Strategy Tester

A successful strategy requires time to prove itself.

While a strategy may look flawless on paper, real-world results depend on actual trades, where factors like emotions come into play.

To minimize the impact of emotions, a solid trading plan should be as mechanical as possible.

That’s what I aim to showcase here. On this page, I document every trade made using a specific strategy so you can see its performance in action.

My goal is to reach at least 100 trades, providing a meaningful sample size for evaluating the win rate.

For the first 10-20 trades, there will be some fine-tuning of the strategy, which could impact the win rate or potential losses. However, over the course of 100 trades, those effects should balance out.

Strategy 1: 45 DTE Put Credit Spread on SPX

Complete Guide: Here

Application of Strategy: Here

Max Capital Allocation: $15k

Parameters:

• Initial position: Short put at 0.25 delta, $25 width
• Second position: Short put at 0.20 delta, $25 to $50 width
• Subsequent positions: Short put at 0.20 delta, $50 width

Trade Proof on X: 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12

Overall Statistics

Strategy 2: 0 DTE Market Rally/Crash on SPX

Market Conditions (both criteria must be met):

• Market in strong up or down trend (Gap up or gap down)
• Clear resistance or support established by mid-day 

Parameters:

• Call Credit Spread or Put Credit Spread at 0.10 delta, $20 width
• Buy to close at 30% total premium received 

Trade Proof on X: 1