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🌙 0DTE Selling▼
📋 Master ReportDaily + Weekend + mechanics — share-ready🌙 0DTE Sell (Tardis)Full 4-month matrix: side/offset/hour/weekday📊 0DTE M2 HistTop variants on 2024+ Model-2 history
📈 Signals & Spreads▼
Signal Long OptionsBuy call/put on library trend signalsCredit Spreads0DTE/multi-day credit spread familyCredit Spreads · LibraryDonchian/KAMA/CUSUM → credit spreadsLong Options · LibraryLibrary signals → buy call/put⭐ Donchian MasterAll Donchian spread variants + ledger🎟️ Cheap Options on SignalsBest trend signals → cheap long/spread/fly, side-split + by-year, M2 vs Tardis🗓️ Calendar SpreadsWeekly put & call calendars — by-year, per-variant charts, Tardis reality check🗓️ 2wk/1wk + Close Rule2-week long vs weekly short, with the week-1 close rule — call & put, strikes, by-year, Tardis🌪️ Diagonal Vol-RegimeIV filter (low-IV only) vs inverse hedge — why the diagonal bleeds on a vol crush⭐ Perfect DiagonalTHE 2wk/1wk book: naive → +rules → +IV-filter, before/after equity📋 2wk/1wk Live-PlaybookGoing-live reference: structure, best variant, exact rules, weekly checklist, stats BTC+ETH🎯 BTC Trade-ThisTHE variant to trade 2026 — 2025/26-weighted, DD-first, real-exec validated🎯 ETH Trade-ThisSame analysis for ETH — model vs real-exec, garbage-quote cleaned📏 Longer-Long TenorLonger long + weekly selling (2/3/4wk) — leverage vs edge, vega-crush caveat🏆 BTC 2wk/1wk — Trade ThisTHE variant: rules, tenor/mgmt tests, Monte-Carlo DD distribution, real Tardis🌙 Overnight ReportThe honest conclusion: hedged vs naked vs naked+stop, MC DD, sizing, recommendation🪙 HYPE Covered CallReal HYPE data: covered call capped the rally + kept the −64% DD — worst of both
🧪 Strategy Tests▼
🔬 HHV/LLV (Nik)ETH trend catcher — filter / long-options / credit experiments📉 MR-Envelope (Nik)ETH MR-envelope bot, his ETHUSDT params, band exit — equity + monthly heatmap, works from 2023🌊 Vol-Native SignaleBTC+ETH delta-hedged vol harvest — Signal=IV-Zustand statt Preis; IV-Filter ≫ blind, low DD, jedes Jahr positiv🤖 Nik Futures-AlgosReproduktion von Niks 6 Algos (RISE_FALL/EXPANSION/STOCH/MA_CROSS/ENVELOPE) — verbatim Engine + Signale, ETH💰 Credit Spreads (Nik)Credit spreads on algo signals: per-algo tabs, PUT/CALL, variants × year, futures comparison (same size)🧩 Two-Sleeve BookIncome engine (Weekly IC, real BTC+ETH marks) + trend sleeve → lower DD than either; the session headline, real-validated📅 Weekly Selling RulesWednesday-put rule, protection comparison, asymmetric call rules, sequential diagonal — English, for the quant team🎯 