The wall, read early: by 10:30 the day's battlefield strike has declared itself, and the entire session's dealer hedging grinds toward it while morning premium is still rich.
Cumulative net profit, this strategy alone, after all costs.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year P&L |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | +1.2k | +0.6k | +15.8k | +5.1k | +5.1k | +6.5k | $34,312 | ||||||
| 2025 | +2.3k | +7.4k | +10.0k | +21.3k | +12.1k | +5.2k | +2.2k | +5.3k | +2.9k | −1.4k | +15.6k | +3.7k | $86,544 |
| 2026 | +2.6k | +4.9k | +16.3k | +10.2k | +2.2k | +12.2k | +10.1k | +3.5k | +6.7k | $68,760 |
26 of 27 months positive · mean month $7,023 · worst month −$1,394
Signal. The strike with the largest cumulative 0DTE volume by 10:30 — the same dealer magnet the afternoon wall strategies read, caught five hours earlier, while the day’s premium is still at its fattest.
Entry, 10:30 New York. Sell the call and put at the wall strike; buy wings 3.5% out. Enter only when net credit exceeds $1.00 — a filter that passes roughly one day in four on SPX: the strategy trades only high-premium mornings, and sits out the quiet ones.
Stop. 2.0× credit. Exit. 15:48.
Audit trail. Certified under the same adversarial protocol as Magnet: wings marked to zero at exit and stops evaluated on the short legs alone. Replication on SPY and QQQ (unseen in development) produced t-statistics of 5.6–14.2 with win rates to 91% — the strongest results in the program.
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-17 | 10:30→15:48 | EOD | 5600 | 14.56 / 9.50 | 0.80 / 10.30 | 5400 · 5800 | 0.10→0.10 | $1,296 | −11.05 | $1,285 | $17,604 |
| 2024-07-22 | 10:30→15:48 | EOD | 5540 | 16.30 / 8.92 | 26.80 / 0.07 | 5350 · 5730 | 0.10→0.10 | −$165 | −11.05 | −$176 | $16,488 |
| 2024-07-24 | 10:30→15:48 | EOD | 5450 | 31.94 / 3.50 | 0.85 / 13.40 | 5260 · 5640 | 0.10→0.10 | $2,119 | −11.05 | $2,108 | $15,466 |
| 2024-07-25 | 10:30→12:22 | STOP | 5400 | 30.82 / 7.25 | 75.96 / 0.35 | 5210 · 5590 | 0.10→0.15 | −$3,819 | −11.05 | −$3,830 | $15,203 |
| 2024-07-31 | 10:30→15:48 | EOD | 5500 | 34.90 / 12.00 | 27.90 / 0.77 | 5310 · 5690 | 0.15→0.10 | $1,818 | −11.05 | $1,807 | $14,325 |
| 2024-08-02 | 10:30→15:48 | EOD | 5300 | 39.90 / 15.20 | 40.05 / 0.20 | 5110 · 5490 | 1.25→0.10 | $1,370 | −11.05 | $1,359 | $13,615 |
| 2024-08-08 | 10:30→15:48 | EOD | 5300 | 18.40 / 25.70 | 17.50 / 1.30 | 5110 · 5490 | 0.50→0.10 | $2,490 | −11.05 | $2,479 | $14,640 |
