For each strategy: performance over all-time, last 12 months, and last 6 months. Compares Model 2 (full universe) and Real-Mark (Tardis-validated subset).
How to read: if "last 6m" is meaningfully better than "all-time", the strategy is benefiting from recent regime. If "last 6m" is worse, the strategy worked historically but is breaking down NOW.
| Strategy | ALL | LAST 12M | LAST 6M | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| N | Total | DD | Win | N | Total | DD | Win | N | Total | DD | Win | |
| All-Day HQ · 2% OTM | 218 | +112.2% | -6.1% | 52% | 86 | +47.2% | -3.2% | 58% | 39 | +37.6% | -3.2% | 54% |
| All-Day HQ · ATM (grid-rounded) | 218 | +107.2% | -4.7% | 62% | 86 | +49.9% | -2.2% | 67% | 39 | +31.9% | -2.2% | 62% |
| All-Day 1% OTM | 1162 | +1154.2% | -16.8% | 22% | 462 | +36.8% | -12.4% | 21% | 208 | +22.2% | -7.9% | 22% |
| All-Day HQ · ATM (grid-rounded) + Cheap-Vol | 78 | +48.1% | -1.1% | 69% | 30 | +20.7% | -0.9% | 73% | 21 | +19.0% | -0.6% | 81% |
| All-Day HQ · 2% OTM + Cheap-Vol | 78 | +65.0% | -1.2% | 63% | 30 | +18.5% | -1.0% | 67% | 21 | +16.6% | -0.7% | 71% |
| All-Day ATM | 1162 | +369.4% | -12.6% | 26% | 462 | +22.5% | -12.6% | 24% | 208 | +16.3% | -7.4% | 25% |
| All-Day 1% OTM + Cheap-Vol | 584 | +758.9% | -10.0% | 23% | 186 | +14.7% | -9.9% | 22% | 77 | +14.2% | -6.7% | 27% |
| All-Day ATM + Cheap-Vol | 584 | +265.9% | -11.7% | 27% | 186 | +9.0% | -11.2% | 24% | 77 | +13.9% | -6.0% | 30% |
| 1% OTM Long Option on HQ Signal × Weekend | 62 | +30.9% | -4.8% | 52% | 21 | +14.2% | -1.0% | 67% | 14 | +13.3% | -1.0% | 64% |
| ATM Long Option on HQ Signal × Weekend | 62 | +26.3% | -4.3% | 58% | 21 | +14.5% | -0.8% | 71% | 14 | +12.5% | -0.8% | 64% |
| All-Day 2% OTM + Cheap-Vol | 584 | +1243.1% | -15.6% | 20% | 186 | +5.7% | -15.6% | 17% | 77 | +12.1% | -7.9% | 21% |
| All-Day HQ · 1% ITM (deeper, higher delta) | 218 | +57.0% | -3.6% | 66% | 86 | +22.7% | -2.2% | 67% | 39 | +11.0% | -2.2% | 56% |
| All-Day 2% OTM | 1162 | +1467.9% | -23.3% | 18% | 462 | +2.9% | -19.1% | 17% | 208 | +8.4% | -10.5% | 16% |
| All-Day HQ · 1% ITM (deeper, higher delta) + Cheap | 78 | +26.7% | -0.8% | 71% | 30 | +9.3% | -0.8% | 67% | 21 | +7.8% | -0.5% | 71% |
| Weekend 1% OTM + Cheap-Vol | 182 | +355.4% | -6.3% | 26% | 59 | +11.1% | -2.9% | 27% | 23 | +7.2% | -1.6% | 35% |
| All-Day 1% ITM + Cheap-Vol | 584 | +50.2% | -11.8% | 30% | 186 | +1.1% | -11.1% | 28% | 77 | +7.2% | -5.4% | 32% |
| Weekend ATM + Cheap-Vol | 182 | +181.8% | -5.7% | 30% | 59 | +8.3% | -2.5% | 27% | 23 | +6.8% | -1.6% | 35% |
| 14d · 15-22% spread | 147 | +6.5% | -1.0% | 97% | 147 | +6.5% | -1.0% | 97% | 147 | +6.5% | -1.0% | 97% |
| Night ATM + Cheap-Vol | 170 | +153.3% | -6.6% | 23% | 51 | +9.9% | -3.8% | 24% | 21 | +6.1% | -1.8% | 29% |
| 1% OTM + Cheap-Vol Filter (DVOL/RV < 1.0) | 22 | +22.8% | -1.5% | 68% | 7 | +6.8% | +0.0% | 100% | 6 | +6.0% | +0.0% | 100% |
| Night 1% OTM + Cheap-Vol | 170 | +420.4% | -6.7% | 18% | 51 | +11.5% | -4.1% | 20% | 21 | +5.7% | -1.8% | 24% |
| ATM + Cheap-Vol Filter (DVOL/RV < 1.0) | 22 | +15.5% | -1.4% | 73% | 7 | +5.7% | +0.0% | 100% | 6 | +5.0% | +0.0% | 100% |
| 30d (monthly) · 20-30% spread | 147 | +4.9% | -1.0% | 99% | 147 | +4.9% | -1.0% | 99% | 147 | +4.9% | -1.0% | 99% |
| 14d · 15-22% + DVOL gate | 117 | +4.6% | -1.0% | 97% | 117 | +4.6% | -1.0% | 97% | 117 | +4.6% | -1.0% | 97% |
| All-Day 1% ITM | 1162 | +64.7% | -14.5% | 30% | 462 | +0.1% | -14.5% | 28% | 208 | +3.6% | -6.5% | 27% |
| 30d monthly · 20-30% + DVOL gate | 117 | +3.4% | -1.0% | 98% | 117 | +3.4% | -1.0% | 98% | 117 | +3.4% | -1.0% | 98% |
| All-Day 1% ITM + Cheap-Vol | 242 | -1.7% | -8.1% | 36% | 76 | +3.2% | -1.7% | 45% | 39 | +1.7% | -1.6% | 44% |
| Iron Condor · 3d · ±5-7% · TP 50% + gate | 117 | +1.6% | -2.4% | 89% | 117 | +1.6% | -2.4% | 89% | 117 | +1.6% | -2.4% | 89% |
| Iron Condor · 1d · ±3-5% | 101 | +1.5% | -0.1% | 93% | 101 | +1.5% | -0.1% | 93% | 101 | +1.5% | -0.1% | 93% |
| Iron Condor · 1d · ±5-7% | 139 | +1.5% | -0.4% | 99% | 139 | +1.5% | -0.4% | 99% | 139 | +1.5% | -0.4% | 99% |
| 5d · 7-10% + DVOL gate | 91 | +1.5% | -0.2% | 99% | 91 | +1.5% | -0.2% | 99% | 91 | +1.5% | -0.2% | 99% |
| 3d · 5-7% · TP 25% + DVOL gate | 182 | +3.0% | -1.0% | 95% | 77 | +1.9% | -0.5% | 99% | 33 | +1.2% | +0.0% | 100% |
| 5d · 7-10% + DVOL gate | 116 | +1.2% | -0.8% | 94% | 116 | +1.2% | -0.8% | 94% | 116 | +1.2% | -0.8% | 94% |
| 3d · 5-7% · TP 25% early close | 217 | +4.2% | -1.0% | 95% | 86 | +2.0% | -0.5% | 98% | 39 | +1.2% | -0.3% | 97% |
| 5d · 7-10% spread | 101 | +1.2% | -0.7% | 97% | 101 | +1.2% | -0.7% | 97% | 101 | +1.2% | -0.7% | 97% |
| Iron Condor · 1d · ±3-5% | 145 | +1.2% | -1.2% | 91% | 145 | +1.2% | -1.2% | 91% | 145 | +1.2% | -1.2% | 91% |
| 7d · 12-18% · TP 50% + DVOL gate | 116 | +1.1% | -0.1% | 99% | 116 | +1.1% | -0.1% | 99% | 116 | +1.1% | -0.1% | 99% |
| Iron Condor · 3d · ±7-10% + DVOL gate | 91 | +1.1% | -0.4% | 98% | 91 | +1.1% | -0.4% | 98% | 91 | +1.1% | -0.4% | 98% |
| Iron Condor · 1d · ±3-5% + DVOL gate | 91 | +1.1% | -0.1% | 92% | 91 | +1.1% | -0.1% | 92% | 91 | +1.1% | -0.1% | 92% |
| 14d · 15-22% spread | 64 | +1.1% | -0.5% | 98% | 64 | +1.1% | -0.5% | 98% | 64 | +1.1% | -0.5% | 98% |
| 3d · 5-7% · TP 50% + DVOL gate | 182 | +2.5% | -1.0% | 96% | 77 | +1.6% | -0.5% | 99% | 33 | +1.0% | +0.0% | 100% |
| 5d · 7-10% spread | 146 | +1.0% | -2.1% | 93% | 146 | +1.0% | -2.1% | 93% | 146 | +1.0% | -2.1% | 93% |
| 7d weekly · 12-18% spread (very wide) | 146 | +1.0% | -1.4% | 97% | 146 | +1.0% | -1.4% | 97% | 146 | +1.0% | -1.4% | 97% |
| 3d · 5-7% + DVOL gate | 182 | +2.6% | -1.3% | 92% | 77 | +1.6% | -0.5% | 94% | 33 | +1.0% | -0.2% | 91% |
| 3d · 5-7% · TP 50% early close | 217 | +3.4% | -1.0% | 96% | 86 | +1.6% | -0.5% | 98% | 39 | +1.0% | -0.3% | 97% |
| Iron Condor · 3d · ±5-7% + DVOL gate | 91 | +0.9% | -1.5% | 95% | 91 | +0.9% | -1.5% | 95% | 91 | +0.9% | -1.5% | 95% |
| 5d · 10-15% + DVOL gate | 117 | +0.9% | -0.5% | 98% | 117 | +0.9% | -0.5% | 98% | 117 | +0.9% | -0.5% | 98% |
| 30d (monthly) · 20-30% spread | 64 | +0.9% | -0.2% | 98% | 64 | +0.9% | -0.2% | 98% | 64 | +0.9% | -0.2% | 98% |
| 1d · 3-5% spread | 95 | +0.9% | +0.0% | 96% | 95 | +0.9% | +0.0% | 96% | 95 | +0.9% | +0.0% | 96% |
| 7d weekly · 10-15% + DVOL gate | 115 | +0.8% | -1.0% | 96% | 115 | +0.8% | -1.0% | 96% | 115 | +0.8% | -1.0% | 96% |
| Iron Condor · 1d · ±3-5% + DVOL gate | 56 | +0.8% | -0.2% | 96% | 56 | +0.8% | -0.2% | 96% | 56 | +0.8% | -0.2% | 96% |
| 14d · 15-22% + DVOL gate | 56 | +0.8% | -0.5% | 98% | 56 | +0.8% | -0.5% | 98% | 56 | +0.8% | -0.5% | 98% |
| 1d · 3-5% spread | 141 | +0.8% | -1.0% | 94% | 141 | +0.8% | -1.0% | 94% | 141 | +0.8% | -1.0% | 94% |
| 3d · 7-10% · TP 50% + DVOL gate | 113 | +0.7% | -0.5% | 98% | 113 | +0.7% | -0.5% | 98% | 113 | +0.7% | -0.5% | 98% |