Overnight Strikes: ATM vs OTMEquity charts + tables per strike distance, naked, real ledger — the 3%-OTM sweet spot🌙 Overnight Research ReportEverything on overnight 0DTE selling: edge, structure, timing, the filter hunt (negative), playbook — English, for the quant team🗓️ Calendars on SignalsCalendar spreads on futures signals: BTC 28/14 timing edge (2× per trade vs blind, survives exec, p=0.0002) — English, for the quant team🏛️ Multi-Sleeve Portfolio ★THE capstone: 4 decorrelated sleeves (0DTE + BB+stops + trend + asym-IC) — real MaxDD −1.4%, worst week −0.79%, every year positive📋 Strategie-Übersicht (DE) ★EINE Seite, einfach erklärt: die besten Strategien mit Equity-Kurven, jede einzeln, Modell-vs-Echt — für Sven🏛️ Grand Book (Sprint) ★DD-first greedy over ALL validated sleeves incl. session-new (calendar + Wednesday-puts) — MaxDD −2.0%, r/DD 37, every year positive; what the sprint kept and rejected🧱 Vol-Structure Deep-DiveJade lizard, ETH calendar, broken-wing butterfly, standing tail — 4 structures tested, all negatives, with honest verdicts + why the book is the endpoint🔀 Shifting Iron CondorRe-centering an IC 2× on long tenors (month/quarter) — Sven's idea, tested honestly: doesn't hold (VRP is short-end, shifting bleeds in trends), with full grid + sample ledger🗓️ Kalender-Strategie (DE) ★Der BTC-28/14-Kalender im Detail: Struktur, Payoff, warum, die Zahlen — und KANN MAN GRÖSSER TRADEN? Sizing-Analyse + Live-Paper-Plan🗓️ Calendar Strategy (EN)BTC 28/14 calendar in full detail (English, for Ivan/quant team): structure, payoff, numbers, full trade ledger, sizing analysis, live-paper plan📐 Trend Algos & FiltersATR/ER/vol-slope/slope regime slices + dynae + SOL🧮 Trend+Vol CombosMACD/ADX/MA × ATR direction-aligned gates — Nik's combos, long/short + by-year🔵 BTC MR FadeBTC ER-low envelope mean-reversion — exit variants, the one crypto MR edgeStrategy TestsS3+1 / Inner-Ratio backtest variants🛡️ Conservative SellerLow-DD weekly strangle + daily hedge🪜 Diagonal v2Long-hedge + daily 0DTE shorts; +0DTE combo🦋 Butterfly BookSignal flies — Tardis+M2, TP policiesHedge ComparisonCost vs premium decompositionRecency 6m/12mRecent-window performance slices
📓 Research▼
💡 Ideas & FindingsResearch log — validated / fragile / dead / open, with evidence
🟢 Live▼
🟢 Live Paper (Options)Walk-forward paper trades on OKX book🗓️ Weekly PaperFriday-scheduled winners: Adaptive IC, call-spreads, Wednesday-put — live OKX chain🟠 Futures PaperATR-trailing futures paper engineLive OKX SnapshotRead-only account + market snapshot
📊 ScorecardLab
snapshot: 2026-05-25 18:27:05 UTC