| 2024-08-23 | 10:30→12:42 | STOP | 5650 | 9.70 / 20.80 | 0.30 / 62.40 | 5450 · 5850 | 0.15→0.15 | −$3,220 | −11.05 | −$3,231 | $16,965 |
| 2024-09-04 | 10:30→15:48 | EOD | 5500 | 40.07 / 3.60 | 19.12 / 0.20 | 5310 · 5690 | 0.10→0.10 | $2,435 | −11.05 | $2,424 | $14,643 |
| 2024-09-05 | 10:30→15:48 | EOD | 5500 | 43.80 / 2.30 | 2.50 / 8.00 | 5310 · 5690 | 0.10→0.10 | $3,560 | −11.05 | $3,549 | $14,400 |
| 2024-09-12 | 10:30→15:48 | EOD | 5600 | 2.95 / 38.68 | 1.50 / 7.30 | 5400 · 5800 | 0.15→0.10 | $3,278 | −11.05 | $3,267 | $15,852 |
| 2024-09-16 | 10:30→15:48 | EOD | 5650 | 1.45 / 36.56 | 0.07 / 17.60 | 5450 · 5850 | 0.12→0.10 | $2,032 | −11.05 | $2,021 | $16,211 |
| 2024-09-18 | 10:30→15:48 | EOD | 5630 | 31.90 / 28.50 | 1.75 / 12.40 | 5430 · 5830 | 0.40→0.10 | $4,595 | −11.05 | $4,584 | $14,000 |
| 2024-10-03 | 10:30→15:48 | EOD | 5700 | 9.01 / 22.00 | 0.72 / 8.39 | 5500 · 5900 | 0.10→0.10 | $2,190 | −11.05 | $2,179 | $16,909 |
| 2024-10-09 | 10:30→15:48 | EOD | 5750 | 17.29 / 6.10 | 40.63 / 0.05 | 5550 · 5950 | 0.10→0.10 | −$1,729 | −11.05 | −$1,740 | $17,671 |
| 2024-10-10 | 10:30→15:48 | EOD | 5800 | 3.40 / 24.90 | 0.05 / 23.34 | 5600 · 6000 | 0.10→0.10 | $491 | −11.05 | $480 | $17,180 |
| 2024-10-28 | 10:30→15:48 | EOD | 5800 | 43.28 / 1.20 | 32.78 / 0.05 | 5600 · 6000 | 0.10→0.10 | $1,165 | −11.05 | $1,154 | $15,562 |
| 2024-10-29 | 10:30→15:48 | EOD | 5850 | 1.25 / 28.50 | 0.40 / 6.55 | 5650 · 6050 | 0.10→0.10 | $2,280 | −11.05 | $2,269 | $17,035 |
| 2024-10-31 | 10:30→15:48 | EOD | 5700 | 38.73 / 3.20 | 34.00 / 0.05 | 5500 · 5900 | 0.10→0.10 | $788 | −11.05 | $777 | $15,817 |
| 2024-11-01 | 10:30→15:48 | EOD | 5750 | 24.55 / 4.90 | 0.15 / 18.53 | 5550 · 5950 | 0.10→0.10 | $1,077 | −11.05 | $1,066 | $17,065 |
| 2024-11-05 | 10:30→15:48 | EOD | 5780 | 3.50 / 24.60 | 1.35 / 5.60 | 5580 · 5980 | 0.10→0.10 | $2,115 | −11.05 | $2,104 | $17,200 |
| 2024-11-20 | 10:30→15:48 | EOD | 5900 | 3.30 / 33.30 | 17.25 / 0.17 | 5690 · 6110 | 0.10→0.10 | $1,918 | −11.05 | $1,907 | $17,350 |
| 2024-12-11 | 10:30→15:48 | EOD | 6090 | 1.27 / 16.60 | 0.50 / 3.60 | 5880 · 6300 | 0.10→0.10 | $1,377 | −11.05 | $1,366 | $19,223 |
| 2024-12-19 | 10:30→15:48 | EOD | 5850 | 52.80 / 6.10 | 37.58 / 0.30 | 5650 · 6050 | 0.55→0.10 | $2,057 | −11.05 | $2,046 | $14,165 |
| 2024-12-23 | 10:30→15:48 | EOD | 5950 | 4.20 / 35.24 | 20.00 / 0.12 | 5740 · 6160 | 0.12→0.10 | $1,930 | −11.05 | $1,919 | $17,068 |
| 2024-12-30 | 10:30→15:48 | EOD | 5900 | 6.50 / 32.20 | 27.02 / 0.10 | 5690 · 6110 | 0.17→0.10 | $1,151 | −11.05 | $1,140 | $17,147 |
