked before acceptance: exits repriced with the owned wings valued at zero and stops evaluated on the short legs alone (both changes against the strategy) — the result was unchanged. Replication on SPY and QQQ, markets not used in its development, produced the strongest statistics in the program.

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
2024-07-11	13:00→15:48	EOD	5600	3.00 / 19.54	0.60 / 11.30	5400 · 5800	0.10→0.10	$1,064	−11.05	$1,053	$17,756
2024-07-17	13:00→15:48	EOD	5600	7.80 / 10.63	0.80 / 10.30	5400 · 5800	0.10→0.10	$733	−11.05	$722	$18,167
2024-07-18	13:00→15:48	EOD	5550	16.10 / 4.50	6.30 / 3.72	5360 · 5740	0.10→0.10	$1,058	−11.05	$1,047	$16,950
2024-07-22	13:00→15:48	EOD	5540	19.00 / 4.00	26.80 / 0.07	5350 · 5730	0.10→0.10	−$387	−11.05	−$398	$16,710
2024-07-25	13:00→15:48	EOD	5400	78.90 / 0.20	24.20 / 0.27	5210 · 5590	0.10→0.10	$5,463	−11.05	$5,452	$11,100
2024-08-02	13:00→15:48	EOD	5300	37.00 / 7.20	40.05 / 0.20	5110 · 5490	0.35→0.10	$370	−11.05	$359	$14,615
2024-08-08	13:00→15:48	EOD	5300	14.40 / 20.00	17.50 / 1.30	5110 · 5490	0.45→0.10	$1,525	−11.05	$1,514	$15,605
2024-08-14	13:00→15:48	EOD	5450	6.50 / 13.07	2.90 / 2.97	5260 · 5640	0.10→0.10	$1,370	−11.05	$1,359	$17,053
2024-08-21	13:00→15:48	EOD	5600	16.50 / 4.60	13.58 / 0.25	5400 · 5800	0.10→0.10	$727	−11.05	$716	$17,900
2024-08-23	13:00→15:48	EOD	5600	12.00 / 10.50	24.35 / 0.07	5400 · 5800	0.10→0.10	−$192	−11.05	−$203	$17,760
2024-09-04	13:00→15:48	EOD	5500	33.00 / 2.10	19.12 / 0.20	5310 · 5690	0.10→0.10	$1,578	−11.05	$1,567	$15,500
2024-09-05	13:00→15:48	EOD	5500	8.90 / 12.40	2.50 / 8.00	5310 · 5690	0.10→0.10	$1,080	−11.05	$1,069	$16,880
2024-09-06	13:00→15:48	EOD	5400	16.40 / 9.10	18.50 / 0.55	5210 · 5590	0.10→0.10	$645	−11.05	$634	$16,460
2024-09-12	13:00→15:48	EOD	5600	2.80 / 24.65	1.50 / 7.30	5400 · 5800	0.10→0.10	$1,865	−11.05	$1,854	$17,265
2024-09-16	13:00→15:48	EOD	5650	0.60 / 31.00	0.07 / 17.60	5450 · 5850	0.10→0.10	$1,393	−11.05	$1,382	$16,850
2024-09-18	13:00→15:48	EOD	5630	35.32 / 23.45	1.75 / 12.40	5430 · 5830	0.25→0.10	$4,447	−11.05	$4,436	$14,148
2024-10-01	13:00→15:48	EOD	5700	14.40 / 10.40	13.62 / 0.75	5500 · 5900	0.10→0.10	$1,043	−11.05	$1,032	$17,530
2024-10-03	13:00→15:48	EOD	5700	3.70 / 25.20	0.72 / 8.39	5500 · 5900	0.10→0.10	$1,979	−11.05	$1,968	$17,120
2024-10-09	13:00→15:48	EOD	5800	1.60 / 21.50	0.65 / 9.00	5600 · 6000	0.12→0.10	$1,343	−11.05	$1,332	$17,702
2024-10-10	13:00→15:48	EOD	5800	1.82 / 20.44	0.05 / 23.34	5600 · 6000	0.10→0.10	−$113	−11.05	−$124	$17,784
2024-10-11	13:00→15:48	EOD	5800	13.30 / 4.10	19.10 / 0.12	5600 · 6000	0.10→0.10	−$182	−11.05	−$193	$18,270
2024-10-21	13:00→15:48	EOD	5840	10.10 / 3.12	7.37 / 0.22	5640 · 6040	0.10→0.10	$563	−11.05	$552	$18,688