Future Signals — Options on E164 Signals

Long-only directional cheap option buying triggered by Sven's E164 trend / mean-reversion signals. Universe: HQ signals only (climax_bar + fake_rising_falling) during the WEEKEND / PRE_EXPIRY window (Fri 20:00 UTC → Mon 08:00 UTC and weekday 00:00–08:00).

62 raw trades total (2024: 28, 2025: 28, 2026 partial: 6). BTC 38 (61%), ETH 24 (39%). Click any card below for the full strategy description, year-by-year breakdown, and trade-by-trade ledger with every transaction.

📐 Signal Non-Lose Matrix — Premium-Selling Suitability Lookup →
Per Signal × Direction × DTE × Strike-distance: chance that spot did NOT move adversely. Directly maps to credit-spread strike selection.
⚡ NEW: Library-Algo Long Options (Donchian / KAMA / CUSUM) →
Long calls/puts triggered by signals from the Tier-1 validated strategy library (178.105.198.225:8181). Buy direction = signal direction. Same window slices (allday/weekend/night) + cheap-vol filter as the E164 variants.

ATM Long Option on HQ Signal × WeekendWEEKEND

signal-options-weekend-atm
Final / Total
$12,628
+26.28%
Max DD
-4.29%
CAGR +11.17%
Win % / N
58% / 62
28.15/yr
Avg R
+0.77R
Best +10.6R
YearNWinSum $
20242843%$-243
20252875%$+2,509
2026650%$+106
→ Click for details, description, trade-by-trade ledger

1% OTM Long Option on HQ Signal × WeekendWEEKEND

signal-options-weekend-1otm
Final / Total
$13,086
+30.86%
Max DD
-4.80%
CAGR +12.99%
Win % / N
52% / 62
28.15/yr
Avg R
+0.89R
Best +11.8R
YearNWinSum $
20242839%$-295
20252864%$+2,946
2026650%$+104
→ Click for details, description, trade-by-trade ledger

ATM + Cheap-Vol Filter (DVOL/RV < 1.0)WEEKENDCHEAP-VOL

signal-options-weekend-atm-cheapvol
Final / Total
$11,552
+15.52%
Max DD
-1.43%
CAGR +6.95%
Win % / N
73% / 22
10.24/yr
Avg R
+1.33R
Best +6.4R
YearNWinSum $
20241050%$+8
2025989%$+1,265
20263100%$+187
→ Click for details, description, trade-by-trade ledger

1% OTM + Cheap-Vol Filter (DVOL/RV < 1.0)WEEKENDCHEAP-VOL

signal-options-weekend-1otm-cheapvol
Final / Total
$12,282
+22.82%
Max DD
-1.47%
CAGR +10.04%
Win % / N
68% / 22
10.24/yr
Avg R
+1.91R
Best +11.8R
YearNWinSum $
20241050%$+48
2025978%$+1,831
20263100%$+218
→ Click for details, description, trade-by-trade ledger

All-Day HQ · ATM (grid-rounded)ALL-DAY

signal-options-allday-atm
Final / Total
$20,724
+107.24%
Max DD
-4.69%
CAGR +36.44%
Win % / N
62% / 218
92.96/yr
Avg R
+0.68R
Best +10.6R
YearNWinSum $
202410257%$+1,560
20259071%$+4,299
20262654%$+1,513
→ Click for details, description, trade-by-trade ledger

All-Day HQ · ATM (grid-rounded) + Cheap-VolALL-DAYCHEAP-VOL

signal-options-allday-atm-cheapvol
Final / Total
$14,808
+48.08%
Max DD
-1.11%
CAGR +20.00%
Win % / N
69% / 78
36.22/yr
Avg R
+1.02R
Best +6.8R
YearNWinSum $
20243768%$+1,148
20252868%$+1,570
20261377%$+1,249
→ Click for details, description, trade-by-trade ledger

All-Day HQ · 2% OTMALL-DAY

signal-options-allday-2otm
Final / Total
$21,224
+112.24%
Max DD
-6.12%
CAGR +37.84%
Win % / N
52% / 218
92.96/yr
Avg R
+0.71R
Best +19.9R
YearNWinSum $
202410247%$+1,024
20259060%$+5,048
20262642%$+1,672
→ Click for details, description, trade-by-trade ledger

All-Day HQ · 2% OTM + Cheap-VolALL-DAYCHEAP-VOL

signal-options-allday-2otm-cheapvol
Final / Total
$16,501
+65.01%
Max DD
-1.18%
CAGR +26.18%
Win % / N
63% / 78
36.22/yr
Avg R
+1.32R
Best +19.3R
YearNWinSum $
20243762%$+1,196
20252864%$+2,875
20261362%$+1,065
→ Click for details, description, trade-by-trade ledger

All-Day HQ · 1% ITM (deeper, higher delta)ALL-DAY

signal-options-allday-1itm
Final / Total
$15,700
+57.00%
Max DD
-3.58%
CAGR +21.21%
Win % / N
66% / 218
92.96/yr
Avg R
+0.42R
Best +4.0R
YearNWinSum $
202410264%$+1,360
20259072%$+2,593
20262654%$+587
→ Click for details, description, trade-by-trade ledger

All-Day HQ · 1% ITM (deeper, higher delta) + Cheap-VolALL-DAYCHEAP-VOL

signal-options-allday-1itm-cheapvol
Final / Total
$12,672
+26.72%
Max DD
-0.83%
CAGR +11.62%
Win % / N
71% / 78
36.22/yr
Avg R
+0.61R
Best +3.4R
YearNWinSum $
20243776%$+983
20252861%$+812
20261377%$+587
→ Click for details, description, trade-by-trade ledger