| 2025-01-10 | 10:30→15:48 | EOD | 5800 | 41.10 / 5.40 | 23.00 / 0.25 | 5600 · 6000 | 0.10→0.10 | $2,325 | −11.05 | $2,314 | $15,360 |
| 2025-02-03 | 10:30→15:48 | EOD | 6000 | 10.50 / 32.08 | 6.04 / 4.30 | 5790 · 6210 | 0.22→0.10 | $3,212 | −11.05 | $3,201 | $16,764 |
| 2025-02-10 | 10:30→15:48 | EOD | 6060 | 14.60 / 7.00 | 7.00 / 0.40 | 5850 · 6270 | 0.10→0.10 | $1,420 | −11.05 | $1,409 | $18,850 |
| 2025-02-28 | 10:30→15:48 | EOD | 5950 | 2.25 / 57.49 | 0.20 / 31.69 | 5740 · 6160 | 0.37→0.10 | $2,758 | −11.05 | $2,747 | $15,063 |
| 2025-03-04 | 10:30→15:48 | EOD | 5800 | 10.70 / 48.80 | 8.80 / 7.80 | 5600 · 6000 | 0.90→0.10 | $4,210 | −11.05 | $4,199 | $14,140 |
| 2025-03-10 | 10:30→15:48 | EOD | 5600 | 70.50 / 6.20 | 12.64 / 4.80 | 5400 · 5800 | 1.15→0.08 | $5,819 | −11.05 | $5,808 | $12,445 |
| 2025-04-17 | 10:30→15:48 | EOD | 5300 | 10.80 / 45.80 | 1.38 / 14.82 | 5110 · 5490 | 1.02→0.10 | $3,948 | −11.05 | $3,937 | $13,442 |
| 2025-04-22 | 10:30→15:48 | EOD | 5250 | 16.90 / 25.60 | 35.90 / 0.20 | 5070 · 5430 | 0.90→0.10 | $560 | −11.05 | $549 | $13,840 |
| 2025-04-25 | 10:30→15:48 | EOD | 5550 | 1.35 / 87.10 | 0.05 / 41.10 | 5360 · 5740 | 2.60→0.08 | $4,478 | −11.05 | $4,467 | $10,415 |
| 2025-04-29 | 10:30→15:48 | EOD | 5570 | 2.80 / 57.82 | 1.59 / 7.60 | 5380 · 5760 | 0.55→0.08 | $5,096 | −11.05 | $5,085 | $12,993 |
| 2025-04-30 | 10:30→15:48 | EOD | 5570 | 2.30 / 104.72 | 1.65 / 31.22 | 5380 · 5760 | 1.80→0.06 | $7,241 | −11.05 | $7,230 | $8,478 |
| 2025-05-02 | 10:30→15:48 | EOD | 5700 | 6.30 / 29.00 | 0.60 / 18.10 | 5500 · 5900 | 0.37→0.06 | $1,629 | −11.05 | $1,618 | $16,507 |
| 2025-05-05 | 10:30→15:48 | EOD | 5650 | 15.84 / 13.20 | 11.00 / 1.20 | 5450 · 5850 | 0.10→0.06 | $1,680 | −11.05 | $1,669 | $17,106 |
| 2025-05-06 | 10:30→15:48 | EOD | 5600 | 29.80 / 7.11 | 28.70 / 0.07 | 5400 · 5800 | 0.10→0.10 | $814 | −11.05 | $803 | $16,319 |
| 2025-05-14 | 10:30→15:48 | EOD | 5900 | 9.40 / 18.00 | 0.45 / 16.90 | 5690 · 6110 | 0.17→0.06 | $994 | −11.05 | $983 | $18,277 |
| 2025-05-15 | 10:30→15:48 | EOD | 5900 | 3.10 / 28.80 | 11.87 / 1.25 | 5690 · 6110 | 0.13→0.08 | $1,873 | −11.05 | $1,862 | $17,823 |
| 2025-05-20 | 10:30→15:48 | EOD | 5940 | 13.10 / 10.90 | 1.70 / 9.10 | 5730 · 6150 | 0.10→0.08 | $1,318 | −11.05 | $1,307 | $18,610 |
| 2025-05-28 | 10:30→15:48 | EOD | 5920 | 8.20 / 16.00 | 0.25 / 17.60 | 5710 · 6130 | 0.12→0.08 | $631 | −11.05 | $620 | $18,592 |