2024-10-23	13:00→14:15	STOP	5800	8.00 / 8.85	0.45 / 33.70	5600 · 6000	0.10→0.10	−$1,730	−11.05	−$1,741	$18,325
2024-10-29	13:00→15:48	EOD	5840	5.15 / 5.70	4.40 / 0.70	5640 · 6040	0.10→0.10	$575	−11.05	$564	$18,925
2024-11-01	13:00→15:48	EOD	5750	7.50 / 9.30	0.15 / 18.53	5550 · 5950	0.10→0.10	−$188	−11.05	−$199	$18,330
2024-11-04	13:00→15:48	EOD	5700	23.91 / 2.15	15.58 / 0.30	5500 · 5900	0.10→0.10	$1,018	−11.05	$1,007	$17,404
2024-11-05	13:00→15:48	EOD	5780	6.30 / 9.60	1.35 / 5.60	5580 · 5980	0.10→0.10	$895	−11.05	$884	$18,420
2024-11-19	13:00→15:48	EOD	5900	7.80 / 5.10	15.41 / 0.07	5690 · 6110	0.10→0.10	−$258	−11.05	−$269	$19,720
2024-11-20	13:00→15:48	EOD	5900	3.50 / 16.90	17.25 / 0.17	5690 · 6110	0.10→0.10	$298	−11.05	$287	$18,970
2024-12-09	13:00→15:48	EOD	6070	1.40 / 10.90	0.05 / 17.70	5860 · 6280	0.10→0.10	−$545	−11.05	−$556	$19,780
2024-12-11	13:00→15:48	EOD	6090	4.70 / 3.80	0.50 / 3.60	5880 · 6300	0.10→0.10	$440	−11.05	$429	$20,160
2024-12-23	13:00→15:48	EOD	5950	9.92 / 7.50	20.00 / 0.12	5740 · 6160	0.10→0.10	−$270	−11.05	−$281	$19,268
2024-12-30	13:00→15:48	EOD	5900	31.40 / 3.20	27.02 / 0.10	5690 · 6110	0.10→0.10	$748	−11.05	$737	$17,550
2025-01-07	13:00→15:48	EOD	5900	36.00 / 2.25	6.00 / 2.90	5690 · 6110	0.10→0.10	$2,935	−11.05	$2,924	$17,185
2025-01-10	13:00→15:48	EOD	5800	35.90 / 2.45	23.00 / 0.25	5600 · 6000	0.10→0.10	$1,510	−11.05	$1,499	$16,175
2025-01-13	13:00→15:48	EOD	5800	19.00 / 6.02	22.90 / 0.05	5600 · 6000	0.10→0.10	$207	−11.05	$196	$17,508
2025-01-14	13:00→15:48	EOD	5800	27.90 / 3.30	29.22 / 0.07	5600 · 6000	0.10→0.10	$191	−11.05	$180	$16,890
2025-01-27	13:00→15:48	EOD	6000	4.00 / 21.40	4.45 / 4.15	5790 · 6210	0.12→0.10	$1,678	−11.05	$1,667	$18,472
2025-01-30	13:00→15:22	STOP	6050	10.60 / 6.52	34.20 / 0.10	5840 · 6260	0.10→0.10	−$1,718	−11.05	−$1,729	$19,298
2025-02-03	13:00→15:48	EOD	6000	9.00 / 23.70	6.04 / 4.30	5790 · 6210	0.15→0.10	$2,231	−11.05	$2,220	$17,745
2025-02-10	13:00→15:48	EOD	6060	9.20 / 4.82	7.00 / 0.40	5850 · 6270	0.10→0.10	$662	−11.05	$651	$19,608
2025-02-11	13:00→15:48	EOD	6060	4.40 / 9.29	7.17 / 0.60	5850 · 6270	0.10→0.10	$592	−11.05	$581	$19,641
2025-03-04	13:00→15:48	EOD	5800	8.80 / 30.90	8.80 / 7.80	5600 · 6000	0.28→0.10	$2,292	−11.05	$2,281	$16,058
2025-03-12	13:00→15:48	EOD	5600	19.40 / 18.65	7.30 / 4.80	5400 · 5800	0.08→0.08	$2,595	−11.05	$2,584	$16,203
2025-03-13	13:00→15:48	EOD	5500	41.23 / 6.90	20.64 / 0.65	5310 · 5690	0.17→0.09	$2,676	−11.05	$2,665	$14,204
2025-03-14	13:00→15:48	EOD	5650	4.80 / 24.51	0.28 / 21.40	5450 · 5850	0.16→0.08	$755	−11.05	$744	$17,085
2025-03-17	13:00→14:30	STOP	5650	10.70 / 11.90	44.71 / 0.55	5450 · 5850	0.07→0.07	−$2,266	−11.05	−$2,277	$17,747
