Backtests
Frozen historical tests. Every page reads only its verified snapshot and states its own entries, exits, fees and unresolved outcomes.
These are research results, not trading signals, and not an account balance.
Deep in the money (Deep ITM)
Options deep in the money instead of shares: strike + premium is about the share price, so the option moves like the shares while the loss cannot exceed the premium.
Deep ITM: in the day (0DTE) or overnight
A QQQ, SPY, IWM or SMH Call or Put whose strike plus premium is the share price: bought at 09:35 with the same-day expiry, or at the first moment between 09:31 and 10:00 when the formula holds at the ask, or with a limit order at the formula from 09:35 to 10:00 (QQQ 2026, replayed on ticks), and sold at the 16:10 bid (SMH: 16:00) or exercised at 17:25; or overnight: bought at 16:10 (SMH: 16:00) and sold or exercised at 09:35 the next trading day. About $10,000 a day, the leverage of every trade, Call, Put or both, each year of 2022-2026 separately. Opens on the best variant of 2026.
Deep ITM 0DTE between technical levels: a Put at resistance, a Call at support
The QQQ, SPY, IWM or SMH Call or Put whose strike plus premium is the share price, with a leverage of 80 or more, bought during the regular session (09:36–15:59) when the price touches a level known at 09:35 (the previous session's high, low and close, the pivots, the pre-market and opening-range extremes, round numbers): a Put at the level above, a Call at the level below. Sold at the real bid when the price reaches the nearest level on the other side, at least 0.1–0.5% away; otherwise held to the 16:10 bid (SMH: 16:00) or exercised at 17:25, the premium being the stop. One position at a time, any number of trades a day. Opens on the best variant of 2026.
Deep ITM 0DTE with averaging: adds by steps or at technical levels
The same 09:35 purchase of the QQQ, SPY, IWM or SMH Call or Put whose strike plus premium is the share price, plus adds when the price goes against it between 09:36 and 15:59, while the options trade: every 0.1–0.5% from the 09:35 price, or at the technical levels known at 09:35 (the previous session's high, low and close, the pivots, the pre-market and opening-range extremes, round numbers). The step, the number of adds and their size are settings; each add is bought at the real quote of its minute. Sold at the 16:10 bid (SMH: 16:00) or exercised at 17:25. Opens on the best variant of 2026 per dollar of capital.
Deep in-the-money options overnight: buy before the close, sell at the open
Before the close, buy the in-the-money Call or Put of the nearest expiry whose strike plus premium is the share price, the one nearest the money for the most leverage, and sell it at the next open: the after-hours, the night and the pre-market in one position. The purchase minute, the sale minute, the tolerance of the formula and the budget are set on the page, for each year separately.
Deep in-the-money options instead of shares
How far in the money a Call or a Put must be to move like the shares, and what the strike plus the premium costs above the share price, for terms from the same day to two months: the overpay at the ask and at the mid, its parts (spread, insurance, interest), the delta, the leverage and the cost of holding a year by rolling.
Configurable test
Configurable entries, exits and option structures.
Call / Put overnight
Buy QQQ, SPY or IWM options expiring the next session at 15:30-16:15 New York (the options close) and sell them at the bid 09:31-10:00 after the next open, to hold the after-hours, overnight and pre-market move: Call, Put or both, OTM or ITM strikes up to three steps out, a $1,000 daily budget or one contract, or holding to expiry what is not in profit at the sale. Opens on the best variant; every entry and strike combination side by side, a nightly chart and a sortable ledger.
Call overnight on RSI nights, 2023–2026
A copy of the overnight test over four years of QQQ with an RSI range: the Call (or Put) is bought only on nights whose daily RSI(14) or RSI(2) is within the chosen bounds, by default RSI(14) of at least 70. Every year with and without the filter side by side and the RSI of every night in the ledger.
Buy Call + Put before the close
Buy QQQ, SPY or IWM 0DTE options at 15:30-15:50 New York: OTM or ITM strikes up to three steps out, exit at the 16:10 bid or at intrinsic value at 17:25, a profit lock by closing, a share hedge or a delta hedge, activity and option-price filters, one contract or $1,000 a day. Opens on the rule chosen for stability on 2022-2024; QQQ history 2022-2026, checks and a sortable daily ledger.
Call or Put before the close by RSI
A copy of the Call + Put test that buys only one side each session, chosen by RSI of the chosen bar size (a day, an hour, 15 or 5 minutes) and length: reversal or trend, two bands, and what to do between them. 2022-2026 for QQQ, SPY and IWM; opens on the variant a search of 439,040 variants per ETF chose on 2022-2024, every year beside the pair and each side alone.
Options lab: arbitrary legs
Build a timed 0DTE position from separately sized CALL and PUT legs, then inspect every eligible session and the quoted or theoretical exit basis.