| 2025-05-29 | 10:30→15:48 | EOD | 5900 | 24.14 / 11.30 | 10.90 / 1.70 | 5690 · 6110 | 0.14→0.08 | $2,278 | −11.05 | $2,267 | $17,470 |
| 2025-05-30 | 10:30→15:48 | EOD | 5900 | 18.60 / 13.00 | 17.16 / 4.86 | 5690 · 6110 | 0.13→0.08 | $953 | −11.05 | $942 | $17,853 |
| 2025-06-03 | 10:30→15:48 | EOD | 5940 | 15.50 / 7.40 | 27.63 / 0.10 | 5730 · 6150 | 0.10→0.08 | −$485 | −11.05 | −$496 | $18,720 |
| 2025-06-06 | 10:30→15:48 | EOD | 6000 | 12.80 / 12.40 | 3.90 / 2.60 | 5790 · 6210 | 0.20→0.07 | $1,857 | −11.05 | $1,846 | $18,500 |
| 2025-06-12 | 10:30→15:48 | EOD | 6020 | 20.40 / 6.40 | 16.78 / 0.25 | 5810 · 6230 | 0.13→0.06 | $970 | −11.05 | $959 | $18,333 |
| 2025-06-13 | 10:30→15:48 | EOD | 6000 | 5.95 / 30.34 | 0.10 / 27.17 | 5790 · 6210 | 0.25→0.08 | $885 | −11.05 | $874 | $17,396 |
| 2025-06-16 | 10:30→15:48 | EOD | 6040 | 15.44 / 6.90 | 0.65 / 8.10 | 5830 · 6250 | 0.30→0.06 | $1,335 | −11.05 | $1,324 | $18,796 |
| 2025-06-18 | 10:30→15:48 | EOD | 6000 | 26.10 / 11.94 | 1.70 / 9.11 | 5790 · 6210 | 0.18→0.07 | $2,712 | −11.05 | $2,701 | $17,214 |
| 2025-06-23 | 10:30→12:34 | STOP | 6000 | 10.48 / 12.50 | 0.80 / 45.70 | 5790 · 6210 | 0.33→0.20 | −$2,365 | −11.05 | −$2,376 | $18,735 |
| 2025-06-30 | 10:30→15:48 | EOD | 6190 | 10.70 / 11.80 | 18.00 / 0.62 | 5970 · 6410 | 0.13→0.06 | $381 | −11.05 | $370 | $19,763 |
| 2025-07-03 | 10:30→12:59 | EOD | 6270 | 7.10 / 5.80 | 7.30 / 0.05 | 6050 · 6490 | 0.08→0.06 | $553 | −11.05 | $542 | $20,718 |
| 2025-07-08 | 10:30→15:48 | EOD | 6230 | 7.30 / 12.30 | 1.15 / 4.32 | 6010 · 6450 | 0.10→0.06 | $1,409 | −11.05 | $1,398 | $20,050 |
| 2025-07-11 | 10:30→15:48 | EOD | 6250 | 16.90 / 5.40 | 15.10 / 0.15 | 6030 · 6470 | 0.10→0.08 | $703 | −11.05 | $692 | $19,780 |
| 2025-07-14 | 10:30→15:48 | EOD | 6250 | 8.40 / 9.30 | 17.00 / 0.05 | 6030 · 6470 | 0.08→0.08 | $65 | −11.05 | $54 | $20,238 |
| 2025-07-21 | 10:30→15:48 | EOD | 6330 | 8.70 / 5.59 | 0.03 / 22.90 | 6110 · 6550 | 0.13→0.08 | −$869 | −11.05 | −$880 | $20,584 |
| 2025-07-22 | 10:30→15:48 | EOD | 6300 | 5.60 / 12.40 | 14.20 / 0.05 | 6080 · 6520 | 0.10→0.08 | $373 | −11.05 | $362 | $20,210 |
| 2025-08-01 | 10:30→15:48 | EOD | 6200 | 57.60 / 3.30 | 49.70 / 0.03 | 5980 · 6420 | 0.27→0.08 | $1,098 | −11.05 | $1,087 | $15,937 |
| 2025-08-04 | 10:30→15:48 | EOD | 6300 | 17.00 / 7.00 | 23.70 / 0.05 | 6080 · 6520 | 0.20→0.08 | $13 | −11.05 | $2 | $19,620 |
| 2025-08-13 | 10:30→15:48 | EOD | 6470 | 4.53 / 14.45 | 0.25 / 9.20 | 6240 · 6700 | 0.13→0.08 | $948 | −11.05 | $937 | $21,115 |