2025-03-18	13:00→15:48	EOD	5600	23.70 / 7.70	8.00 / 2.10	5400 · 5800	0.06→0.08	$2,132	−11.05	$2,121	$16,866
2025-03-19	13:00→15:48	EOD	5650	24.30 / 17.00	40.30 / 0.10	5450 · 5850	0.18→0.06	$78	−11.05	$67	$15,888
2025-03-27	13:00→15:48	EOD	5700	6.80 / 17.42	11.50 / 0.90	5500 · 5900	0.08→0.07	$1,181	−11.05	$1,170	$17,586
2025-04-17	13:00→15:48	EOD	5300	31.30 / 11.50	1.38 / 14.82	5110 · 5490	0.25→0.10	$2,645	−11.05	$2,634	$14,745
2025-04-24	13:00→15:48	EOD	5450	27.80 / 11.00	35.34 / 0.05	5260 · 5640	0.39→0.06	$308	−11.05	$297	$15,159
2025-04-25	13:00→15:48	EOD	5500	17.50 / 8.40	13.10 / 1.40	5310 · 5690	0.08→0.08	$1,140	−11.05	$1,129	$16,418
2025-04-29	13:00→15:48	EOD	5550	3.95 / 28.21	14.30 / 0.45	5360 · 5740	0.13→0.08	$1,736	−11.05	$1,725	$15,797
2025-05-02	13:00→15:48	EOD	5700	7.00 / 15.00	0.60 / 18.10	5500 · 5900	0.20→0.06	$316	−11.05	$305	$17,820
2025-05-05	13:00→15:48	EOD	5650	23.70 / 3.00	11.00 / 1.20	5450 · 5850	0.11→0.06	$1,445	−11.05	$1,434	$17,341
2025-05-12	13:00→15:48	EOD	5800	30.00 / 2.72	28.40 / 0.20	5600 · 6000	0.10→0.08	$410	−11.05	$399	$16,738
2025-05-14	13:00→15:48	EOD	5900	4.10 / 14.99	0.45 / 16.90	5690 · 6110	0.08→0.06	$172	−11.05	$161	$19,099
2025-05-15	13:00→15:48	EOD	5900	19.50 / 3.80	11.87 / 1.25	5690 · 6110	0.13→0.08	$1,013	−11.05	$1,002	$18,683
2025-05-20	13:00→15:03	STOP	5950	7.60 / 9.20	0.17 / 36.10	5740 · 6160	0.06→0.06	−$1,947	−11.05	−$1,958	$19,326
2025-05-22	13:00→15:48	EOD	5850	10.00 / 15.10	13.70 / 0.75	5650 · 6050	0.13→0.07	$1,059	−11.05	$1,048	$17,503
2025-05-23	13:00→15:48	EOD	5800	14.20 / 11.40	13.72 / 1.75	5600 · 6000	0.10→0.08	$1,011	−11.05	$1,000	$17,450
2025-05-28	13:00→15:48	EOD	5910	8.30 / 8.00	1.45 / 8.60	5700 · 6120	0.06→0.08	$627	−11.05	$616	$19,376
2025-05-29	13:00→15:48	EOD	5900	19.00 / 6.75	10.90 / 1.70	5690 · 6110	0.08→0.08	$1,315	−11.05	$1,304	$18,433
2025-05-30	13:00→15:48	EOD	5900	2.05 / 49.30	17.16 / 4.86	5690 · 6110	0.15→0.08	$2,926	−11.05	$2,915	$15,880
2025-06-06	13:00→15:48	EOD	6000	4.10 / 17.13	3.90 / 2.60	5790 · 6210	0.08→0.07	$1,472	−11.05	$1,461	$18,885
2025-06-12	13:00→15:48	EOD	6040	6.20 / 12.10	1.35 / 5.00	5830 · 6250	0.13→0.08	$1,190	−11.05	$1,179	$19,183
2025-06-13	13:00→15:48	EOD	6000	22.70 / 3.85	0.10 / 27.17	5790 · 6210	0.17→0.08	−$81	−11.05	−$92	$18,362
2025-06-17	13:00→15:48	EOD	6000	12.10 / 9.00	0.47 / 11.29	5790 · 6210	0.13→0.08	$929	−11.05	$918	$18,903
2025-06-18	13:00→15:48	EOD	6000	16.70 / 16.60	1.70 / 9.11	5790 · 6210	0.30→0.07	$2,226	−11.05	$2,215	$17,700
2025-06-23	13:00→15:48	EOD	6000	0.85 / 39.90	16.81 / 0.15	5790 · 6210	0.33→0.08	$2,354	−11.05	$2,343	$16,958
2025-06-30	13:00→15:48	EOD	6190	8.90 / 8.50	18.00 / 0.62	5970 · 6410	0.08→0.06	−$124	−11.05	−$135	$20,268