| Iron Condor · 1d · ±5-7% + DVOL gate | 109 | +0.7% | -0.5% | 98% | 109 | +0.7% | -0.5% | 98% | 109 | +0.7% | -0.5% | 98% |
| 1d · Per-Signal Optimized | 130 | +0.7% | -0.3% | 99% | 130 | +0.7% | -0.3% | 99% | 130 | +0.7% | -0.3% | 99% |
| 5d · 10-15% spread (wide) | 147 | +0.7% | -1.3% | 97% | 147 | +0.7% | -1.3% | 97% | 147 | +0.7% | -1.3% | 97% |
| 7d weekly · 12-18% + DVOL gate | 116 | +0.7% | -1.0% | 97% | 116 | +0.7% | -1.0% | 97% | 116 | +0.7% | -1.0% | 97% |
| 30d monthly · 20-30% + DVOL gate | 56 | +0.7% | -0.2% | 98% | 56 | +0.7% | -0.2% | 98% | 56 | +0.7% | -0.2% | 98% |
| 14d · 15-22% spread | 218 | +4.5% | -2.6% | 94% | 86 | +2.4% | -1.0% | 98% | 39 | +0.7% | -1.0% | 95% |
| 7d (weekly) · 10-15% spread | 47 | +0.7% | -0.5% | 98% | 47 | +0.7% | -0.5% | 98% | 47 | +0.7% | -0.5% | 98% |
| 1d · 3-5% + DVOL gate | 85 | +0.7% | +0.0% | 95% | 85 | +0.7% | +0.0% | 95% | 85 | +0.7% | +0.0% | 95% |
| Iron Condor · 3d · ±5-7% · TP 50% + gate | 91 | +0.6% | -1.2% | 97% | 91 | +0.6% | -1.2% | 97% | 91 | +0.6% | -1.2% | 97% |
| 3d · 5-7% · TP 25% + DVOL gate | 90 | +0.6% | -0.8% | 98% | 90 | +0.6% | -0.8% | 98% | 90 | +0.6% | -0.8% | 98% |
| 3d · 7-10% + DVOL gate | 91 | +0.6% | -0.2% | 99% | 91 | +0.6% | -0.2% | 99% | 91 | +0.6% | -0.2% | 99% |
| 3d · Per-Signal Optimized + DVOL gate | 91 | +0.6% | -0.2% | 99% | 91 | +0.6% | -0.2% | 99% | 91 | +0.6% | -0.2% | 99% |
| Iron Condor · 1d · ±5-7% | 90 | +0.6% | +0.0% | 94% | 90 | +0.6% | +0.0% | 94% | 90 | +0.6% | +0.0% | 94% |
| Iron Condor · 7d · ±10-15% | 147 | +0.6% | -5.3% | 87% | 147 | +0.6% | -5.3% | 87% | 147 | +0.6% | -5.3% | 87% |
| Iron Condor · 3d · ±5-7% + DVOL gate | 117 | +0.6% | -3.6% | 81% | 117 | +0.6% | -3.6% | 81% | 117 | +0.6% | -3.6% | 81% |
| 3d · Per-Signal Optimized + DVOL gate | 178 | +1.0% | -1.4% | 94% | 76 | +1.2% | -0.1% | 96% | 32 | +0.5% | -0.1% | 94% |
| Iron Condor · 7d · ±10-15% | 215 | -1.4% | -3.0% | 88% | 86 | -1.0% | -2.4% | 91% | 39 | +0.5% | -1.0% | 95% |
| 3d · 5-7% + DVOL gate | 37 | +0.5% | -0.4% | 92% | 37 | +0.5% | -0.4% | 92% | 37 | +0.5% | -0.4% | 92% |
| 1d · 3-5% + DVOL gate | 111 | +0.5% | -0.9% | 95% | 111 | +0.5% | -0.9% | 95% | 111 | +0.5% | -0.9% | 95% |
| 30d (monthly) · 20-30% spread | 101 | +0.5% | -0.9% | 94% | 101 | +0.5% | -0.9% | 94% | 101 | +0.5% | -0.9% | 94% |
| 3d · 7-10% + DVOL gate | 176 | +0.6% | -1.1% | 97% | 75 | +1.0% | -0.1% | 99% | 31 | +0.5% | +0.0% | 100% |
| 3d · 5-7% spread | 31 | +0.5% | +0.0% | 100% | 31 | +0.5% | +0.0% | 100% | 31 | +0.5% | +0.0% | 100% |
| Iron Condor · 1d · ±3-5% + DVOL gate | 115 | +0.5% | -1.3% | 91% | 115 | +0.5% | -1.3% | 91% | 115 | +0.5% | -1.3% | 91% |
| 3d · 5-7% + DVOL gate | 30 | +0.5% | +0.0% | 100% | 30 | +0.5% | +0.0% | 100% | 30 | +0.5% | +0.0% | 100% |
| 1d · 3-5% spread | 63 | +0.5% | -0.3% | 97% | 63 | +0.5% | -0.3% | 97% | 63 | +0.5% | -0.3% | 97% |
| Iron Condor · 1d · ±5-7% + DVOL gate | 80 | +0.4% | +0.0% | 94% | 80 | +0.4% | +0.0% | 94% | 80 | +0.4% | +0.0% | 94% |
| 1d · Per-Signal Optimized + DVOL gate | 102 | +0.4% | -0.3% | 99% | 102 | +0.4% | -0.3% | 99% | 102 | +0.4% | -0.3% | 99% |
| Iron Condor · 3d · ±5-7% · TP 50% + gate | 183 | +0.0% | -2.9% | 89% | 77 | -0.5% | -1.8% | 90% | 33 | +0.4% | -0.6% | 94% |
| 5d · 10-15% + DVOL gate | 83 | +0.4% | +0.0% | 100% | 83 | +0.4% | +0.0% | 100% | 83 | +0.4% | +0.0% | 100% |
| Iron Condor · 1d · ±5-7% + DVOL gate | 51 | +0.4% | +0.0% | 98% | 51 | +0.4% | +0.0% | 98% | 51 | +0.4% | +0.0% | 98% |
| 3d · 5-7% · TP 50% + DVOL gate | 90 | +0.3% | -0.8% | 98% | 90 | +0.3% | -0.8% | 98% | 90 | +0.3% | -0.8% | 98% |
| 3d · 7-10% · TP 50% + DVOL gate | 91 | +0.3% | -0.2% | 99% | 91 | +0.3% | -0.2% | 99% | 91 | +0.3% | -0.2% | 99% |
| 1d · Per-Signal Optimized | 86 | +0.3% | +0.0% | 94% | 86 | +0.3% | +0.0% | 94% | 86 | +0.3% | +0.0% | 94% |
| Iron Condor · 3d · ±5-7% + DVOL gate | 183 | +0.8% | -3.5% | 83% | 77 | -1.2% | -2.7% | 81% | 33 | +0.3% | -0.8% | 82% |
| 3d · 7-10% · TP 50% + DVOL gate | 176 | +0.9% | -0.5% | 98% | 75 | +0.7% | -0.1% | 99% | 31 | +0.3% | +0.0% | 100% |
| 3d · 5-7% · TP 50% + DVOL gate | 117 | +0.3% | -1.2% | 92% | 117 | +0.3% | -1.2% | 92% | 117 | +0.3% | -1.2% | 92% |
| 7d weekly · 12-18% spread (very wide) | 64 | +0.3% | -0.2% | 98% | 64 | +0.3% | -0.2% | 98% | 64 | +0.3% | -0.2% | 98% |
| Iron Condor · 7d · ±10-15% | 101 | +0.3% | -1.6% | 94% | 101 | +0.3% | -1.6% | 94% | 101 | +0.3% | -1.6% | 94% |
| 30d monthly · 20-30% + DVOL gate | 91 | +0.3% | -0.9% | 93% | 91 | +0.3% | -0.9% | 93% | 91 | +0.3% | -0.9% | 93% |
| 14d · 15-22% + DVOL gate | 183 | +2.9% | -2.6% | 93% | 77 | +1.9% | -1.0% | 97% | 33 | +0.3% | -1.0% | 94% |
| 1d · 3-5% + DVOL gate | 55 | +0.3% | -0.3% | 96% | 55 | +0.3% | -0.3% | 96% | 55 | +0.3% | -0.3% | 96% |
| 0DTE ≤8h pre-expiry · 3-5% spread | 42 | +0.3% | +0.0% | 100% | 42 | +0.3% | +0.0% | 100% | 42 | +0.3% | +0.0% | 100% |
| Night 1% OTM + Cheap-Vol | 68 | -7.1% | -11.6% | 9% | 22 | -1.9% | -3.4% | 14% | 9 | +0.3% | -1.4% | 22% |
| 7d (weekly) · 10-15% spread | 31 | +0.3% | +0.0% | 100% | 31 | +0.3% | +0.0% | 100% | 31 | +0.3% | +0.0% | 100% |
| Night ATM + Cheap-Vol | 68 | -3.8% | -9.5% | 15% | 22 | +1.5% | -2.5% | 18% | 9 | +0.3% | -1.3% | 22% |
| 5d · 10-15% spread (wide) | 92 | +0.3% | -0.2% | 99% | 92 | +0.3% | -0.2% | 99% | 92 | +0.3% | -0.2% | 99% |
| 14d · 15-22% spread | 101 | +0.2% | -2.0% | 95% | 101 | +0.2% | -2.0% | 95% | 101 | +0.2% | -2.0% | 95% |
| 7d · 12-18% · TP 50% + DVOL gate | 182 | +0.6% | -0.9% | 98% | 77 | +0.6% | +0.0% | 100% | 33 | +0.2% | +0.0% | 100% |
| 1d · Per-Signal Optimized + DVOL gate | 76 | +0.2% | +0.0% | 95% | 76 | +0.2% | +0.0% | 95% | 76 | +0.2% | +0.0% | 95% |
| 7d weekly · 10-15% + DVOL gate | 54 | +0.2% | -0.4% | 98% | 54 | +0.2% | -0.4% | 98% | 54 | +0.2% | -0.4% | 98% |
| 0DTE ≤12h pre-expiry · 5-7% spread | 58 | +0.2% | +0.0% | 100% | 58 | +0.2% | +0.0% | 100% | 58 | +0.2% | +0.0% | 100% |
| 7d (weekly) · 10-15% spread | 46 | +0.2% | -0.5% | 96% | 46 | +0.2% | -0.5% | 96% | 46 | +0.2% | -0.5% | 96% |
| 7d weekly · 12-18% + DVOL gate | 56 | +0.2% | -0.2% | 98% | 56 | +0.2% | -0.2% | 98% | 56 | +0.2% | -0.2% | 98% |
| 1d · 5-7% spread | 55 | +0.2% | +0.0% | 95% | 55 | +0.2% | +0.0% | 95% | 55 | +0.2% | +0.0% | 95% |
| 1d · Per-Signal Optimized | 55 | +0.2% | +0.0% | 95% | 55 | +0.2% | +0.0% | 95% | 55 | +0.2% | +0.0% | 95% |
| Iron Condor · 1d · ±3-5% | 64 | +0.2% | -0.8% | 94% | 64 | +0.2% | -0.8% | 94% | 64 | +0.2% | -0.8% | 94% |
| 7d (weekly) · 10-15% spread | 17 | +0.2% | +0.0% | 100% | 17 | +0.2% | +0.0% | 100% | 17 | +0.2% | +0.0% | 100% |
| 7d (weekly) · 10-15% spread | 17 | +0.2% | +0.0% | 100% | 17 | +0.2% | +0.0% | 100% | 17 | +0.2% | +0.0% | 100% |
| 1d · 5-7% + DVOL gate | 49 | +0.2% | +0.0% | 96% | 49 | +0.2% | +0.0% | 96% | 49 | +0.2% | +0.0% | 96% |
