QQQ · Historical validation: adaptive synthetic 0.5%
The 2026 rules are frozen and applied to earlier data. This is a separate retrospective validation, not a newly optimized strategy or proof of future profits.
Requested history: 2021–2025. The current data key provides QQQ minute and daily prices from September 6, 2024. A frozen 30-calendar-day warmup leaves the first test session on October 7, 2024. The earlier years and earlier part of 2024 are unavailable, not zero-return periods.
Option quote history itself starts on March 7, 2022. Contracts or transaction prices from earlier dates cannot replace the bid/ask needed by this model. Massive quote documentation
Only real same-day expiries are allowed. A day without such an expiry is a legitimate no-entry day; a missing price or signal is a data gap. No weekly option or one-day-later expiry is substituted.
Year-by-year validation
Each year starts with fresh initial capital; partial years are not annualized.| Period / coverage | One-set P&L / trades | ROI on $1,000 | ROI on $2,000 | ROI on $5,000 | ROI on $10,000 |
|---|---|---|---|---|---|
| 2021 Underlying minute data unavailable with this key |
— | — | — | — | — |
| 2022 Underlying minute data unavailable with this key |
— | — | — | — | — |
| 2023 Underlying minute data unavailable with this key |
— | — | — | — | — |
| 2024 06 Oct 2024 — 31 Dec 2024 · Partial year |
-2095.00 26 / 60 profitable Average win / loss: +221.52 / -231.02 |
Insufficient funds for the next entry 25 Oct 2024 | Insufficient funds for the next entry 19 Dec 2024 | -41.90% | -20.95% |
| 2025 01 Jan 2025 — 31 Dec 2025 · Full year |
-17824.00 96 / 250 profitable Average win / loss: +270.95 / -284.65 |
Insufficient funds for the next entry 08 Jan 2025 | Insufficient funds for the next entry 16 Jan 2025 | Insufficient funds for the next entry 11 Apr 2025 | Insufficient funds for the next entry 15 Jul 2025 |
Return on reused working capital
01 Jan 2022 — 31 Dec 2022 · Period return, not annualizedThe same initial cash is reused. Exactly one option set per entry, no deposits and no position increases. ROI = period P&L / initial cash × 100; daily risk is not added to the denominator.
Before each entry, initial cash plus earlier realized P&L must cover the theoretical risk of one set. A funding failure is flagged, not repaired with deposits or skipped trades. This checks the model cash path, not actual broker margin or intraday margin calls. Cash interest and taxes are not included.
Fixed rules: the previous session open-to-close move above +0.2% selects bullish, below −0.2% bearish; inclusive neutral boundaries carry the last known direction. Buy the directional ATM option, sell the opposite option at the same strike, and buy its protective wing 0.5% away from that strike.
Entry 09:35 New York, underlying reference from the completed 09:34 minute. All three options close 15 minutes before the session ends, including early closes. Buys use ask and sells bid; closing reverses the sides. Six commissions of $0.65 are reserved. No take-profit, stop, premium filter, stock delivery or early assignment is simulated.
A bought option with a valid zero bid is valued at zero with exercise waived, not recorded as an executed sale. Its reserved closing commission is still charged. A missing quote is not a zero bid.
Daily P&L below is the one-set strategy calculation even after a small capital reserve would fail. It is not the funded return of an exhausted account. Missing exits have unknown P&L, and insufficient funds are not silently replenished.
Trade by trade
| Timing, ET | Result, $ one option set |
Direction / signal | Underlying, $ | Sold options | Bought options | Credit / debit per share; fees in $ |
Risk per option set one option set |
|---|---|---|---|---|---|---|---|
| No closed trades match the selection. | |||||||