| 2025-08-20 | 10:30→15:48 | EOD | 6400 | 1.20 / 45.94 | 5.00 / 1.50 | 6180 · 6620 | 0.18→0.06 | $4,052 | −11.05 | $4,041 | $17,304 |
| 2025-08-21 | 10:30→15:48 | EOD | 6400 | 6.94 / 17.50 | 0.05 / 31.42 | 6180 · 6620 | 0.17→0.10 | −$710 | −11.05 | −$721 | $19,573 |
| 2025-09-02 | 10:30→11:49 | STOP | 6430 | 2.90 / 29.20 | 0.27 / 64.55 | 6200 · 6660 | 0.10→0.07 | −$3,275 | −11.05 | −$3,286 | $19,800 |
| 2025-09-16 | 10:30→15:48 | EOD | 6610 | 6.55 / 9.00 | 2.90 / 1.75 | 6380 · 6840 | 0.13→0.06 | $1,083 | −11.05 | $1,072 | $21,458 |
| 2025-09-25 | 10:30→15:48 | EOD | 6600 | 18.52 / 8.00 | 2.10 / 4.60 | 6370 · 6830 | 0.10→0.04 | $1,976 | −11.05 | $1,965 | $20,358 |
| 2025-09-26 | 10:30→15:48 | EOD | 6650 | 1.60 / 39.47 | 0.20 / 9.00 | 6420 · 6880 | 0.20→0.10 | $3,177 | −11.05 | $3,166 | $18,913 |
| 2025-10-01 | 10:30→14:25 | STOP | 6670 | 16.30 / 5.85 | 43.90 / 0.25 | 6440 · 6900 | 0.15→0.08 | −$2,207 | −11.05 | −$2,218 | $20,800 |
| 2025-10-14 | 10:30→15:48 | EOD | 6600 | 29.30 / 12.90 | 33.10 / 0.45 | 6370 · 6830 | 0.38→0.08 | $835 | −11.05 | $824 | $18,818 |
| 2025-11-04 | 10:30→15:48 | EOD | 6740 | 75.30 / 1.40 | 43.50 / 0.05 | 6500 · 6980 | 0.10→0.06 | $3,311 | −11.05 | $3,300 | $16,340 |
| 2025-11-06 | 10:30→15:48 | EOD | 6720 | 51.10 / 4.15 | 9.40 / 2.24 | 6480 · 6960 | 0.11→0.13 | $4,363 | −11.05 | $4,352 | $18,486 |
| 2025-11-07 | 10:30→15:48 | EOD | 6700 | 11.50 / 30.03 | 15.80 / 0.90 | 6470 · 6930 | 0.18→0.10 | $2,475 | −11.05 | $2,464 | $18,865 |
| 2025-11-12 | 10:30→15:48 | EOD | 6850 | 13.40 / 13.50 | 5.00 / 1.90 | 6610 · 7090 | 0.10→0.06 | $1,996 | −11.05 | $1,985 | $21,320 |
| 2025-11-14 | 10:30→15:48 | EOD | 6700 | 31.03 / 16.30 | 34.00 / 0.15 | 6470 · 6930 | 0.28→0.06 | $1,296 | −11.05 | $1,285 | $18,295 |
| 2025-11-18 | 10:30→15:48 | EOD | 6600 | 29.90 / 19.10 | 29.58 / 0.15 | 6370 · 6830 | 0.13→0.08 | $1,922 | −11.05 | $1,911 | $18,113 |
| 2025-11-28 | 10:30→13:00 | EOD | 6830 | 11.00 / 9.60 | 17.80 / 0.05 | 6590 · 7070 | 0.10→0.07 | $272 | −11.05 | $261 | $21,950 |
| 2025-12-15 | 10:30→15:48 | EOD | 6800 | 22.30 / 11.40 | 21.00 / 0.05 | 6560 · 7040 | 0.08→0.10 | $1,267 | −11.05 | $1,256 | $20,638 |
| 2025-12-16 | 10:30→15:48 | EOD | 6800 | 10.34 / 23.60 | 7.95 / 1.10 | 6560 · 7040 | 0.08→0.07 | $2,488 | −11.05 | $2,477 | $20,614 |
| 2026-01-20 | 10:30→15:48 | EOD | 6800 | 64.30 / 1.70 | 1.55 / 7.77 | 6560 · 7040 | 0.08→0.06 | $5,666 | −11.05 | $5,655 | $17,408 |
| 2026-01-21 | 10:30→12:05 | STOP | 6880 | 2.85 / 27.00 | 0.28 / 59.93 | 6640 · 7120 | 0.13→0.13 | −$3,036 | −11.05 | −$3,047 | $21,028 |