| 1d · Per-Signal Optimized + DVOL gate | 49 | +0.2% | +0.0% | 96% | 49 | +0.2% | +0.0% | 96% | 49 | +0.2% | +0.0% | 96% |
| 0DTE ≤12h pre-expiry · 3-5% spread | 50 | +0.4% | -0.2% | 98% | 17 | +0.3% | +0.0% | 100% | 11 | +0.2% | +0.0% | 100% |
| 3d · 7-10% spread | 40 | +0.2% | -0.2% | 98% | 40 | +0.2% | -0.2% | 98% | 40 | +0.2% | -0.2% | 98% |
| 3d · 7-10% spread | 31 | +0.2% | +0.0% | 100% | 31 | +0.2% | +0.0% | 100% | 31 | +0.2% | +0.0% | 100% |
| 3d · 7-10% spread | 19 | +0.2% | +0.0% | 100% | 19 | +0.2% | +0.0% | 100% | 19 | +0.2% | +0.0% | 100% |
| 0DTE ≤8h pre-expiry · 3-5% spread | 21 | +0.2% | +0.0% | 100% | 6 | +0.2% | +0.0% | 100% | 6 | +0.2% | +0.0% | 100% |
| Iron Condor · 1d · ±5-7% | 59 | +0.2% | -0.2% | 97% | 59 | +0.2% | -0.2% | 97% | 59 | +0.2% | -0.2% | 97% |
| 0DTE ≤12h pre-expiry · 3-5% spread | 71 | +0.2% | -0.3% | 96% | 71 | +0.2% | -0.3% | 96% | 71 | +0.2% | -0.3% | 96% |
| Iron Condor · 7d · ±10-15% + DVOL gate | 91 | +0.2% | -1.5% | 96% | 91 | +0.2% | -1.5% | 96% | 91 | +0.2% | -1.5% | 96% |
| 3d · 7-10% spread | 46 | +0.2% | -0.5% | 96% | 46 | +0.2% | -0.5% | 96% | 46 | +0.2% | -0.5% | 96% |
| Iron Condor · 7d · ±10-15% + DVOL gate | 180 | -2.7% | -3.7% | 87% | 77 | -1.5% | -2.5% | 90% | 33 | +0.2% | -1.0% | 94% |
| Iron Condor · 1d · ±3-5% | 217 | -0.4% | -2.5% | 88% | 85 | -0.5% | -1.1% | 91% | 39 | +0.1% | -1.0% | 95% |
| 0DTE ≤12h pre-expiry · 3-5% spread | 27 | +0.1% | +0.0% | 96% | 27 | +0.1% | +0.0% | 96% | 27 | +0.1% | +0.0% | 96% |
| 7d weekly · 12-18% spread (very wide) | 101 | +0.1% | -0.5% | 98% | 101 | +0.1% | -0.5% | 98% | 101 | +0.1% | -0.5% | 98% |
| 7d weekly · 10-15% + DVOL gate | 89 | +0.1% | -0.7% | 98% | 89 | +0.1% | -0.7% | 98% | 89 | +0.1% | -0.7% | 98% |
| Iron Condor · 3d · ±7-10% | 64 | +0.1% | -0.9% | 92% | 64 | +0.1% | -0.9% | 92% | 64 | +0.1% | -0.9% | 92% |
| 0DTE ≤12h pre-expiry · 3-5% spread | 38 | +0.1% | +0.0% | 89% | 38 | +0.1% | +0.0% | 89% | 38 | +0.1% | +0.0% | 89% |
| Iron Condor · 7d · ±10-15% + DVOL gate | 117 | +0.1% | -4.0% | 89% | 117 | +0.1% | -4.0% | 89% | 117 | +0.1% | -4.0% | 89% |
| 7d · 12-18% · TP 50% + DVOL gate | 56 | +0.1% | -0.2% | 98% | 56 | +0.1% | -0.2% | 98% | 56 | +0.1% | -0.2% | 98% |
| 3d · 5-7% · TP 25% + DVOL gate | 117 | +0.1% | -1.1% | 91% | 117 | +0.1% | -1.1% | 91% | 117 | +0.1% | -1.1% | 91% |
| 0DTE ≤12h pre-expiry · 5-7% spread | 22 | +0.1% | +0.0% | 86% | 22 | +0.1% | +0.0% | 86% | 22 | +0.1% | +0.0% | 86% |
| 1d · 5-7% + DVOL gate | 32 | +0.1% | +0.0% | 94% | 32 | +0.1% | +0.0% | 94% | 32 | +0.1% | +0.0% | 94% |
| 1d · 5-7% spread | 32 | +0.1% | +0.0% | 94% | 32 | +0.1% | +0.0% | 94% | 32 | +0.1% | +0.0% | 94% |
| 0DTE ≤12h pre-expiry · 5-7% spread | 48 | +0.2% | +0.0% | 98% | 16 | +0.1% | +0.0% | 100% | 10 | +0.1% | +0.0% | 100% |
| 0DTE ≤8h pre-expiry · 3-5% spread | 17 | +0.1% | +0.0% | 94% | 17 | +0.1% | +0.0% | 94% | 17 | +0.1% | +0.0% | 94% |
| 5d · 7-10% spread | 214 | -1.3% | -2.2% | 91% | 86 | -0.1% | -1.6% | 94% | 39 | +0.1% | -1.0% | 95% |
| 0DTE ≤8h pre-expiry · 5-7% spread | 20 | +0.1% | +0.0% | 95% | 5 | +0.1% | +0.0% | 100% | 5 | +0.1% | +0.0% | 100% |
| 0DTE ≤8h pre-expiry · 5-7% spread | 29 | +0.1% | +0.0% | 100% | 29 | +0.1% | +0.0% | 100% | 29 | +0.1% | +0.0% | 100% |
| 1d · 5-7% spread | 29 | +0.1% | +0.0% | 100% | 29 | +0.1% | +0.0% | 100% | 29 | +0.1% | +0.0% | 100% |
| 5d · 10-15% spread (wide) | 59 | +0.0% | -0.4% | 97% | 59 | +0.0% | -0.4% | 97% | 59 | +0.0% | -0.4% | 97% |
| 1d · 5-7% spread | 16 | +0.0% | +0.0% | 94% | 16 | +0.0% | +0.0% | 94% | 16 | +0.0% | +0.0% | 94% |
| 7d weekly · 12-18% + DVOL gate | 91 | +0.0% | -0.5% | 98% | 91 | +0.0% | -0.5% | 98% | 91 | +0.0% | -0.5% | 98% |
| 1d · 5-7% + DVOL gate | 15 | +0.0% | +0.0% | 93% | 15 | +0.0% | +0.0% | 93% | 15 | +0.0% | +0.0% | 93% |
| 3d · 5-7% spread | 19 | +0.0% | -0.3% | 95% | 19 | +0.0% | -0.3% | 95% | 19 | +0.0% | -0.3% | 95% |
| 1d · 5-7% + DVOL gate | 22 | +0.0% | +0.0% | 100% | 22 | +0.0% | +0.0% | 100% | 22 | +0.0% | +0.0% | 100% |
| 0DTE ≤8h pre-expiry · 3-5% spread | 25 | +0.0% | +0.0% | 84% | 25 | +0.0% | +0.0% | 84% | 25 | +0.0% | +0.0% | 84% |
| 0DTE ≤12h pre-expiry · 5-7% spread | 30 | +0.0% | +0.0% | 83% | 30 | +0.0% | +0.0% | 83% | 30 | +0.0% | +0.0% | 83% |
| 3d · 5-7% + DVOL gate | 18 | +0.0% | -0.3% | 94% | 18 | +0.0% | -0.3% | 94% | 18 | +0.0% | -0.3% | 94% |
| 0DTE ≤8h pre-expiry · 5-7% spread | 12 | +0.0% | +0.0% | 75% | 12 | +0.0% | +0.0% | 75% | 12 | +0.0% | +0.0% | 75% |
| 1d · 5-7% + DVOL gate | 11 | +0.0% | +0.0% | 82% | 11 | +0.0% | +0.0% | 82% | 11 | +0.0% | +0.0% | 82% |
| 1d · 5-7% spread | 12 | +0.0% | +0.0% | 75% | 12 | +0.0% | +0.0% | 75% | 12 | +0.0% | +0.0% | 75% |
| 0DTE ≤8h pre-expiry · 5-7% spread | 17 | +0.0% | +0.0% | 71% | 17 | +0.0% | +0.0% | 71% | 17 | +0.0% | +0.0% | 71% |
| 1d · 5-7% + DVOL gate | 16 | +0.0% | +0.0% | 75% | 16 | +0.0% | +0.0% | 75% | 16 | +0.0% | +0.0% | 75% |
| 1d · 5-7% spread | 17 | +0.0% | +0.0% | 71% | 17 | +0.0% | +0.0% | 71% | 17 | +0.0% | +0.0% | 71% |
| 5d · 10-15% + DVOL gate | 51 | -0.0% | -0.4% | 96% | 51 | -0.0% | -0.4% | 96% | 51 | -0.0% | -0.4% | 96% |
| 5d · 7-10% spread | 64 | -0.0% | -0.7% | 94% | 64 | -0.0% | -0.7% | 94% | 64 | -0.0% | -0.7% | 94% |
| 7d (weekly) · 10-15% spread | 39 | -0.1% | -0.5% | 97% | 39 | -0.1% | -0.5% | 97% | 39 | -0.1% | -0.5% | 97% |
| 14d · 15-22% + DVOL gate | 91 | -0.1% | -2.0% | 95% | 91 | -0.1% | -2.0% | 95% | 91 | -0.1% | -2.0% | 95% |
| Iron Condor · 3d · ±7-10% + DVOL gate | 180 | -1.8% | -2.8% | 89% | 75 | -0.7% | -1.5% | 91% | 31 | -0.1% | -0.6% | 94% |
| 1d · 5-7% spread | 43 | -0.1% | -0.3% | 98% | 43 | -0.1% | -0.3% | 98% | 43 | -0.1% | -0.3% | 98% |
| 3d · 7-10% · TP 50% + DVOL gate | 56 | -0.1% | -0.5% | 98% | 56 | -0.1% | -0.5% | 98% | 56 | -0.1% | -0.5% | 98% |
| 5d · 7-10% + DVOL gate | 179 | -2.2% | -2.9% | 89% | 77 | -0.3% | -1.6% | 94% | 33 | -0.1% | -1.0% | 94% |
| Iron Condor · 3d · ±7-10% + DVOL gate | 56 | -0.1% | -0.9% | 93% | 56 | -0.1% | -0.9% | 93% | 56 | -0.1% | -0.9% | 93% |
| 3d · 5-7% + DVOL gate | 39 | -0.1% | -0.8% | 95% | 39 | -0.1% | -0.8% | 95% | 39 | -0.1% | -0.8% | 95% |
| 3d · 5-7% spread | 39 | -0.1% | -0.8% | 95% | 39 | -0.1% | -0.8% | 95% | 39 | -0.1% | -0.8% | 95% |
| 3d · Per-Signal Optimized | 101 | -0.1% | -1.0% | 97% | 101 | -0.1% | -1.0% | 97% | 101 | -0.1% | -1.0% | 97% |
| 3d · 5-7% spread | 217 | +2.3% | -1.6% | 92% | 86 | +0.6% | -1.5% | 91% | 39 | -0.1% | -1.5% | 85% |
| 3d · 5-7% + DVOL gate | 39 | -0.1% | -0.8% | 85% | 39 | -0.1% | -0.8% | 85% | 39 | -0.1% | -0.8% | 85% |
| 30d (monthly) · 20-30% spread | 218 | -0.6% | -2.9% | 91% | 86 | +1.0% | -1.2% | 95% | 39 | -0.1% | -1.2% | 90% |
| Iron Condor · 1d · ±3-5% + DVOL gate | 182 | -0.6% | -2.3% | 88% | 76 | -0.9% | -1.2% | 89% | 33 | -0.2% | -1.0% | 94% |