2025-07-08	13:00→15:48	EOD	6230	7.00 / 8.10	1.15 / 4.32	6010 · 6450	0.08→0.06	$961	−11.05	$950	$20,498
2025-07-10	13:00→15:48	EOD	6280	4.60 / 6.60	4.30 / 1.00	6060 · 6500	0.08→0.06	$588	−11.05	$577	$20,888
2025-07-11	13:00→15:48	EOD	6260	8.50 / 5.50	5.70 / 0.95	6040 · 6480	0.06→0.06	$735	−11.05	$724	$20,606
2025-07-14	13:00→15:48	EOD	6260	8.50 / 3.06	7.40 / 0.25	6040 · 6480	0.08→0.08	$391	−11.05	$380	$20,852
2025-07-21	13:00→15:42	STOP	6330	6.60 / 2.85	0.05 / 19.00	6110 · 6550	0.08→0.08	−$960	−11.05	−$971	$21,063
2025-07-22	13:00→15:48	EOD	6300	5.50 / 5.40	14.20 / 0.05	6080 · 6520	0.08→0.08	−$335	−11.05	−$346	$20,918
2025-07-25	13:00→15:48	EOD	6380	10.70 / 2.40	14.00 / 0.07	6160 · 6600	0.13→0.06	−$104	−11.05	−$115	$20,703
2025-07-29	13:00→15:48	EOD	6380	6.40 / 4.70	0.20 / 10.57	6160 · 6600	0.08→0.08	$33	−11.05	$22	$20,898
2025-08-01	13:00→15:48	EOD	6200	37.18 / 3.80	49.70 / 0.03	5980 · 6420	0.08→0.08	−$875	−11.05	−$886	$17,910
2025-08-04	13:00→15:48	EOD	6310	14.20 / 2.90	13.90 / 0.15	6090 · 6530	0.09→0.07	$303	−11.05	$292	$20,299
2025-08-05	13:00→15:48	EOD	6300	12.80 / 4.90	4.10 / 1.85	6080 · 6520	0.09→0.09	$1,175	−11.05	$1,164	$20,239
2025-08-06	13:00→15:48	EOD	6350	3.80 / 9.10	1.55 / 2.75	6130 · 6570	0.08→0.08	$860	−11.05	$849	$20,718
2025-08-07	13:00→15:48	EOD	6350	3.10 / 18.76	0.10 / 17.72	6130 · 6570	0.08→0.06	$402	−11.05	$391	$19,822
2025-08-14	13:00→15:48	EOD	6450	14.20 / 2.92	21.03 / 0.03	6220 · 6680	0.10→0.08	−$396	−11.05	−$407	$21,298
2025-08-20	13:00→15:48	EOD	6400	1.50 / 22.70	5.00 / 1.50	6180 · 6620	0.10→0.06	$1,766	−11.05	$1,755	$19,590
2025-08-21	13:00→15:48	EOD	6400	0.65 / 37.33	0.05 / 31.42	6180 · 6620	0.15→0.10	$646	−11.05	$635	$18,217
2025-08-27	13:00→15:48	EOD	6480	2.30 / 7.70	5.70 / 0.95	6250 · 6710	0.05→0.05	$335	−11.05	$324	$22,005
2025-09-02	13:00→15:48	EOD	6400	2.10 / 21.10	7.60 / 0.75	6180 · 6620	0.08→0.08	$1,485	−11.05	$1,474	$19,688
2025-09-04	13:00→15:14	STOP	6470	7.14 / 4.24	23.00 / 0.20	6240 · 6700	0.10→0.10	−$1,182	−11.05	−$1,193	$21,872
2025-09-16	13:00→15:48	EOD	6610	5.20 / 5.40	2.90 / 1.75	6380 · 6840	0.08→0.06	$593	−11.05	$582	$21,948
2025-09-17	13:00→15:48	EOD	6600	20.00 / 27.60	5.73 / 3.70	6370 · 6830	0.42→0.10	$3,785	−11.05	$3,774	$18,282
2025-09-24	13:00→15:48	EOD	6650	1.50 / 19.21	0.08 / 14.30	6420 · 6880	0.08→0.08	$633	−11.05	$622	$20,937
2025-09-26	13:00→15:48	EOD	6650	2.49 / 14.60	0.20 / 9.00	6420 · 6880	0.08→0.10	$791	−11.05	$780	$21,299
2025-09-30	13:00→15:48	EOD	6650	9.49 / 7.40	30.80 / 0.05	6420 · 6880	0.08→0.08	−$1,396	−11.05	−$1,407	$21,319
2025-10-13	13:00→15:48	EOD	6650	19.50 / 4.20	4.41 / 2.40	6420 · 6880	0.11→0.09	$1,687	−11.05	$1,676	$20,641
2025-10-14	13:00→15:48	EOD	6650	20.80 / 7.02	2.15 / 17.31	6420 · 6880	0.18→0.08	$826	−11.05	$815	$20,236