| 2026-02-03 | 10:30→14:08 | STOP | 6930 | 22.80 / 9.40 | 0.37 / 67.50 | 6690 · 7170 | 0.10→0.08 | −$3,569 | −11.05 | −$3,580 | $20,790 |
| 2026-02-05 | 10:30→15:48 | EOD | 6800 | 23.00 / 30.60 | 1.60 / 13.40 | 6560 · 7040 | 0.22→0.06 | $3,844 | −11.05 | $3,833 | $18,662 |
| 2026-02-06 | 10:30→15:48 | EOD | 6900 | 7.89 / 33.01 | 31.05 / 0.05 | 6660 · 7140 | 0.20→0.07 | $967 | −11.05 | $956 | $19,930 |
| 2026-02-17 | 10:30→15:48 | EOD | 6800 | 16.10 / 28.50 | 45.73 / 0.03 | 6560 · 7040 | 0.17→0.08 | −$125 | −11.05 | −$136 | $19,557 |
| 2026-02-26 | 10:30→15:48 | EOD | 6900 | 8.00 / 39.71 | 7.55 / 0.95 | 6660 · 7140 | 0.45→0.08 | $3,884 | −11.05 | $3,873 | $19,274 |
| 2026-03-02 | 10:30→15:48 | EOD | 6900 | 1.77 / 53.03 | 0.10 / 21.99 | 6660 · 7140 | 0.52→0.09 | $3,228 | −11.05 | $3,217 | $18,572 |
| 2026-03-10 | 10:30→15:48 | EOD | 6800 | 16.40 / 20.90 | 0.45 / 22.74 | 6560 · 7040 | 0.23→0.08 | $1,396 | −11.05 | $1,385 | $20,293 |
| 2026-03-12 | 10:30→15:48 | EOD | 6700 | 18.30 / 27.20 | 0.15 / 21.58 | 6470 · 6930 | 0.24→0.06 | $2,359 | −11.05 | $2,348 | $18,474 |
| 2026-03-19 | 10:30→15:48 | EOD | 6600 | 9.30 / 34.65 | 11.40 / 0.67 | 6370 · 6830 | 0.35→0.06 | $3,159 | −11.05 | $3,148 | $18,640 |
| 2026-03-24 | 10:30→15:48 | EOD | 6600 | 3.65 / 50.60 | 0.03 / 39.45 | 6370 · 6830 | 0.32→0.06 | $1,451 | −11.05 | $1,440 | $17,607 |
| 2026-03-25 | 10:30→15:48 | EOD | 6600 | 21.80 / 15.70 | 0.25 / 13.69 | 6370 · 6830 | 0.17→0.08 | $2,347 | −11.05 | $2,336 | $19,267 |
| 2026-03-31 | 10:30→15:48 | EOD | 6500 | 3.00 / 55.80 | 33.57 / 0.20 | 6270 · 6730 | 0.77→0.08 | $2,434 | −11.05 | $2,423 | $17,197 |
| 2026-04-06 | 10:30→15:48 | EOD | 6600 | 23.40 / 11.80 | 8.80 / 0.35 | 6370 · 6830 | 0.30→0.08 | $2,583 | −11.05 | $2,572 | $19,510 |
| 2026-04-07 | 10:30→15:48 | EOD | 6600 | 6.30 / 40.83 | 6.60 / 2.65 | 6370 · 6830 | 0.37→0.08 | $3,759 | −11.05 | $3,748 | $18,324 |
| 2026-04-10 | 10:30→15:48 | EOD | 6830 | 17.30 / 6.50 | 0.03 / 19.11 | 6590 · 7070 | 0.15→0.08 | $459 | −11.05 | $448 | $21,635 |
| 2026-04-15 | 10:30→15:48 | EOD | 7000 | 6.40 / 14.80 | 21.39 / 0.05 | 6750 · 7250 | 0.15→0.08 | −$31 | −11.05 | −$42 | $22,895 |
| 2026-04-16 | 10:30→15:48 | EOD | 7000 | 23.50 / 6.56 | 39.58 / 0.05 | 6750 · 7250 | 0.17→0.06 | −$968 | −11.05 | −$979 | $22,011 |
| 2026-04-22 | 10:30→15:48 | EOD | 7150 | 2.95 / 26.90 | 0.10 / 20.50 | 6900 · 7400 | 0.18→0.06 | $913 | −11.05 | $902 | $22,033 |