| 1d · 5-7% + DVOL gate | 34 | -0.2% | -0.3% | 97% | 34 | -0.2% | -0.3% | 97% | 34 | -0.2% | -0.3% | 97% |
| 7d · 12-18% · TP 50% + DVOL gate | 91 | -0.2% | -0.5% | 99% | 91 | -0.2% | -0.5% | 99% | 91 | -0.2% | -0.5% | 99% |
| Iron Condor · 7d · ±10-15% | 64 | -0.2% | -1.8% | 92% | 64 | -0.2% | -1.8% | 92% | 64 | -0.2% | -1.8% | 92% |
| 3d · 5-7% spread | 46 | -0.2% | -1.0% | 89% | 46 | -0.2% | -1.0% | 89% | 46 | -0.2% | -1.0% | 89% |
| Iron Condor · 1d · ±5-7% | 216 | +0.4% | -0.9% | 97% | 85 | +0.3% | -0.7% | 96% | 39 | -0.2% | -0.7% | 95% |
| 5d · 7-10% + DVOL gate | 56 | -0.3% | -1.0% | 93% | 56 | -0.3% | -1.0% | 93% | 56 | -0.3% | -1.0% | 93% |
| 3d · 5-7% spread | 48 | -0.3% | -0.8% | 85% | 48 | -0.3% | -0.8% | 85% | 48 | -0.3% | -0.8% | 85% |
| 7d (weekly) · 10-15% spread | 217 | -1.2% | -2.9% | 92% | 86 | +0.5% | -1.0% | 98% | 39 | -0.3% | -1.0% | 95% |
| Iron Condor · 1d · ±5-7% + DVOL gate | 181 | -0.2% | -1.0% | 96% | 76 | +0.2% | -0.7% | 96% | 33 | -0.3% | -0.7% | 94% |
| Iron Condor · 3d · ±7-10% | 101 | -0.3% | -2.0% | 94% | 101 | -0.3% | -2.0% | 94% | 101 | -0.3% | -2.0% | 94% |
| 3d · Per-Signal Optimized | 213 | +0.4% | -1.7% | 94% | 85 | +0.4% | -1.1% | 94% | 38 | -0.3% | -1.1% | 89% |
| 3d · 5-7% · TP 25% early close | 100 | -0.4% | -1.7% | 95% | 100 | -0.4% | -1.7% | 95% | 100 | -0.4% | -1.7% | 95% |
| 3d · 7-10% spread | 18 | -0.4% | -0.5% | 94% | 18 | -0.4% | -0.5% | 94% | 18 | -0.4% | -0.5% | 94% |
| 3d · 7-10% spread | 44 | -0.4% | -1.0% | 95% | 44 | -0.4% | -1.0% | 95% | 44 | -0.4% | -1.0% | 95% |
| Iron Condor · 3d · ±5-7% | 101 | -0.4% | -2.8% | 90% | 101 | -0.4% | -2.8% | 90% | 101 | -0.4% | -2.8% | 90% |
| 3d · 7-10% spread | 211 | +0.2% | -1.1% | 96% | 84 | +0.1% | -1.0% | 96% | 37 | -0.4% | -1.0% | 95% |
| Iron Condor · 7d · ±10-15% + DVOL gate | 56 | -0.4% | -1.8% | 91% | 56 | -0.4% | -1.8% | 91% | 56 | -0.4% | -1.8% | 91% |
| 30d monthly · 20-30% + DVOL gate | 183 | -1.3% | -2.9% | 90% | 77 | +0.7% | -1.2% | 95% | 33 | -0.4% | -1.2% | 88% |
| 1d · 5-7% spread | 213 | +0.4% | -0.7% | 98% | 83 | -0.1% | -0.7% | 98% | 37 | -0.4% | -0.7% | 95% |
| 1d · Per-Signal Optimized | 213 | +0.4% | -0.7% | 98% | 83 | -0.1% | -0.7% | 98% | 37 | -0.4% | -0.7% | 95% |
| 7d weekly · 10-15% + DVOL gate | 182 | -1.9% | -3.0% | 91% | 77 | +0.2% | -1.0% | 97% | 33 | -0.5% | -1.0% | 94% |
| 3d · 7-10% + DVOL gate | 113 | -0.5% | -1.3% | 94% | 113 | -0.5% | -1.3% | 94% | 113 | -0.5% | -1.3% | 94% |
| 3d · Per-Signal Optimized + DVOL gate | 113 | -0.5% | -1.3% | 94% | 113 | -0.5% | -1.3% | 94% | 113 | -0.5% | -1.3% | 94% |
| 1d · 5-7% + DVOL gate | 180 | +0.1% | -0.7% | 98% | 76 | -0.2% | -0.7% | 97% | 33 | -0.5% | -0.7% | 94% |
| 1d · Per-Signal Optimized + DVOL gate | 180 | +0.1% | -0.7% | 98% | 76 | -0.2% | -0.7% | 97% | 33 | -0.5% | -0.7% | 94% |
| 1d · 3-5% spread | 216 | +1.8% | -1.0% | 97% | 85 | +0.1% | -1.0% | 96% | 39 | -0.5% | -1.0% | 95% |
| 3d · 7-10% spread | 64 | -0.5% | -0.9% | 94% | 64 | -0.5% | -0.9% | 94% | 64 | -0.5% | -0.9% | 94% |
| 3d · Per-Signal Optimized | 64 | -0.5% | -0.9% | 94% | 64 | -0.5% | -0.9% | 94% | 64 | -0.5% | -0.9% | 94% |
| 7d weekly · 12-18% spread (very wide) | 217 | +0.1% | -1.2% | 95% | 86 | +0.0% | -1.0% | 98% | 39 | -0.5% | -1.0% | 95% |
| 5d · 10-15% spread (wide) | 208 | +0.7% | -1.2% | 96% | 84 | -0.4% | -1.2% | 94% | 37 | -0.5% | -1.0% | 95% |
| 3d · 7-10% + DVOL gate | 56 | -0.6% | -0.9% | 95% | 56 | -0.6% | -0.9% | 95% | 56 | -0.6% | -0.9% | 95% |
| 3d · Per-Signal Optimized + DVOL gate | 56 | -0.6% | -0.9% | 95% | 56 | -0.6% | -0.9% | 95% | 56 | -0.6% | -0.9% | 95% |
| 1d · 3-5% + DVOL gate | 181 | +1.1% | -1.0% | 97% | 76 | -0.0% | -1.0% | 96% | 33 | -0.6% | -1.0% | 94% |
| 7d weekly · 12-18% + DVOL gate | 182 | -0.5% | -1.3% | 94% | 77 | -0.1% | -1.0% | 97% | 33 | -0.6% | -1.0% | 94% |
| All-Day 1% ITM + Cheap-Vol | 123 | +4.1% | -3.7% | 35% | 49 | +1.5% | -2.4% | 37% | 29 | -0.6% | -2.4% | 28% |
| 3d · 5-7% · TP 50% early close | 100 | -0.6% | -1.8% | 95% | 100 | -0.6% | -1.8% | 95% | 100 | -0.6% | -1.8% | 95% |
| 5d · 10-15% + DVOL gate | 174 | +0.2% | -1.2% | 95% | 75 | -0.6% | -1.2% | 93% | 31 | -0.6% | -1.0% | 94% |
| Iron Condor · 3d · ±5-7% · TP 50% | 218 | -0.5% | -3.9% | 88% | 86 | -1.5% | -2.8% | 87% | 39 | -0.7% | -1.7% | 87% |
| Weekend ATM | 316 | +169.4% | -5.8% | 26% | 133 | +4.3% | -5.8% | 20% | 60 | -0.7% | -4.6% | 18% |
| Weekend 1% OTM | 316 | +326.1% | -7.0% | 22% | 133 | +8.7% | -6.2% | 20% | 60 | -0.8% | -4.7% | 18% |
| Iron Condor · 3d · ±5-7% · TP 50% | 101 | -0.8% | -2.7% | 92% | 101 | -0.8% | -2.7% | 92% | 101 | -0.8% | -2.7% | 92% |
| All-Day 1% OTM + Cheap-Vol | 123 | +5.0% | -5.9% | 23% | 49 | -2.5% | -5.9% | 14% | 29 | -0.9% | -4.0% | 17% |
| Iron Condor · 3d · ±5-7% · TP 50% | 147 | -1.0% | -5.3% | 85% | 147 | -1.0% | -5.3% | 85% | 147 | -1.0% | -5.3% | 85% |
| 3d · 5-7% · TP 50% early close | 147 | -1.2% | -2.2% | 90% | 147 | -1.2% | -2.2% | 90% | 147 | -1.2% | -2.2% | 90% |
| 3d · 5-7% spread | 18 | -1.3% | -1.4% | 83% | 18 | -1.3% | -1.4% | 83% | 18 | -1.3% | -1.4% | 83% |
| Iron Condor · 3d · ±5-7% · TP 50% + gate | 56 | -1.3% | -1.9% | 89% | 56 | -1.3% | -1.9% | 89% | 56 | -1.3% | -1.9% | 89% |
| All-Day ATM + Cheap-Vol | 123 | +7.6% | -4.4% | 28% | 49 | +0.9% | -3.6% | 27% | 29 | -1.3% | -3.6% | 24% |
| 3d · 5-7% · TP 25% early close | 147 | -1.3% | -2.4% | 88% | 147 | -1.3% | -2.4% | 88% | 147 | -1.3% | -2.4% | 88% |
| 3d · 5-7% + DVOL gate | 17 | -1.3% | -1.4% | 82% | 17 | -1.3% | -1.4% | 82% | 17 | -1.3% | -1.4% | 82% |
| All-Day ATM + Cheap-Vol | 242 | -4.1% | -13.7% | 26% | 76 | +4.8% | -3.8% | 26% | 39 | -1.3% | -3.8% | 21% |
| Night ATM | 334 | +134.2% | -9.9% | 20% | 135 | -2.4% | -9.0% | 15% | 64 | -1.3% | -6.0% | 16% |
| 3d · Per-Signal Optimized | 143 | -1.3% | -2.1% | 92% | 143 | -1.3% | -2.1% | 92% | 143 | -1.3% | -2.1% | 92% |
| Weekend ATM + Cheap-Vol | 37 | +7.0% | -2.3% | 35% | 10 | +0.9% | -1.7% | 40% | 6 | -1.4% | -1.4% | 17% |
| Iron Condor · 3d · ±7-10% + DVOL gate | 109 | -1.4% | -3.3% | 89% | 109 | -1.4% | -3.3% | 89% | 109 | -1.4% | -3.3% | 89% |
| Iron Condor · 3d · ±5-7% · TP 50% | 64 | -1.5% | -2.1% | 88% | 64 | -1.5% | -2.1% | 88% | 64 | -1.5% | -2.1% | 88% |
| Weekend 1% OTM + Cheap-Vol | 37 | +8.0% | -2.4% | 30% | 10 | +0.7% | -2.0% | 20% | 6 | -1.7% | -1.7% | 0% |
| Iron Condor · 3d · ±5-7% + DVOL gate | 56 | -1.8% | -2.7% | 82% | 56 | -1.8% | -2.7% | 82% | 56 | -1.8% | -2.7% | 82% |
| Iron Condor · 3d · ±7-10% | 215 | -2.7% | -4.0% | 89% | 84 | -2.3% | -3.0% | 87% | 37 | -1.8% | -2.3% | 84% |
| Iron Condor · 3d · ±5-7% | 218 | -0.5% | -5.5% | 82% | 86 | -3.2% | -4.7% | 77% | 39 | -1.8% | -3.0% | 72% |
| Iron Condor · 3d · ±5-7% | 64 | -1.9% | -2.8% | 81% | 64 | -1.9% | -2.8% | 81% | 64 | -1.9% | -2.8% | 81% |