2025-10-22	13:00→15:48	EOD	6700	5.70 / 36.10	3.66 / 3.10	6470 · 6930	0.45→0.08	$3,467	−11.05	$3,456	$18,865
2025-11-06	13:00→15:48	EOD	6720	19.00 / 7.70	9.40 / 2.24	6480 · 6960	0.08→0.13	$1,511	−11.05	$1,500	$21,338
2025-11-12	13:00→15:48	EOD	6850	13.10 / 7.00	5.00 / 1.90	6610 · 7090	0.06→0.06	$1,320	−11.05	$1,309	$21,996
2025-11-14	13:00→15:48	EOD	6750	15.50 / 12.94	0.52 / 17.13	6510 · 6990	0.19→0.06	$1,066	−11.05	$1,055	$21,175
2025-11-17	13:00→15:00	STOP	6700	17.90 / 10.10	0.35 / 57.87	6470 · 6930	0.10→0.10	−$3,022	−11.05	−$3,033	$20,210
2025-11-24	13:00→15:48	EOD	6700	12.20 / 6.20	5.50 / 2.30	6470 · 6930	0.18→0.08	$1,050	−11.05	$1,039	$21,178
2025-12-04	13:00→15:48	EOD	6850	10.90 / 4.75	0.70 / 7.80	6610 · 7090	0.10→0.10	$715	−11.05	$704	$22,445
2025-12-12	13:00→15:48	EOD	6850	5.21 / 18.55	0.15 / 21.80	6610 · 7090	0.06→0.06	$181	−11.05	$170	$21,630
2025-12-15	13:00→15:48	EOD	6800	18.20 / 4.40	21.00 / 0.05	6560 · 7040	0.10→0.10	$155	−11.05	$144	$21,750
2025-12-16	13:00→15:48	EOD	6800	1.47 / 36.30	7.95 / 1.10	6560 · 7040	0.08→0.07	$2,871	−11.05	$2,860	$20,231
2025-12-18	13:00→15:48	EOD	6800	6.20 / 14.14	0.65 / 10.81	6560 · 7040	0.10→0.06	$884	−11.05	$873	$21,976
2026-01-02	13:00→15:48	EOD	6850	3.50 / 14.60	1.75 / 4.93	6610 · 7090	0.08→0.05	$1,139	−11.05	$1,128	$22,198
2026-01-14	13:00→15:48	EOD	6900	5.30 / 13.10	12.12 / 0.75	6660 · 7140	0.08→0.08	$553	−11.05	$542	$22,168
2026-01-21	13:00→15:48	EOD	6850	2.15 / 29.00	27.70 / 0.05	6610 · 7090	0.08→0.06	$338	−11.05	$327	$20,893
2026-01-23	13:00→15:48	EOD	6930	1.05 / 27.80	0.07 / 14.00	6690 · 7170	0.10→0.06	$1,474	−11.05	$1,463	$21,125
2026-01-30	13:00→15:48	EOD	6950	2.10 / 37.40	2.95 / 9.90	6710 · 7190	0.08→0.06	$2,663	−11.05	$2,652	$20,058
2026-02-03	13:00→15:48	EOD	6930	3.10 / 33.12	0.10 / 23.52	6690 · 7170	0.10→0.06	$1,256	−11.05	$1,245	$20,388
2026-02-04	13:00→15:48	EOD	6900	2.05 / 48.40	6.00 / 2.45	6660 · 7140	0.13→0.06	$4,193	−11.05	$4,182	$18,968
2026-02-05	13:00→15:48	EOD	6800	36.00 / 6.70	1.60 / 13.40	6560 · 7040	0.08→0.06	$2,768	−11.05	$2,757	$19,738
2026-02-06	13:00→15:48	EOD	6900	18.10 / 4.50	31.05 / 0.05	6660 · 7140	0.14→0.07	−$857	−11.05	−$868	$21,754
2026-02-11	13:00→15:48	EOD	6950	8.90 / 9.30	2.60 / 3.30	6710 · 7190	0.10→0.10	$1,230	−11.05	$1,219	$22,190
2026-02-17	13:00→15:48	EOD	6800	30.32 / 5.60	45.73 / 0.03	6560 · 7040	0.08→0.08	−$984	−11.05	−$995	$20,416
2026-02-18	13:00→14:53	STOP	6900	11.30 / 5.10	0.10 / 34.10	6660 · 7140	0.09→0.07	−$1,782	−11.05	−$1,793	$22,369
2026-02-23	13:00→15:48	EOD	6850	6.30 / 16.30	0.25 / 15.45	6610 · 7090	0.08→0.06	$688	−11.05	$677	$21,748
2026-02-24	13:00→15:48	EOD	6900	3.00 / 12.00	0.40 / 8.40	6660 · 7140	0.10→0.08	$618	−11.05	$607	$22,510