| 2026-04-24 | 10:30→15:48 | EOD | 7120 | 14.40 / 13.60 | 40.58 / 0.05 | 6870 · 7370 | 0.15→0.08 | −$1,270 | −11.05 | −$1,281 | $22,215 |
| 2026-04-27 | 10:30→15:48 | EOD | 7160 | 9.50 / 13.40 | 17.50 / 0.05 | 6910 · 7410 | 0.15→0.10 | $530 | −11.05 | $519 | $22,725 |
| 2026-04-28 | 10:30→15:48 | EOD | 7140 | 10.90 / 13.80 | 2.40 / 2.40 | 6890 · 7390 | 0.13→0.08 | $1,985 | −11.05 | $1,974 | $22,543 |
| 2026-04-29 | 10:30→15:48 | EOD | 7130 | 18.98 / 11.10 | 3.50 / 2.75 | 6880 · 7380 | 0.10→0.05 | $2,378 | −11.05 | $2,367 | $22,002 |
| 2026-05-05 | 10:30→15:48 | EOD | 7250 | 13.10 / 8.50 | 18.36 / 0.05 | 7000 · 7500 | 0.10→0.08 | $317 | −11.05 | $306 | $22,850 |
| 2026-05-08 | 10:30→15:48 | EOD | 7400 | 5.90 / 18.80 | 0.80 / 4.80 | 7140 · 7660 | 0.18→0.08 | $1,900 | −11.05 | $1,889 | $23,548 |
| 2026-05-11 | 10:30→15:48 | EOD | 7410 | 8.60 / 11.40 | 1.60 / 3.97 | 7150 · 7670 | 0.17→0.08 | $1,434 | −11.05 | $1,423 | $24,017 |
| 2026-05-12 | 10:30→15:48 | EOD | 7380 | 6.50 / 21.80 | 22.33 / 0.07 | 7120 · 7640 | 0.13→0.08 | $585 | −11.05 | $574 | $23,183 |
| 2026-05-21 | 10:30→15:48 | EOD | 7400 | 22.50 / 14.90 | 44.91 / 0.05 | 7140 · 7660 | 0.11→0.06 | −$761 | −11.05 | −$772 | $22,271 |
| 2026-05-28 | 10:30→15:48 | EOD | 7520 | 30.30 / 3.84 | 46.27 / 0.03 | 7260 · 7780 | 0.13→0.10 | −$1,219 | −11.05 | −$1,230 | $22,599 |
| 2026-06-01 | 10:30→15:48 | EOD | 7580 | 10.30 / 13.15 | 25.03 / 0.05 | 7310 · 7850 | 0.12→0.06 | −$169 | −11.05 | −$180 | $24,667 |
| 2026-06-08 | 10:30→15:48 | EOD | 7400 | 46.50 / 6.60 | 9.27 / 1.40 | 7140 · 7660 | 0.17→0.09 | $4,235 | −11.05 | $4,224 | $20,707 |
| 2026-06-12 | 10:30→15:48 | EOD | 7400 | 35.40 / 19.80 | 21.61 / 0.20 | 7140 · 7660 | 0.35→0.07 | $3,311 | −11.05 | $3,300 | $20,515 |
| 2026-06-15 | 10:30→15:48 | EOD | 7550 | 9.60 / 15.40 | 9.57 / 0.37 | 7290 · 7810 | 0.20→0.10 | $1,496 | −11.05 | $1,485 | $23,520 |
| 2026-06-18 | 10:30→15:48 | EOD | 7500 | 8.60 / 31.10 | 3.90 / 3.50 | 7240 · 7760 | 0.25→0.06 | $3,211 | −11.05 | $3,200 | $22,055 |
| 2026-06-24 | 10:30→15:48 | EOD | 7400 | 16.30 / 17.05 | 0.03 / 51.70 | 7140 · 7660 | 0.10→0.08 | −$1,840 | −11.05 | −$1,851 | $22,675 |
| 2026-06-29 | 10:30→15:48 | EOD | 7400 | 14.30 / 19.54 | 35.47 / 0.10 | 7140 · 7660 | 0.15→0.06 | −$182 | −11.05 | −$193 | $22,631 |
| 2026-06-30 | 10:30→15:48 | EOD | 7500 | 3.80 / 27.08 | 2.95 / 5.10 | 7240 · 7760 | 0.18→0.06 | $2,271 | −11.05 | $2,260 | $22,930 |
| 2026-07-07 | 10:30→15:48 | EOD | 7500 | 10.80 / 15.50 | 1.58 / 6.10 | 7240 · 7760 | 0.10→0.06 | $1,858 | −11.05 | $1,847 | $23,380 |