| All-Day 2% OTM + Cheap-Vol | 123 | +1.8% | -7.8% | 19% | 49 | -5.8% | -7.4% | 12% | 29 | -2.2% | -3.8% | 17% |
| Night ATM + Cheap-Vol | 35 | +1.6% | -2.4% | 23% | 13 | +0.1% | -2.4% | 31% | 7 | -2.2% | -2.4% | 14% |
| All-Day 1% OTM + Cheap-Vol | 242 | -8.3% | -16.2% | 19% | 76 | +0.6% | -4.5% | 21% | 39 | -2.2% | -4.1% | 18% |
| Iron Condor · 3d · ±5-7% | 147 | -2.5% | -6.5% | 77% | 147 | -2.5% | -6.5% | 77% | 147 | -2.5% | -6.5% | 77% |
| Night 1% OTM | 334 | +417.8% | -12.5% | 13% | 135 | -3.1% | -9.4% | 13% | 64 | -2.5% | -6.1% | 12% |
| Night 1% OTM + Cheap-Vol | 35 | -1.5% | -3.9% | 14% | 13 | -2.3% | -3.9% | 8% | 7 | -2.5% | -2.5% | 0% |
| Weekend ATM + Cheap-Vol | 74 | -7.1% | -7.5% | 23% | 25 | -3.5% | -3.5% | 20% | 11 | -2.6% | -2.6% | 9% |
| 3d · 5-7% · TP 50% + DVOL gate | 56 | -2.6% | -3.0% | 88% | 56 | -2.6% | -3.0% | 88% | 56 | -2.6% | -3.0% | 88% |
| 3d · 5-7% + DVOL gate | 56 | -2.8% | -3.3% | 86% | 56 | -2.8% | -3.3% | 86% | 56 | -2.8% | -3.3% | 86% |
| 3d · 5-7% · TP 25% + DVOL gate | 56 | -2.9% | -3.3% | 86% | 56 | -2.9% | -3.3% | 86% | 56 | -2.9% | -3.3% | 86% |
| Weekend 1% OTM + Cheap-Vol | 74 | -8.8% | -9.9% | 16% | 25 | -4.4% | -4.4% | 8% | 11 | -3.1% | -3.1% | 0% |
| 3d · 5-7% · TP 50% early close | 64 | -3.3% | -3.6% | 86% | 64 | -3.3% | -3.6% | 86% | 64 | -3.3% | -3.6% | 86% |
| 3d · 5-7% spread | 64 | -3.4% | -3.9% | 84% | 64 | -3.4% | -3.9% | 84% | 64 | -3.4% | -3.9% | 84% |
| All-Day 1% ITM | 757 | -22.5% | -25.7% | 32% | 329 | -6.4% | -11.3% | 34% | 157 | -3.5% | -7.6% | 31% |
| 3d · 5-7% · TP 25% early close | 64 | -3.5% | -3.9% | 84% | 64 | -3.5% | -3.9% | 84% | 64 | -3.5% | -3.9% | 84% |
| Iron Condor · 3d · ±7-10% | 139 | -3.8% | -5.6% | 86% | 139 | -3.8% | -5.6% | 86% | 139 | -3.8% | -5.6% | 86% |
| All-Day 2% OTM + Cheap-Vol | 242 | -7.6% | -16.1% | 16% | 76 | -5.8% | -9.5% | 17% | 39 | -3.9% | -5.5% | 15% |
| All-Day 2% OTM | 757 | -60.7% | -65.7% | 13% | 329 | -32.1% | -40.1% | 12% | 157 | -6.4% | -17.4% | 12% |
| Weekend ATM | 124 | -4.8% | -7.6% | 22% | 54 | -2.4% | -7.6% | 24% | 26 | -7.3% | -7.3% | 8% |
| Night ATM | 225 | -21.6% | -22.3% | 14% | 100 | -4.3% | -10.8% | 14% | 54 | -7.5% | -8.4% | 13% |
| Weekend 1% OTM | 124 | +8.8% | -8.4% | 16% | 54 | +11.2% | -8.4% | 15% | 26 | -8.0% | -8.0% | 0% |
| Weekend ATM | 238 | -24.3% | -24.3% | 18% | 112 | -12.0% | -12.1% | 18% | 55 | -8.4% | -8.4% | 16% |
| All-Day 1% OTM | 481 | +13.8% | -11.7% | 19% | 205 | +8.5% | -11.7% | 15% | 95 | -8.6% | -11.7% | 13% |
| All-Day ATM | 757 | -35.2% | -37.7% | 22% | 329 | -8.2% | -16.3% | 22% | 157 | -8.9% | -12.3% | 20% |
| Night ATM | 149 | -14.0% | -14.0% | 17% | 60 | -5.9% | -9.3% | 18% | 30 | -9.0% | -9.3% | 7% |
| Night 1% OTM | 149 | -4.6% | -11.5% | 11% | 60 | +3.9% | -11.5% | 10% | 30 | -9.1% | -9.1% | 3% |
| All-Day 1% ITM | 481 | -6.3% | -11.8% | 31% | 205 | -7.4% | -10.3% | 30% | 95 | -9.5% | -10.3% | 25% |
| All-Day ATM | 481 | -5.3% | -11.3% | 25% | 205 | -3.5% | -11.3% | 25% | 95 | -9.8% | -11.3% | 19% |
| Night 1% OTM | 225 | -33.6% | -33.7% | 6% | 100 | -11.8% | -13.6% | 9% | 54 | -11.0% | -11.2% | 7% |
| Weekend 1% OTM | 238 | -35.5% | -36.1% | 10% | 112 | -19.0% | -19.0% | 9% | 55 | -11.1% | -11.1% | 7% |
| All-Day 2% OTM | 481 | +3.6% | -17.3% | 15% | 205 | +4.7% | -17.3% | 12% | 95 | -12.8% | -13.7% | 12% |
| All-Day 1% OTM | 757 | -53.0% | -54.2% | 15% | 329 | -21.9% | -24.3% | 15% | 157 | -13.5% | -15.4% | 13% |
| Strategy | ALL | LAST 12M | LAST 6M | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| N | Total | DD | Win | N | Total | DD | Win | N | Total | DD | Win | |
| All-Day HQ · ATM (grid-rounded) | 23 | +9.8% | -0.6% | 70% | 23 | +9.8% | -0.6% | 70% | 23 | +9.8% | -0.6% | 70% |
| All-Day HQ · ATM (grid-rounded) + Cheap-Vol | 13 | +9.2% | -0.3% | 85% | 13 | +9.2% | -0.3% | 85% | 13 | +9.2% | -0.3% | 85% |
| All-Day HQ · 1% ITM (deeper, higher delta) | 23 | +7.9% | -0.6% | 65% | 23 | +7.9% | -0.6% | 65% | 23 | +7.9% | -0.6% | 65% |
| All-Day HQ · 1% ITM (deeper, higher delta) + Cheap | 13 | +7.3% | -0.3% | 85% | 13 | +7.3% | -0.3% | 85% | 13 | +7.3% | -0.3% | 85% |
| All-Day HQ · 2% OTM | 23 | +6.7% | -0.8% | 61% | 23 | +6.7% | -0.8% | 61% | 23 | +6.7% | -0.8% | 61% |
| All-Day 1% ITM | 96 | +6.1% | -2.0% | 35% | 96 | +6.1% | -2.0% | 35% | 96 | +6.1% | -2.0% | 35% |
| All-Day HQ · 2% OTM + Cheap-Vol | 13 | +5.7% | -0.8% | 69% | 13 | +5.7% | -0.8% | 69% | 13 | +5.7% | -0.8% | 69% |
| All-Day 1% ITM + Cheap-Vol | 22 | +4.3% | -0.7% | 45% | 22 | +4.3% | -0.7% | 45% | 22 | +4.3% | -0.7% | 45% |
| All-Day 1% ITM + Cheap-Vol | 57 | +2.7% | -1.8% | 33% | 57 | +2.7% | -1.8% | 33% | 57 | +2.7% | -1.8% | 33% |
| ATM Long Option on HQ Signal × Weekend | 5 | +2.1% | +0.0% | 100% | 5 | +2.1% | +0.0% | 100% | 5 | +2.1% | +0.0% | 100% |
| 1% OTM + Cheap-Vol Filter (DVOL/RV < 1.0) | 3 | +2.1% | +0.0% | 100% | 3 | +2.1% | +0.0% | 100% | 3 | +2.1% | +0.0% | 100% |
| ATM + Cheap-Vol Filter (DVOL/RV < 1.0) | 3 | +2.0% | +0.0% | 100% | 3 | +2.0% | +0.0% | 100% | 3 | +2.0% | +0.0% | 100% |
| 1% OTM Long Option on HQ Signal × Weekend | 5 | +1.9% | -0.2% | 60% | 5 | +1.9% | -0.2% | 60% | 5 | +1.9% | -0.2% | 60% |
| 1d · 3-5% spread | 130 | +1.8% | -0.8% | 94% | 130 | +1.8% | -0.8% | 94% | 130 | +1.8% | -0.8% | 94% |
| 3d · 5-7% · TP 25% + DVOL gate | 83 | +1.2% | -0.8% | 98% | 83 | +1.2% | -0.8% | 98% | 83 | +1.2% | -0.8% | 98% |
| 3d · 5-7% · TP 50% + DVOL gate | 83 | +1.2% | -0.8% | 98% | 83 | +1.2% | -0.8% | 98% | 83 | +1.2% | -0.8% | 98% |
| 1d · Per-Signal Optimized | 114 | +1.2% | -0.3% | 99% | 114 | +1.2% | -0.3% | 99% | 114 | +1.2% | -0.3% | 99% |
| 1d · 3-5% spread | 76 | +1.1% | +0.0% | 100% | 76 | +1.1% | +0.0% | 100% | 76 | +1.1% | +0.0% | 100% |
| 3d · 5-7% + DVOL gate | 18 | +1.1% | -0.2% | 89% | 18 | +1.1% | -0.2% | 89% | 18 | +1.1% | -0.2% | 89% |
| 3d · 5-7% · TP 25% + DVOL gate | 18 | +1.1% | -0.2% | 89% | 18 | +1.1% | -0.2% | 89% | 18 | +1.1% | -0.2% | 89% |
| 3d · 5-7% · TP 50% + DVOL gate | 18 | +1.1% | -0.2% | 89% | 18 | +1.1% | -0.2% | 89% | 18 | +1.1% | -0.2% | 89% |
| 5d · 7-10% spread | 25 | +1.0% | -0.3% | 92% | 25 | +1.0% | -0.3% | 92% | 25 | +1.0% | -0.3% | 92% |
| 1d · 3-5% + DVOL gate | 100 | +0.9% | -0.7% | 94% | 100 | +0.9% | -0.7% | 94% | 100 | +0.9% | -0.7% | 94% |
| 3d · 7-10% spread | 43 | +0.9% | -0.5% | 95% | 43 | +0.9% | -0.5% | 95% | 43 | +0.9% | -0.5% | 95% |
| 3d · 5-7% · TP 25% early close | 92 | +0.9% | -1.2% | 96% | 92 | +0.9% | -1.2% | 96% | 92 | +0.9% | -1.2% | 96% |
| 3d · 5-7% · TP 50% early close | 92 | +0.9% | -1.2% | 96% | 92 | +0.9% | -1.2% | 96% | 92 | +0.9% | -1.2% | 96% |
| 1d · 3-5% + DVOL gate | 66 | +0.8% | +0.0% | 100% | 66 | +0.8% | +0.0% | 100% | 66 | +0.8% | +0.0% | 100% |
| 1d · 3-5% spread | 54 | +0.7% | -0.3% | 98% | 54 | +0.7% | -0.3% | 98% | 54 | +0.7% | -0.3% | 98% |