2026-02-26	13:00→15:48	EOD	6900	1.65 / 31.00	7.55 / 0.95	6660 · 7140	0.08→0.08	$2,415	−11.05	$2,404	$20,743
2026-03-02	13:00→15:48	EOD	6900	3.10 / 15.90	0.10 / 21.99	6660 · 7140	0.14→0.09	−$314	−11.05	−$325	$22,114
2026-03-03	13:00→15:48	EOD	6800	12.51 / 16.20	18.14 / 0.82	6560 · 7040	0.10→0.08	$973	−11.05	$962	$21,139
2026-03-05	13:00→15:48	EOD	6850	1.12 / 69.78	0.05 / 33.10	6610 · 7090	0.19→0.06	$3,762	−11.05	$3,751	$16,929
2026-03-06	13:00→15:48	EOD	6700	48.90 / 4.00	39.70 / 0.07	6470 · 6930	0.10→0.06	$1,309	−11.05	$1,298	$17,720
2026-03-10	13:00→15:48	EOD	6820	13.70 / 8.90	0.05 / 42.28	6580 · 7060	0.11→0.06	−$1,978	−11.05	−$1,989	$21,751
2026-03-12	13:00→15:48	EOD	6700	15.00 / 16.00	0.15 / 21.58	6470 · 6930	0.11→0.06	$922	−11.05	$911	$19,911
2026-03-13	13:00→15:48	EOD	6650	12.80 / 19.24	0.30 / 21.50	6420 · 6880	0.10→0.08	$1,022	−11.05	$1,011	$19,806
2026-03-16	13:00→15:48	EOD	6700	13.70 / 9.75	1.30 / 6.10	6470 · 6930	0.13→0.08	$1,600	−11.05	$1,589	$20,668
2026-03-19	13:00→15:48	EOD	6600	4.20 / 23.50	11.40 / 0.67	6370 · 6830	0.10→0.06	$1,559	−11.05	$1,548	$20,240
2026-03-24	13:00→15:48	EOD	6600	4.00 / 25.15	0.03 / 39.45	6370 · 6830	0.08→0.06	−$1,035	−11.05	−$1,046	$20,093
2026-03-25	13:00→15:48	EOD	6600	13.70 / 10.00	0.25 / 13.69	6370 · 6830	0.13→0.08	$971	−11.05	$960	$20,643
2026-03-26	13:00→15:48	EOD	6500	29.50 / 3.90	0.32 / 18.44	6270 · 6730	0.15→0.08	$1,457	−11.05	$1,446	$19,675
2026-03-31	13:00→15:48	EOD	6500	15.60 / 19.30	33.57 / 0.20	6270 · 6730	0.50→0.08	$71	−11.05	$60	$19,560
2026-04-06	13:00→15:48	EOD	6600	10.90 / 11.40	8.80 / 0.35	6370 · 6830	0.23→0.08	$1,300	−11.05	$1,289	$20,793
2026-04-07	13:00→15:48	EOD	6600	7.60 / 21.60	6.60 / 2.65	6370 · 6830	0.17→0.08	$1,986	−11.05	$1,975	$20,097
2026-04-10	13:00→15:48	EOD	6830	3.05 / 17.20	0.03 / 19.11	6590 · 7070	0.20→0.08	$99	−11.05	$88	$21,995
2026-04-15	13:00→15:48	EOD	7000	4.20 / 13.50	21.39 / 0.05	6750 · 7250	0.12→0.08	−$378	−11.05	−$389	$23,242
2026-04-16	13:00→15:48	EOD	7050	2.85 / 21.20	0.40 / 11.21	6800 · 7300	0.10→0.08	$1,242	−11.05	$1,231	$22,605
2026-04-20	13:00→15:48	EOD	7100	8.50 / 7.50	3.50 / 1.15	6850 · 7350	0.10→0.08	$1,133	−11.05	$1,122	$23,410
2026-04-21	13:00→15:48	EOD	7100	2.50 / 20.16	0.05 / 36.42	6850 · 7350	0.08→0.08	−$1,381	−11.05	−$1,392	$22,742
2026-04-24	13:00→15:48	EOD	7150	14.64 / 4.70	12.00 / 0.15	6900 · 7400	0.08→0.08	$719	−11.05	$708	$23,074
2026-04-27	13:00→15:48	EOD	7160	11.20 / 4.62	17.50 / 0.05	6910 · 7410	0.10→0.10	−$173	−11.05	−$184	$23,428
2026-04-28	13:00→15:48	EOD	7130	5.90 / 9.80	10.10 / 0.20	6880 · 7380	0.08→0.08	$540	−11.05	$529	$23,438
2026-04-29	13:00→15:48	EOD	7130	8.75 / 18.80	3.50 / 2.75	6880 · 7380	0.07→0.05	$2,128	−11.05	$2,117	$22,252