| 2026-07-21 | 10:30→15:48 | EOD | 7500 | 8.46 / 14.10 | 10.10 / 0.22 | 7240 · 7760 | 0.13→0.06 | $1,217 | −11.05 | $1,206 | $23,757 |
| 2026-07-22 | 10:30→15:48 | EOD | 7500 | 10.10 / 12.50 | 4.80 / 1.15 | 7240 · 7760 | 0.11→0.06 | $1,660 | −11.05 | $1,649 | $23,751 |
| 2026-07-28 | 10:30→15:48 | EOD | 7400 | 15.40 / 16.90 | 35.20 / 0.03 | 7140 · 7660 | 0.10→0.10 | −$293 | −11.05 | −$304 | $22,780 |
| 2026-07-30 | 10:30→15:48 | EOD | 7400 | 22.40 / 12.50 | 40.65 / 0.05 | 7140 · 7660 | 0.14→0.08 | −$586 | −11.05 | −$597 | $22,524 |
| 2026-07-31 | 10:30→15:48 | EOD | 7500 | 0.92 / 72.10 | 8.20 / 1.90 | 7240 · 7760 | 0.22→0.08 | $6,278 | −11.05 | $6,267 | $18,720 |
| 2026-08-14 | 10:30→15:48 | EOD | 7800 | 5.40 / 13.60 | 0.03 / 17.35 | 7530 · 8070 | 0.15→0.08 | $155 | −11.05 | $144 | $25,115 |
| 2026-08-18 | 10:30→15:48 | EOD | 7700 | 17.30 / 6.55 | 1.35 / 3.20 | 7430 · 7970 | 0.10→0.08 | $1,928 | −11.05 | $1,917 | $24,625 |
| 2026-08-19 | 10:30→15:48 | EOD | 7720 | 10.50 / 10.70 | 0.20 / 13.20 | 7450 · 7990 | 0.08→0.08 | $780 | −11.05 | $769 | $24,888 |
| 2026-08-24 | 10:30→15:48 | EOD | 7650 | 10.06 / 8.35 | 5.97 / 0.90 | 7380 · 7920 | 0.10→0.06 | $1,150 | −11.05 | $1,139 | $25,169 |
| 2026-08-28 | 10:30→15:48 | EOD | 7740 | 7.70 / 18.51 | 0.04 / 30.90 | 7470 · 8010 | 0.08→0.06 | −$475 | −11.05 | −$486 | $24,387 |
| 2026-09-01 | 10:30→15:48 | EOD | 7650 | 14.70 / 6.22 | 0.05 / 20.20 | 7380 · 7920 | 0.08→0.06 | $65 | −11.05 | $54 | $24,916 |
| 2026-09-02 | 10:30→15:48 | EOD | 7640 | 31.18 / 3.10 | 29.69 / 0.05 | 7370 · 7910 | 0.10→0.06 | $450 | −11.05 | $439 | $23,582 |
| 2026-09-08 | 10:30→15:48 | EOD | 7700 | 2.65 / 22.70 | 0.03 / 20.00 | 7430 · 7970 | 0.12→0.10 | $530 | −11.05 | $519 | $24,477 |
| 2026-09-09 | 10:30→15:48 | EOD | 7650 | 11.80 / 9.00 | 0.40 / 7.47 | 7380 · 7920 | 0.12→0.08 | $1,289 | −11.05 | $1,278 | $24,932 |
| 2026-09-10 | 10:30→15:48 | EOD | 7600 | 13.20 / 11.30 | 0.60 / 8.60 | 7330 · 7870 | 0.13→0.08 | $1,525 | −11.05 | $1,514 | $24,563 |
| 2026-09-11 | 10:30→15:48 | EOD | 7670 | 10.30 / 12.20 | 0.15 / 9.10 | 7400 · 7940 | 0.11→0.09 | $1,323 | −11.05 | $1,312 | $24,761 |
| 2026-09-15 | 10:30→15:48 | EOD | 7600 | 5.10 / 20.70 | 0.04 / 19.70 | 7330 · 7870 | 0.15→0.07 | $598 | −11.05 | $587 | $24,435 |
| 2026-09-22 | 10:30→15:48 | EOD | 7770 | 6.80 / 11.30 | 7.50 / 0.50 | 7500 · 8040 | 0.10→0.06 | $1,006 | −11.05 | $995 | $25,200 |
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.