| 5d · 10-15% spread (wide) | 25 | +0.7% | +0.0% | 100% | 25 | +0.7% | +0.0% | 100% | 25 | +0.7% | +0.0% | 100% |
| 5d · 7-10% + DVOL gate | 21 | +0.7% | -0.3% | 90% | 21 | +0.7% | -0.3% | 90% | 21 | +0.7% | -0.3% | 90% |
| 3d · 5-7% + DVOL gate | 35 | +0.6% | -0.4% | 94% | 35 | +0.6% | -0.4% | 94% | 35 | +0.6% | -0.4% | 94% |
| 3d · 7-10% + DVOL gate | 78 | +0.6% | -0.2% | 99% | 78 | +0.6% | -0.2% | 99% | 78 | +0.6% | -0.2% | 99% |
| 3d · 7-10% · TP 50% + DVOL gate | 78 | +0.6% | -0.2% | 99% | 78 | +0.6% | -0.2% | 99% | 78 | +0.6% | -0.2% | 99% |
| 3d · Per-Signal Optimized + DVOL gate | 78 | +0.6% | -0.2% | 99% | 78 | +0.6% | -0.2% | 99% | 78 | +0.6% | -0.2% | 99% |
| 1d · Per-Signal Optimized + DVOL gate | 87 | +0.5% | -0.3% | 99% | 87 | +0.5% | -0.3% | 99% | 87 | +0.5% | -0.3% | 99% |
| 5d · 7-10% + DVOL gate | 18 | +0.5% | +0.0% | 100% | 18 | +0.5% | +0.0% | 100% | 18 | +0.5% | +0.0% | 100% |
| 5d · 7-10% spread | 18 | +0.5% | +0.0% | 100% | 18 | +0.5% | +0.0% | 100% | 18 | +0.5% | +0.0% | 100% |
| 5d · 10-15% + DVOL gate | 21 | +0.5% | +0.0% | 100% | 21 | +0.5% | +0.0% | 100% | 21 | +0.5% | +0.0% | 100% |
| 1d · 3-5% + DVOL gate | 46 | +0.5% | -0.3% | 98% | 46 | +0.5% | -0.3% | 98% | 46 | +0.5% | -0.3% | 98% |
| 3d · 7-10% + DVOL gate | 105 | +0.5% | -1.2% | 94% | 105 | +0.5% | -1.2% | 94% | 105 | +0.5% | -1.2% | 94% |
| 3d · 7-10% · TP 50% + DVOL gate | 105 | +0.5% | -1.2% | 94% | 105 | +0.5% | -1.2% | 94% | 105 | +0.5% | -1.2% | 94% |
| 3d · Per-Signal Optimized + DVOL gate | 105 | +0.5% | -1.2% | 94% | 105 | +0.5% | -1.2% | 94% | 105 | +0.5% | -1.2% | 94% |
| 3d · 5-7% spread | 28 | +0.5% | +0.0% | 100% | 28 | +0.5% | +0.0% | 100% | 28 | +0.5% | +0.0% | 100% |
| 14d · 15-22% spread | 13 | +0.5% | +0.0% | 100% | 13 | +0.5% | +0.0% | 100% | 13 | +0.5% | +0.0% | 100% |
| 3d · 5-7% + DVOL gate | 27 | +0.4% | +0.0% | 100% | 27 | +0.4% | +0.0% | 100% | 27 | +0.4% | +0.0% | 100% |
| 3d · Per-Signal Optimized + DVOL gate | 16 | +0.4% | -0.1% | 94% | 16 | +0.4% | -0.1% | 94% | 16 | +0.4% | -0.1% | 94% |
| 3d · Per-Signal Optimized | 87 | +0.4% | -0.5% | 98% | 87 | +0.4% | -0.5% | 98% | 87 | +0.4% | -0.5% | 98% |
| 0DTE ≤12h pre-expiry · 3-5% spread | 18 | +0.4% | +0.0% | 100% | 18 | +0.4% | +0.0% | 100% | 18 | +0.4% | +0.0% | 100% |
| 3d · 7-10% + DVOL gate | 15 | +0.4% | +0.0% | 100% | 15 | +0.4% | +0.0% | 100% | 15 | +0.4% | +0.0% | 100% |
| 3d · 7-10% · TP 50% + DVOL gate | 15 | +0.4% | +0.0% | 100% | 15 | +0.4% | +0.0% | 100% | 15 | +0.4% | +0.0% | 100% |
| 3d · Per-Signal Optimized | 133 | +0.4% | -1.3% | 92% | 133 | +0.4% | -1.3% | 92% | 133 | +0.4% | -1.3% | 92% |
| 7d weekly · 12-18% spread (very wide) | 13 | +0.4% | +0.0% | 100% | 13 | +0.4% | +0.0% | 100% | 13 | +0.4% | +0.0% | 100% |
| 0DTE ≤8h pre-expiry · 3-5% spread | 33 | +0.3% | +0.0% | 100% | 33 | +0.3% | +0.0% | 100% | 33 | +0.3% | +0.0% | 100% |
| 1d · 5-7% spread | 35 | +0.3% | +0.0% | 100% | 35 | +0.3% | +0.0% | 100% | 35 | +0.3% | +0.0% | 100% |
| 1d · Per-Signal Optimized | 35 | +0.3% | +0.0% | 100% | 35 | +0.3% | +0.0% | 100% | 35 | +0.3% | +0.0% | 100% |
| 1d · Per-Signal Optimized | 43 | +0.3% | +0.0% | 100% | 43 | +0.3% | +0.0% | 100% | 43 | +0.3% | +0.0% | 100% |
| 0DTE ≤12h pre-expiry · 5-7% spread | 47 | +0.3% | +0.0% | 100% | 47 | +0.3% | +0.0% | 100% | 47 | +0.3% | +0.0% | 100% |
| 1d · 5-7% + DVOL gate | 29 | +0.3% | +0.0% | 100% | 29 | +0.3% | +0.0% | 100% | 29 | +0.3% | +0.0% | 100% |
| 1d · Per-Signal Optimized + DVOL gate | 29 | +0.3% | +0.0% | 100% | 29 | +0.3% | +0.0% | 100% | 29 | +0.3% | +0.0% | 100% |
| 0DTE ≤12h pre-expiry · 3-5% spread | 3 | +0.3% | +0.0% | 100% | 3 | +0.3% | +0.0% | 100% | 3 | +0.3% | +0.0% | 100% |
| 0DTE ≤8h pre-expiry · 3-5% spread | 3 | +0.3% | +0.0% | 100% | 3 | +0.3% | +0.0% | 100% | 3 | +0.3% | +0.0% | 100% |
| 7d weekly · 10-15% + DVOL gate | 9 | +0.3% | +0.0% | 100% | 9 | +0.3% | +0.0% | 100% | 9 | +0.3% | +0.0% | 100% |
| Night ATM + Cheap-Vol | 3 | +0.3% | -0.6% | 33% | 3 | +0.3% | -0.6% | 33% | 3 | +0.3% | -0.6% | 33% |
| 1d · 3-5% spread | 23 | +0.2% | -1.0% | 91% | 23 | +0.2% | -1.0% | 91% | 23 | +0.2% | -1.0% | 91% |
| 30d monthly · 20-30% + DVOL gate | 6 | +0.2% | +0.0% | 100% | 6 | +0.2% | +0.0% | 100% | 6 | +0.2% | +0.0% | 100% |
| 30d (monthly) · 20-30% spread | 6 | +0.2% | +0.0% | 100% | 6 | +0.2% | +0.0% | 100% | 6 | +0.2% | +0.0% | 100% |
| 0DTE ≤12h pre-expiry · 3-5% spread | 61 | +0.2% | -0.4% | 95% | 61 | +0.2% | -0.4% | 95% | 61 | +0.2% | -0.4% | 95% |
| 14d · 15-22% + DVOL gate | 9 | +0.2% | +0.0% | 100% | 9 | +0.2% | +0.0% | 100% | 9 | +0.2% | +0.0% | 100% |
| 1d · Per-Signal Optimized + DVOL gate | 36 | +0.2% | +0.0% | 100% | 36 | +0.2% | +0.0% | 100% | 36 | +0.2% | +0.0% | 100% |
| 3d · 5-7% spread | 47 | +0.2% | -0.7% | 87% | 47 | +0.2% | -0.7% | 87% | 47 | +0.2% | -0.7% | 87% |
| All-Day ATM + Cheap-Vol | 22 | +0.2% | -2.5% | 27% | 22 | +0.2% | -2.5% | 27% | 22 | +0.2% | -2.5% | 27% |
| 14d · 15-22% spread | 12 | +0.2% | +0.0% | 100% | 12 | +0.2% | +0.0% | 100% | 12 | +0.2% | +0.0% | 100% |
| 3d · 7-10% spread | 17 | +0.2% | +0.0% | 100% | 17 | +0.2% | +0.0% | 100% | 17 | +0.2% | +0.0% | 100% |
| 7d weekly · 12-18% + DVOL gate | 9 | +0.2% | +0.0% | 100% | 9 | +0.2% | +0.0% | 100% | 9 | +0.2% | +0.0% | 100% |
| 7d · 12-18% · TP 50% + DVOL gate | 9 | +0.2% | +0.0% | 100% | 9 | +0.2% | +0.0% | 100% | 9 | +0.2% | +0.0% | 100% |
| 5d · 10-15% + DVOL gate | 17 | +0.2% | +0.0% | 100% | 17 | +0.2% | +0.0% | 100% | 17 | +0.2% | +0.0% | 100% |
| 5d · 10-15% spread (wide) | 17 | +0.2% | +0.0% | 100% | 17 | +0.2% | +0.0% | 100% | 17 | +0.2% | +0.0% | 100% |
| 3d · 7-10% spread | 26 | +0.2% | +0.0% | 100% | 26 | +0.2% | +0.0% | 100% | 26 | +0.2% | +0.0% | 100% |
| 3d · 5-7% · TP 25% early close | 23 | +0.2% | -1.3% | 78% | 23 | +0.2% | -1.3% | 78% | 23 | +0.2% | -1.3% | 78% |
| 3d · 5-7% · TP 50% early close | 23 | +0.2% | -1.3% | 78% | 23 | +0.2% | -1.3% | 78% | 23 | +0.2% | -1.3% | 78% |
| 3d · 5-7% spread | 23 | +0.2% | -1.3% | 78% | 23 | +0.2% | -1.3% | 78% | 23 | +0.2% | -1.3% | 78% |
| 0DTE ≤12h pre-expiry · 5-7% spread | 14 | +0.2% | +0.0% | 100% | 14 | +0.2% | +0.0% | 100% | 14 | +0.2% | +0.0% | 100% |
| 3d · 5-7% spread | 19 | +0.2% | -0.3% | 95% | 19 | +0.2% | -0.3% | 95% | 19 | +0.2% | -0.3% | 95% |
| 3d · 5-7% · TP 25% + DVOL gate | 114 | +0.2% | -1.4% | 89% | 114 | +0.2% | -1.4% | 89% | 114 | +0.2% | -1.4% | 89% |
| 3d · 5-7% · TP 50% + DVOL gate | 114 | +0.2% | -1.4% | 89% | 114 | +0.2% | -1.4% | 89% | 114 | +0.2% | -1.4% | 89% |
| 3d · 7-10% spread | 34 | +0.2% | -0.2% | 97% | 34 | +0.2% | -0.2% | 97% | 34 | +0.2% | -0.2% | 97% |
| 0DTE ≤12h pre-expiry · 3-5% spread | 24 | +0.1% | +0.0% | 100% | 24 | +0.1% | +0.0% | 100% | 24 | +0.1% | +0.0% | 100% |
| 5d · 7-10% + DVOL gate | 2 | +0.1% | +0.0% | 100% | 2 | +0.1% | +0.0% | 100% | 2 | +0.1% | +0.0% | 100% |