Call + Put within the day
QQQ, SPY or IWM; buy or sell the pair; entry and exit clock, ITM or OTM strikes, stop-loss and premium budget, calculated independently from bid/ask with profit and drawdown.
NVDA: 100 shares and a written call
Hold the shares and write a call against them every cycle, weekly or the shortest listed expiry. Strike distance, writing time and what happens on assignment are yours; the page shows every premium against the upside it gave up, and both against simply holding the stock.
NVDA: covered call, calls bought before reports
The covered call with one change: in the weeks before each quarterly report the call is bought at the ask instead of written, 3 weeks by default. Every report window against the original test and against holding the shares; opens on the best variant.
Call + Put with protection
Sell the pair and buy an outer call and put selected by target price or a share of the received premium. Four equal legs, no stop-loss.
Call + Put, adding on moves
Sell the pair, then sell more every time the ETF moves through a level: CALLs on the way up and PUTs on the way down, both, or the other way round; the step, the quantity, the levels, the strike and the cut-off clock are yours. Stop on the whole position. Opens on the most robust setting of the 2022-2026 sweep: the calm leg, 0.10 % steps, until 14:00, a $5,000 stop.
Synthetic with hedge
Buy a call and sell a put on the same strike, plus a protective wing a whole number of strike steps away; bearish is the mirror. Direction is fixed or adaptive from the previous session, with a configurable intraday reversal depth that flips the position once when the ETF moves against it.
Move speed: react with an option
When the ETF moves N % within 1-30 minutes, buy or sell one same-day CALL or PUT with the move or against it, at a strike from the trigger or the start price; hold for minutes, to a clock or to expiry, with an optional stop and target. Shows where the ETF went after every spike of that speed. Opens on the 2022-2026 sweep's most robust reaction: after 0.30 % in 30 minutes sell the nearest OTM option on the calm side and hold to expiry.
Open interest: does the majority guess the direction?
When calls outnumber puts, or more than usual, does the price go up next? OCC open interest of the whole US market since 2021 and the option volume of QQQ, SPY, IWM, TSLA and NVDA: hit rate against chance over 1-20 sessions, by year and on separate windows. Open interest by strike is collected every day for a later test by ticker.
QQQ · Nasdaq-100
Option experiments on the index ETF.
Sell Call + Put
Sell the nearest strictly OTM call and put expiring the same day at 09:35 or 12:00 New York; buy both back at ask at the close. A premium budget with a fixed daily allocation and a separate intrinsic-value-at-expiry view.
Late-session CALL: account history
Every modeled QQQ CALL entry and exit, with curves for one contract, a fresh $1,000 daily allocation, and a $1,000 account without top-ups.
Buy Call + Put
Buy the same pair at 09:35: the first leg sold recovers the pair, the remaining one is valued at intrinsic value at 17:25 the same day. Three exit rules and a $1,000 premium-budget sizing.
Calendar straddles
Buy the longer straddle and sell the shorter one at the same strike — day/week, week/month or day/month. Entry at 09:35, exits 15 minutes before the actual close, with and without rolling the long pair.
Historical validation: adaptive synthetic 0.5%
The frozen 2026 rules applied to earlier data — a retrospective check, not a newly optimized strategy. Missing earlier years are unavailable, not flat periods.
Tesla
Single-stock options with their own verified minute history.
Weekly straddle under protection, with rolls
Four-week cycles: 100 cheap calls and puts $30 out of the money, a straddle sold at the price every week, and rolls when TSLA moves $20: the bought side deep in the money, the other short $10 closer, back after a $10 return. Checked every minute on real quotes.
Sell Call + Put
One call and one put per entry at 09:35 or 12:00. Same-day expiry, the current week's Friday expiry, and a separate model that holds every daily pair to its actual expiration. Unadjusted prices across the 2022 split.
Monthly protection + weekly sales
Four-week cycles: 100 long ATM calls and puts for the month against weekly short pairs rolled 15 minutes before each weekly close. An oracle mode that uses next week's direction is compared with its control.
Spreads and structures
One engine, eleven tickers: vertical spreads and iron flies.
Same-day options
Bullish, Bearish and Stable structures opened on the expiry day, with wings of 0.5%, 1% and 2% and both price assumptions. Daily trade lists per ticker.
Weekly options
The same structures with 5–12 calendar days to expiry, on the same tickers and the same signal.
Overnight transfers
Hold from the close to the next open: stock, stock with a protective put, synthetics and a call, across eight direction rules. Each night is listed.
Volatility ETFs
Display-only results, kept out of the standard option universe.
News and volatility
Separate Yahoo archive and local-model research; not a live trading signal.
Live option quotes and the premium screener stay on the options pages.