2026-04-30	13:00→14:35	STOP	7170	9.80 / 8.40	36.82 / 0.47	6920 · 7420	0.08→0.08	−$1,909	−11.05	−$1,920	$23,188
2026-05-04	13:00→15:48	EOD	7200	5.70 / 15.10	4.00 / 1.22	6950 · 7450	0.10→0.06	$1,554	−11.05	$1,543	$22,930
2026-05-05	13:00→15:48	EOD	7250	10.60 / 3.30	18.36 / 0.05	7000 · 7500	0.10→0.08	−$453	−11.05	−$464	$23,620
2026-05-08	13:00→15:48	EOD	7400	4.00 / 11.40	0.80 / 4.80	7140 · 7660	0.15→0.08	$973	−11.05	$962	$24,475
2026-05-11	13:00→15:48	EOD	7420	4.70 / 7.40	0.08 / 12.85	7160 · 7680	0.10→0.08	−$85	−11.05	−$96	$24,800
2026-05-12	13:00→15:08	STOP	7350	5.99 / 12.35	37.28 / 0.22	7090 · 7610	0.08→0.08	−$1,916	−11.05	−$1,927	$24,174
2026-05-18	13:00→15:48	EOD	7400	4.30 / 24.80	4.93 / 3.10	7140 · 7660	0.10→0.15	$2,112	−11.05	$2,101	$23,100
2026-05-19	13:00→15:48	EOD	7350	33.10 / 2.65	7.70 / 1.15	7090 · 7610	0.10→0.08	$2,688	−11.05	$2,677	$22,435
2026-05-21	13:00→13:20	STOP	7400	15.40 / 6.40	44.20 / 1.40	7140 · 7660	0.08→0.08	−$2,380	−11.05	−$2,391	$23,828
2026-05-27	13:00→15:48	EOD	7520	6.10 / 10.40	3.00 / 2.00	7260 · 7780	0.08→0.08	$1,150	−11.05	$1,139	$24,358
2026-06-02	13:00→15:48	EOD	7600	16.70 / 1.70	10.00 / 0.10	7330 · 7870	0.10→0.08	$828	−11.05	$817	$25,170
2026-06-04	13:00→15:48	EOD	7580	7.30 / 5.50	12.76 / 0.20	7310 · 7850	0.13→0.08	−$21	−11.05	−$32	$25,733
2026-06-09	13:00→15:48	EOD	7400	0.80 / 118.70	0.05 / 60.37	7140 · 7660	1.80→0.08	$5,736	−11.05	$5,725	$14,230
2026-06-12	13:00→15:48	EOD	7450	7.60 / 29.20	0.15 / 31.13	7190 · 7710	0.11→0.05	$546	−11.05	$535	$22,331
2026-06-15	13:00→15:48	EOD	7550	21.70 / 2.50	9.57 / 0.37	7290 · 7810	0.15→0.10	$1,421	−11.05	$1,410	$23,595
2026-06-18	13:00→15:48	EOD	7500	6.30 / 11.60	3.90 / 3.50	7240 · 7760	0.08→0.06	$1,048	−11.05	$1,037	$24,218
2026-06-24	13:00→13:28	STOP	7400	6.20 / 18.80	1.12 / 51.45	7140 · 7660	0.09→0.11	−$2,755	−11.05	−$2,766	$23,509
2026-06-29	13:00→15:48	EOD	7400	21.10 / 3.50	35.47 / 0.10	7140 · 7660	0.10→0.06	−$1,101	−11.05	−$1,112	$23,550
2026-06-30	13:00→15:48	EOD	7500	7.20 / 10.10	2.95 / 5.10	7240 · 7760	0.11→0.06	$920	−11.05	$909	$24,281
2026-07-07	13:00→15:48	EOD	7500	19.13 / 2.40	1.58 / 6.10	7240 · 7760	0.06→0.06	$1,385	−11.05	$1,374	$23,853
2026-07-08	13:00→15:48	EOD	7450	24.80 / 4.70	24.33 / 0.10	7190 · 7710	0.10→0.10	$507	−11.05	$496	$23,060
2026-07-14	13:00→15:48	EOD	7550	5.30 / 9.80	1.95 / 2.35	7290 · 7810	0.08→0.06	$1,078	−11.05	$1,067	$24,498
2026-07-15	13:00→15:48	EOD	7550	5.40 / 10.50	12.00 / 0.35	7290 · 7810	0.08→0.08	$355	−11.05	$344	$24,418
2026-07-21	13:00→15:48	EOD	7500	15.60 / 2.52	10.10 / 0.22	7240 · 7760	0.08→0.06	$778	−11.05	$767	$24,196
2026-07-22	13:00→15:48	EOD	7520	8.17 / 3.90	0.07 / 16.24	7260 · 7780	0.13→0.08	−$429	−11.05	−$440	$24,806