| 5d · 7-10% spread | 2 | +0.1% | +0.0% | 100% | 2 | +0.1% | +0.0% | 100% | 2 | +0.1% | +0.0% | 100% |
| 3d · 5-7% + DVOL gate | 18 | +0.1% | -0.3% | 94% | 18 | +0.1% | -0.3% | 94% | 18 | +0.1% | -0.3% | 94% |
| 7d (weekly) · 10-15% spread | 4 | +0.1% | +0.0% | 100% | 4 | +0.1% | +0.0% | 100% | 4 | +0.1% | +0.0% | 100% |
| 5d · 10-15% + DVOL gate | 3 | +0.1% | +0.0% | 100% | 3 | +0.1% | +0.0% | 100% | 3 | +0.1% | +0.0% | 100% |
| 5d · 10-15% spread (wide) | 3 | +0.1% | +0.0% | 100% | 3 | +0.1% | +0.0% | 100% | 3 | +0.1% | +0.0% | 100% |
| 0DTE ≤8h pre-expiry · 5-7% spread | 19 | +0.1% | +0.0% | 100% | 19 | +0.1% | +0.0% | 100% | 19 | +0.1% | +0.0% | 100% |
| 1d · 5-7% spread | 19 | +0.1% | +0.0% | 100% | 19 | +0.1% | +0.0% | 100% | 19 | +0.1% | +0.0% | 100% |
| 3d · 5-7% spread | 43 | +0.1% | -0.9% | 91% | 43 | +0.1% | -0.9% | 91% | 43 | +0.1% | -0.9% | 91% |
| 14d · 15-22% + DVOL gate | 9 | +0.1% | +0.0% | 100% | 9 | +0.1% | +0.0% | 100% | 9 | +0.1% | +0.0% | 100% |
| 3d · 5-7% + DVOL gate | 39 | +0.1% | -0.7% | 87% | 39 | +0.1% | -0.7% | 87% | 39 | +0.1% | -0.7% | 87% |
| 5d · 10-15% spread (wide) | 11 | +0.1% | +0.0% | 100% | 11 | +0.1% | +0.0% | 100% | 11 | +0.1% | +0.0% | 100% |
| 0DTE ≤8h pre-expiry · 3-5% spread | 11 | +0.1% | +0.0% | 100% | 11 | +0.1% | +0.0% | 100% | 11 | +0.1% | +0.0% | 100% |
| 7d weekly · 10-15% + DVOL gate | 5 | +0.1% | +0.0% | 100% | 5 | +0.1% | +0.0% | 100% | 5 | +0.1% | +0.0% | 100% |
| 5d · 10-15% + DVOL gate | 10 | +0.1% | +0.0% | 100% | 10 | +0.1% | +0.0% | 100% | 10 | +0.1% | +0.0% | 100% |
| 5d · 7-10% spread | 12 | +0.1% | -0.2% | 92% | 12 | +0.1% | -0.2% | 92% | 12 | +0.1% | -0.2% | 92% |
| 0DTE ≤12h pre-expiry · 5-7% spread | 1 | +0.1% | +0.0% | 100% | 1 | +0.1% | +0.0% | 100% | 1 | +0.1% | +0.0% | 100% |
| 0DTE ≤8h pre-expiry · 5-7% spread | 1 | +0.1% | +0.0% | 100% | 1 | +0.1% | +0.0% | 100% | 1 | +0.1% | +0.0% | 100% |
| 14d · 15-22% + DVOL gate | 4 | +0.1% | +0.0% | 100% | 4 | +0.1% | +0.0% | 100% | 4 | +0.1% | +0.0% | 100% |
| 14d · 15-22% spread | 4 | +0.1% | +0.0% | 100% | 4 | +0.1% | +0.0% | 100% | 4 | +0.1% | +0.0% | 100% |
| 7d weekly · 10-15% + DVOL gate | 1 | +0.1% | +0.0% | 100% | 1 | +0.1% | +0.0% | 100% | 1 | +0.1% | +0.0% | 100% |
| 7d (weekly) · 10-15% spread | 1 | +0.1% | +0.0% | 100% | 1 | +0.1% | +0.0% | 100% | 1 | +0.1% | +0.0% | 100% |
| 7d weekly · 12-18% + DVOL gate | 1 | +0.1% | +0.0% | 100% | 1 | +0.1% | +0.0% | 100% | 1 | +0.1% | +0.0% | 100% |
| 7d · 12-18% · TP 50% + DVOL gate | 1 | +0.1% | +0.0% | 100% | 1 | +0.1% | +0.0% | 100% | 1 | +0.1% | +0.0% | 100% |
| 7d weekly · 12-18% spread (very wide) | 1 | +0.1% | +0.0% | 100% | 1 | +0.1% | +0.0% | 100% | 1 | +0.1% | +0.0% | 100% |
| 1d · 5-7% + DVOL gate | 11 | +0.1% | +0.0% | 100% | 11 | +0.1% | +0.0% | 100% | 11 | +0.1% | +0.0% | 100% |
| 1d · 5-7% spread | 11 | +0.1% | +0.0% | 100% | 11 | +0.1% | +0.0% | 100% | 11 | +0.1% | +0.0% | 100% |
| 5d · 7-10% + DVOL gate | 11 | +0.0% | -0.2% | 91% | 11 | +0.0% | -0.2% | 91% | 11 | +0.0% | -0.2% | 91% |
| 1d · 5-7% spread | 9 | +0.0% | +0.0% | 100% | 9 | +0.0% | +0.0% | 100% | 9 | +0.0% | +0.0% | 100% |
| 7d (weekly) · 10-15% spread | 6 | +0.0% | +0.0% | 100% | 6 | +0.0% | +0.0% | 100% | 6 | +0.0% | +0.0% | 100% |
| 7d weekly · 12-18% + DVOL gate | 5 | +0.0% | +0.0% | 100% | 5 | +0.0% | +0.0% | 100% | 5 | +0.0% | +0.0% | 100% |
| 7d · 12-18% · TP 50% + DVOL gate | 5 | +0.0% | +0.0% | 100% | 5 | +0.0% | +0.0% | 100% | 5 | +0.0% | +0.0% | 100% |
| 7d weekly · 12-18% spread (very wide) | 5 | +0.0% | +0.0% | 100% | 5 | +0.0% | +0.0% | 100% | 5 | +0.0% | +0.0% | 100% |
| 1d · 5-7% + DVOL gate | 8 | +0.0% | +0.0% | 100% | 8 | +0.0% | +0.0% | 100% | 8 | +0.0% | +0.0% | 100% |
| 1d · 5-7% + DVOL gate | 12 | +0.0% | +0.0% | 100% | 12 | +0.0% | +0.0% | 100% | 12 | +0.0% | +0.0% | 100% |
| 0DTE ≤8h pre-expiry · 3-5% spread | 11 | +0.0% | +0.0% | 100% | 11 | +0.0% | +0.0% | 100% | 11 | +0.0% | +0.0% | 100% |
| 7d (weekly) · 10-15% spread | 2 | +0.0% | +0.0% | 100% | 2 | +0.0% | +0.0% | 100% | 2 | +0.0% | +0.0% | 100% |
| 30d monthly · 20-30% + DVOL gate | 3 | +0.0% | +0.0% | 100% | 3 | +0.0% | +0.0% | 100% | 3 | +0.0% | +0.0% | 100% |
| 30d (monthly) · 20-30% spread | 3 | +0.0% | +0.0% | 100% | 3 | +0.0% | +0.0% | 100% | 3 | +0.0% | +0.0% | 100% |
| 3d · 5-7% + DVOL gate | 38 | +0.0% | -0.8% | 95% | 38 | +0.0% | -0.8% | 95% | 38 | +0.0% | -0.8% | 95% |
| 3d · 5-7% spread | 38 | +0.0% | -0.8% | 95% | 38 | +0.0% | -0.8% | 95% | 38 | +0.0% | -0.8% | 95% |
| 14d · 15-22% + DVOL gate | 1 | +0.0% | +0.0% | 100% | 1 | +0.0% | +0.0% | 100% | 1 | +0.0% | +0.0% | 100% |
| 14d · 15-22% spread | 1 | +0.0% | +0.0% | 100% | 1 | +0.0% | +0.0% | 100% | 1 | +0.0% | +0.0% | 100% |
| 0DTE ≤12h pre-expiry · 5-7% spread | 5 | +0.0% | +0.0% | 100% | 5 | +0.0% | +0.0% | 100% | 5 | +0.0% | +0.0% | 100% |
| 0DTE ≤8h pre-expiry · 5-7% spread | 4 | +0.0% | +0.0% | 100% | 4 | +0.0% | +0.0% | 100% | 4 | +0.0% | +0.0% | 100% |
| 1d · 5-7% spread | 4 | +0.0% | +0.0% | 100% | 4 | +0.0% | +0.0% | 100% | 4 | +0.0% | +0.0% | 100% |
| 1d · 5-7% + DVOL gate | 3 | +0.0% | +0.0% | 100% | 3 | +0.0% | +0.0% | 100% | 3 | +0.0% | +0.0% | 100% |
| 3d · 7-10% spread | 37 | +0.0% | -1.0% | 95% | 37 | +0.0% | -1.0% | 95% | 37 | +0.0% | -1.0% | 95% |
| 0DTE ≤8h pre-expiry · 5-7% spread | 1 | +0.0% | +0.0% | 100% | 1 | +0.0% | +0.0% | 100% | 1 | +0.0% | +0.0% | 100% |
| 1d · 5-7% + DVOL gate | 1 | +0.0% | +0.0% | 100% | 1 | +0.0% | +0.0% | 100% | 1 | +0.0% | +0.0% | 100% |
| 1d · 5-7% spread | 1 | +0.0% | +0.0% | 100% | 1 | +0.0% | +0.0% | 100% | 1 | +0.0% | +0.0% | 100% |
| All-Day 1% ITM + Cheap-Vol | 21 | -0.0% | -1.5% | 24% | 21 | -0.0% | -1.5% | 24% | 21 | -0.0% | -1.5% | 24% |
| 1d · 5-7% spread | 36 | -0.0% | -0.3% | 97% | 36 | -0.0% | -0.3% | 97% | 36 | -0.0% | -0.3% | 97% |
| Weekend ATM + Cheap-Vol | 8 | -0.1% | -1.6% | 25% | 8 | -0.1% | -1.6% | 25% | 8 | -0.1% | -1.6% | 25% |
| Night 1% OTM + Cheap-Vol | 3 | -0.1% | -0.3% | 33% | 3 | -0.1% | -0.3% | 33% | 3 | -0.1% | -0.3% | 33% |
| 30d monthly · 20-30% + DVOL gate | 3 | -0.1% | -0.2% | 67% | 3 | -0.1% | -0.2% | 67% | 3 | -0.1% | -0.2% | 67% |
| 30d (monthly) · 20-30% spread | 3 | -0.1% | -0.2% | 67% | 3 | -0.1% | -0.2% | 67% | 3 | -0.1% | -0.2% | 67% |
| 1d · 5-7% + DVOL gate | 27 | -0.2% | -0.3% | 96% | 27 | -0.2% | -0.3% | 96% | 27 | -0.2% | -0.3% | 96% |
| 3d · Per-Signal Optimized | 21 | -0.2% | -1.0% | 86% | 21 | -0.2% | -1.0% | 86% | 21 | -0.2% | -1.0% | 86% |
| 1d · 5-7% spread | 21 | -0.2% | -0.7% | 90% | 21 | -0.2% | -0.7% | 90% | 21 | -0.2% | -0.7% | 90% |
| 1d · Per-Signal Optimized | 21 | -0.2% | -0.7% | 90% | 21 | -0.2% | -0.7% | 90% | 21 | -0.2% | -0.7% | 90% |
| 3d · 7-10% spread | 20 | -0.2% | -1.0% | 90% | 20 | -0.2% | -1.0% | 90% | 20 | -0.2% | -1.0% | 90% |
| 3d · 7-10% spread | 17 | -0.3% | -0.5% | 94% | 17 | -0.3% | -0.5% | 94% | 17 | -0.3% | -0.5% | 94% |