2026-07-23	13:00→15:48	EOD	7400	19.90 / 6.60	0.45 / 15.60	7140 · 7660	0.08→0.07	$1,044	−11.05	$1,033	$23,358
2026-07-27	13:00→15:48	EOD	7400	9.50 / 15.30	12.30 / 0.50	7140 · 7660	0.08→0.08	$1,200	−11.05	$1,189	$23,528
2026-07-28	13:00→15:48	EOD	7440	15.01 / 4.30	0.97 / 5.90	7180 · 7700	0.06→0.06	$1,244	−11.05	$1,233	$24,075
2026-07-30	13:00→15:48	EOD	7400	25.70 / 3.80	40.65 / 0.05	7140 · 7660	0.09→0.08	−$1,121	−11.05	−$1,132	$23,059
2026-07-31	13:00→15:48	EOD	7450	25.90 / 3.80	55.60 / 0.05	7190 · 7710	0.13→0.10	−$2,598	−11.05	−$2,609	$23,043
2026-08-03	13:00→14:04	STOP	7580	8.80 / 4.20	25.53 / 0.85	7310 · 7850	0.13→0.13	−$1,338	−11.05	−$1,349	$25,713
2026-08-05	13:00→15:48	EOD	7750	7.60 / 14.90	0.20 / 13.20	7480 · 8020	0.10→0.08	$908	−11.05	$897	$24,760
2026-08-06	13:00→15:48	EOD	7700	18.90 / 3.30	8.11 / 1.85	7430 · 7970	0.07→0.07	$1,224	−11.05	$1,213	$24,787
2026-08-14	13:00→15:48	EOD	7800	0.65 / 20.90	0.03 / 17.35	7530 · 8070	0.08→0.08	$417	−11.05	$406	$24,853
2026-08-17	13:00→13:39	STOP	7770	3.50 / 5.80	0.75 / 18.50	7500 · 8040	0.06→0.06	−$995	−11.05	−$1,006	$26,076
2026-08-18	13:00→15:48	EOD	7700	9.90 / 3.90	1.35 / 3.20	7430 · 7970	0.08→0.08	$925	−11.05	$914	$25,628
2026-08-19	13:00→15:48	EOD	7720	7.00 / 7.90	0.20 / 13.20	7450 · 7990	0.08→0.08	$150	−11.05	$139	$25,518
2026-08-24	13:00→15:48	EOD	7650	11.80 / 2.75	5.97 / 0.90	7380 · 7920	0.08→0.06	$766	−11.05	$755	$25,553
2026-08-25	13:00→15:48	EOD	7670	7.80 / 3.40	3.60 / 1.20	7400 · 7940	0.04→0.05	$641	−11.05	$630	$25,884
2026-08-27	13:00→15:48	EOD	7730	11.92 / 3.40	1.15 / 5.50	7460 · 8000	0.08→0.08	$867	−11.05	$856	$25,476
2026-08-31	13:00→15:48	EOD	7680	4.60 / 9.60	6.26 / 1.57	7410 · 7950	0.06→0.06	$637	−11.05	$626	$25,586
2026-09-01	13:00→14:45	STOP	7650	2.90 / 16.10	0.15 / 38.54	7380 · 7920	0.08→0.07	−$1,970	−11.05	−$1,981	$25,108
2026-09-02	13:00→15:48	EOD	7670	5.37 / 7.30	2.65 / 2.35	7400 · 7940	0.08→0.08	$767	−11.05	$756	$25,741
2026-09-03	13:00→15:48	EOD	7740	9.10 / 5.00	9.73 / 0.25	7470 · 8010	0.13→0.08	$407	−11.05	$396	$25,603
2026-09-08	13:00→15:48	EOD	7700	2.30 / 13.10	0.03 / 20.00	7430 · 7970	0.10→0.10	−$463	−11.05	−$474	$25,470
2026-09-09	13:00→15:48	EOD	7650	2.80 / 13.00	0.40 / 7.47	7380 · 7920	0.08→0.08	$793	−11.05	$782	$25,428
2026-09-10	13:00→15:48	EOD	7600	11.20 / 5.90	0.60 / 8.60	7330 · 7870	0.06→0.08	$792	−11.05	$781	$25,296
2026-09-11	13:00→15:48	EOD	7670	6.40 / 5.80	0.15 / 9.10	7400 · 7940	0.09→0.09	$295	−11.05	$284	$25,789
2026-09-15	13:00→15:48	EOD	7580	12.20 / 3.60	2.65 / 2.40	7310 · 7850	0.10→0.10	$1,075	−11.05	$1,064	$25,430
2026-09-17	13:00→15:48	EOD	7630	11.40 / 3.90	10.25 / 0.15	7360 · 7900	0.08→0.06	$488	−11.05	$477	$25,478

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.