| 7d weekly · 12-18% spread (very wide) | 15 | -0.4% | -0.5% | 93% | 15 | -0.4% | -0.5% | 93% | 15 | -0.4% | -0.5% | 93% |
| 3d · 7-10% spread | 62 | -0.4% | -0.9% | 94% | 62 | -0.4% | -0.9% | 94% | 62 | -0.4% | -0.9% | 94% |
| 3d · Per-Signal Optimized | 62 | -0.4% | -0.9% | 94% | 62 | -0.4% | -0.9% | 94% | 62 | -0.4% | -0.9% | 94% |
| 7d weekly · 10-15% + DVOL gate | 12 | -0.4% | -0.5% | 92% | 12 | -0.4% | -0.5% | 92% | 12 | -0.4% | -0.5% | 92% |
| 7d weekly · 12-18% + DVOL gate | 12 | -0.4% | -0.5% | 92% | 12 | -0.4% | -0.5% | 92% | 12 | -0.4% | -0.5% | 92% |
| 7d · 12-18% · TP 50% + DVOL gate | 12 | -0.4% | -0.5% | 92% | 12 | -0.4% | -0.5% | 92% | 12 | -0.4% | -0.5% | 92% |
| 7d (weekly) · 10-15% spread | 8 | -0.4% | -0.5% | 88% | 8 | -0.4% | -0.5% | 88% | 8 | -0.4% | -0.5% | 88% |
| 1d · 3-5% + DVOL gate | 18 | -0.5% | -1.0% | 89% | 18 | -0.5% | -1.0% | 89% | 18 | -0.5% | -1.0% | 89% |
| 1d · 5-7% + DVOL gate | 17 | -0.5% | -0.7% | 88% | 17 | -0.5% | -0.7% | 88% | 17 | -0.5% | -0.7% | 88% |
| 1d · Per-Signal Optimized + DVOL gate | 17 | -0.5% | -0.7% | 88% | 17 | -0.5% | -0.7% | 88% | 17 | -0.5% | -0.7% | 88% |
| Weekend ATM + Cheap-Vol | 22 | -0.5% | -1.3% | 32% | 22 | -0.5% | -1.3% | 32% | 22 | -0.5% | -1.3% | 32% |
| 3d · 7-10% + DVOL gate | 55 | -0.5% | -0.9% | 95% | 55 | -0.5% | -0.9% | 95% | 55 | -0.5% | -0.9% | 95% |
| 3d · 7-10% · TP 50% + DVOL gate | 55 | -0.5% | -0.9% | 95% | 55 | -0.5% | -0.9% | 95% | 55 | -0.5% | -0.9% | 95% |
| 3d · Per-Signal Optimized + DVOL gate | 55 | -0.5% | -0.9% | 95% | 55 | -0.5% | -0.9% | 95% | 55 | -0.5% | -0.9% | 95% |
| Night 1% OTM + Cheap-Vol | 5 | -0.6% | -0.8% | 20% | 5 | -0.6% | -0.8% | 20% | 5 | -0.6% | -0.8% | 20% |
| All-Day 2% OTM + Cheap-Vol | 20 | -0.6% | -1.7% | 20% | 20 | -0.6% | -1.7% | 20% | 20 | -0.6% | -1.7% | 20% |
| All-Day ATM + Cheap-Vol | 57 | -0.8% | -3.0% | 33% | 57 | -0.8% | -3.0% | 33% | 57 | -0.8% | -3.0% | 33% |
| Weekend 1% OTM + Cheap-Vol | 8 | -0.8% | -1.3% | 25% | 8 | -0.8% | -1.3% | 25% | 8 | -0.8% | -1.3% | 25% |
| Weekend 1% OTM + Cheap-Vol | 22 | -0.9% | -1.8% | 32% | 22 | -0.9% | -1.8% | 32% | 22 | -0.9% | -1.8% | 32% |
| Night ATM + Cheap-Vol | 5 | -0.9% | -0.9% | 0% | 5 | -0.9% | -0.9% | 0% | 5 | -0.9% | -0.9% | 0% |
| 3d · 5-7% spread | 18 | -1.1% | -1.4% | 83% | 18 | -1.1% | -1.4% | 83% | 18 | -1.1% | -1.4% | 83% |
| 3d · 5-7% + DVOL gate | 17 | -1.2% | -1.4% | 82% | 17 | -1.2% | -1.4% | 82% | 17 | -1.2% | -1.4% | 82% |
| 3d · 5-7% · TP 25% early close | 143 | -1.3% | -2.7% | 85% | 143 | -1.3% | -2.7% | 85% | 143 | -1.3% | -2.7% | 85% |
| 3d · 5-7% · TP 50% early close | 143 | -1.3% | -2.7% | 85% | 143 | -1.3% | -2.7% | 85% | 143 | -1.3% | -2.7% | 85% |
| All-Day 1% OTM + Cheap-Vol | 22 | -1.5% | -2.3% | 27% | 22 | -1.5% | -2.3% | 27% | 22 | -1.5% | -2.3% | 27% |
| Weekend 1% OTM + Cheap-Vol | 6 | -1.6% | -1.6% | 0% | 6 | -1.6% | -1.6% | 0% | 6 | -1.6% | -1.6% | 0% |
| Weekend ATM + Cheap-Vol | 6 | -1.6% | -1.6% | 0% | 6 | -1.6% | -1.6% | 0% | 6 | -1.6% | -1.6% | 0% |
| Weekend ATM | 40 | -1.9% | -3.1% | 25% | 40 | -1.9% | -3.1% | 25% | 40 | -1.9% | -3.1% | 25% |
| Night ATM + Cheap-Vol | 16 | -2.1% | -2.1% | 19% | 16 | -2.1% | -2.1% | 19% | 16 | -2.1% | -2.1% | 19% |
| All-Day 1% OTM + Cheap-Vol | 57 | -2.6% | -3.6% | 30% | 57 | -2.6% | -3.6% | 30% | 57 | -2.6% | -3.6% | 30% |
| 3d · 5-7% + DVOL gate | 56 | -2.6% | -3.2% | 86% | 56 | -2.6% | -3.2% | 86% | 56 | -2.6% | -3.2% | 86% |
| 3d · 5-7% · TP 25% + DVOL gate | 56 | -2.6% | -3.2% | 86% | 56 | -2.6% | -3.2% | 86% | 56 | -2.6% | -3.2% | 86% |
| 3d · 5-7% · TP 50% + DVOL gate | 56 | -2.6% | -3.2% | 86% | 56 | -2.6% | -3.2% | 86% | 56 | -2.6% | -3.2% | 86% |
| Night ATM | 29 | -2.7% | -2.7% | 14% | 29 | -2.7% | -2.7% | 14% | 29 | -2.7% | -2.7% | 14% |
| Night 1% OTM + Cheap-Vol | 16 | -2.9% | -2.9% | 12% | 16 | -2.9% | -2.9% | 12% | 16 | -2.9% | -2.9% | 12% |
| All-Day 2% OTM + Cheap-Vol | 21 | -2.9% | -3.0% | 29% | 21 | -2.9% | -3.0% | 29% | 21 | -2.9% | -3.0% | 29% |
| All-Day ATM | 96 | -3.1% | -3.7% | 28% | 96 | -3.1% | -3.7% | 28% | 96 | -3.1% | -3.7% | 28% |
| 3d · 5-7% · TP 25% early close | 64 | -3.1% | -3.7% | 84% | 64 | -3.1% | -3.7% | 84% | 64 | -3.1% | -3.7% | 84% |
| 3d · 5-7% · TP 50% early close | 64 | -3.1% | -3.7% | 84% | 64 | -3.1% | -3.7% | 84% | 64 | -3.1% | -3.7% | 84% |
| 3d · 5-7% spread | 64 | -3.1% | -3.7% | 84% | 64 | -3.1% | -3.7% | 84% | 64 | -3.1% | -3.7% | 84% |
| Night 1% OTM | 18 | -3.2% | -3.2% | 11% | 18 | -3.2% | -3.2% | 11% | 18 | -3.2% | -3.2% | 11% |
| All-Day ATM + Cheap-Vol | 21 | -3.2% | -3.2% | 14% | 21 | -3.2% | -3.2% | 14% | 21 | -3.2% | -3.2% | 14% |
| Night ATM | 18 | -3.4% | -3.4% | 6% | 18 | -3.4% | -3.4% | 6% | 18 | -3.4% | -3.4% | 6% |
| All-Day 1% OTM + Cheap-Vol | 21 | -3.5% | -3.7% | 14% | 21 | -3.5% | -3.7% | 14% | 21 | -3.5% | -3.7% | 14% |
| All-Day 2% OTM + Cheap-Vol | 56 | -3.9% | -4.2% | 25% | 56 | -3.9% | -4.2% | 25% | 56 | -3.9% | -4.2% | 25% |
| Weekend 1% OTM | 19 | -3.9% | -3.9% | 5% | 19 | -3.9% | -3.9% | 5% | 19 | -3.9% | -3.9% | 5% |
| Weekend ATM | 19 | -4.1% | -4.1% | 0% | 19 | -4.1% | -4.1% | 0% | 19 | -4.1% | -4.1% | 0% |
| Weekend 1% OTM | 48 | -4.2% | -5.0% | 21% | 48 | -4.2% | -5.0% | 21% | 48 | -4.2% | -5.0% | 21% |
| Weekend ATM | 48 | -4.3% | -4.8% | 25% | 48 | -4.3% | -4.8% | 25% | 48 | -4.3% | -4.8% | 25% |
| Weekend 1% OTM | 36 | -4.5% | -4.5% | 19% | 36 | -4.5% | -4.5% | 19% | 36 | -4.5% | -4.5% | 19% |
| Night 1% OTM | 24 | -4.7% | -4.7% | 17% | 24 | -4.7% | -4.7% | 17% | 24 | -4.7% | -4.7% | 17% |
| All-Day 1% ITM | 145 | -4.8% | -8.3% | 29% | 145 | -4.8% | -8.3% | 29% | 145 | -4.8% | -8.3% | 29% |
| All-Day 1% ITM | 64 | -4.9% | -6.4% | 20% | 64 | -4.9% | -6.4% | 20% | 64 | -4.9% | -6.4% | 20% |
| All-Day 2% OTM | 85 | -6.5% | -6.5% | 24% | 85 | -6.5% | -6.5% | 24% | 85 | -6.5% | -6.5% | 24% |
| All-Day 1% OTM | 91 | -7.8% | -7.9% | 27% | 91 | -7.8% | -7.9% | 27% | 91 | -7.8% | -7.9% | 27% |
| Night ATM | 45 | -8.2% | -8.4% | 13% | 45 | -8.2% | -8.4% | 13% | 45 | -8.2% | -8.4% | 13% |
| Night 1% OTM | 45 | -8.7% | -8.7% | 9% | 45 | -8.7% | -8.7% | 9% | 45 | -8.7% | -8.7% | 9% |
| All-Day ATM | 64 | -10.5% | -10.5% | 14% | 64 | -10.5% | -10.5% | 14% | 64 | -10.5% | -10.5% | 14% |
| All-Day 1% OTM | 64 | -11.1% | -11.1% | 12% | 64 | -11.1% | -11.1% | 12% | 64 | -11.1% | -11.1% | 12% |
| All-Day 2% OTM | 63 | -11.7% | -11.7% | 17% | 63 | -11.7% | -11.7% | 17% | 63 | -11.7% | -11.7% | 17% |
| All-Day ATM | 145 | -12.7% | -14.4% | 23% | 145 | -12.7% | -14.4% | 23% | 145 | -12.7% | -14.4% | 23% |
| All-Day 1% OTM | 145 | -16.2% | -16.6% | 19% | 145 | -16.2% | -16.6% | 19% | 145 | -16.2% | -16.6% | 19% |
| All-Day 2% OTM | 144 | -19.1% | -19.2% | 19% | 144 | -19.1% | -19.2% | 19% | 144 | -19.1% | -19.2% | 19% |