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All backtests Backtest: same-day Backtest: weekly Backtest: overnight

Backtest: same-day options

Same-day options (0DTE). Entry at 09:35 New York; quoted exit 15 minutes before the stock session closes on expiry day. One contract per reported trade. Selected price assumption: Quoted bid/ask.
Period02 Jan 2026 — 16 Oct 2026
Sessions199
Closed trades1,217

Historical bid/ask model

Contracts and strikes are selected from the chain available that day. At 09:35 New York, short legs sell at bid and long legs buy at ask using the latest quote within the current regular session. A quote remains current until updated. Positions close at the opposite bid/ask 15 minutes before the stock session ends on expiry day, including shortened sessions.

The model reserves $0.65 per leg for entry and again for exit. This conservative fee estimate includes long options valued at zero with exercise waived; their price is marked with an asterisk.

Published data period: 2026-01-01 to 2026-10-16.

Displayed prices are historical quotes, not confirmed simultaneous fills. Commissions apply on entry and exit. Early assignment, stock delivery, intraday stops, and financing are not simulated. Risk at expiry is theoretical; quoted closing costs can exceed the spread width.

Data coverage: 1217 entries; 1217 closed; 0 still open; 0 missing an exit quote.

Skipped entry opportunities: 65 for market data or contract checks; 907 without an expiry in the selected window. Counts use the selected ticker, strategy and shape.

For 58 closed trades, exit quote size cannot support the budget-sized position. The scaled total is incomplete; these trades remain in the one-contract results.

Historical results by shape

all tickers, sorted by result
Shape Strategy Trades Profitable trades Wing, % of price Avg credit Avg expiry risk Avg P&L Total P&L Return on expiry risk Stress P&L (−10 % credit)
1 % out of the money, wing 1 % Bearish 1,149 66.8% 1.03 0.33 428 -15.0 -17280.40 -3.5% -21027.80
1 % out of the money, wing 1 % Bullish 1,185 76.3% 1.02 0.36 432 -15.2 -18042.00 -3.5% -22342.90
At the money, wing 2 % Bearish 1,270 61.0% 2.07 1.71 710 -21.2 -26939.00 -3.0% -48696.80
At the money, wing 0.5 % Bearish 1,203 56.1% 0.62 0.94 168 -22.8 -27386.80 -13.6% -38646.70
At the money, wing 1 % Bearish 1,217 59.0% 1.03 1.35 331 -23.3 -28300.20 -7.0% -44685.90
1 % out of the money, wing 1 % Iron condor 1,187 60.6% 1.03 0.68 404 -30.1 -35769.40 -7.5% -43786.30
At the money, wing 0.5 % Bullish 1,199 54.9% 0.62 0.83 177 -29.9 -35817.40 -16.9% -45784.00
At the money, wing 1 % Bullish 1,216 58.7% 1.03 1.24 341 -31.0 -37640.60 -9.1% -52709.30
At the money, wing 2 % Bullish 1,269 60.8% 2.07 1.65 718 -32.0 -40614.40 -4.5% -61611.90
At the money, wing 0.5 % Stable: ATM call + put 1,200 27.9% 0.62 1.77 88 -54.2 -64991.00 -61.8% -86172.90
At the money, wing 1 % Stable: ATM call + put 1,216 38.2% 1.03 2.58 209 -54.5 -66222.20 -26.0% -97583.30
At the money, wing 2 % Stable: ATM call + put 1,268 46.8% 2.07 3.37 549 -53.2 -67498.60 -9.7% -110187.00

Highest historical totals by ticker and strategy

at least 40 closed trades, any shape, no missing exits
Ticker Strategy Shape Trades Profitable trades Avg expiry risk Avg P&L Total P&L Return on expiry risk Stress P&L (−10 % credit) At $1000 risk per trade
AAPL Bullish At the money, wing 2 % 114 69.3% 454 +8.4 +954.60 +1.8% -476.30 +3998.20
NVDA Bearish At the money, wing 0.5 % 110 69.1% 163 +6.9 +763.00 +4.3% -206.70 +4321.40 *
NVDA Bearish At the money, wing 1 % 111 68.5% 166 +6.1 +674.40 +3.7% -309.40 +3892.20 *
NVDA Bearish At the money, wing 2 % 111 68.5% 326 +5.9 +655.40 +1.8% -644.00 +1323.80 *
IWM Bearish At the money, wing 1 % 199 64.3% 211 +0.7 +141.60 +0.3% -1541.00 +1639.60 *
IWM Bearish At the money, wing 2 % 197 66.5% 460 +0.3 +59.80 +0.1% -1915.00 -385.80
AAPL Bullish 1 % out of the money, wing 1 % 114 87.7% 235 -0.0 -5.40 -0.0% -211.30 -1.40 *
SPY Bullish 1 % out of the money, wing 1 % 199 79.4% 716 -0.5 -94.40 -0.1% -468.80 -94.40
QQQ Bullish 1 % out of the money, wing 1 % 199 87.9% 628 -0.8 -165.40 -0.1% -953.20 -130.00
NVDA Bearish 1 % out of the money, wing 1 % 111 82.9% 230 -1.8 -197.60 -0.8% -458.90 -573.80 *
IWM Bullish 1 % out of the money, wing 1 % 199 76.4% 279 -1.2 -246.40 -0.4% -546.20 -883.40 *
AAPL Bullish At the money, wing 0.5 % 114 67.5% 171 -3.1 -351.40 -1.8% -1285.80 +2433.80 *
AAPL Bullish At the money, wing 1 % 114 67.5% 171 -3.1 -351.40 -1.8% -1285.80 +2433.80 *
IWM Bearish At the money, wing 0.5 % 199 56.3% 65 -3.6 -720.40 -5.6% -1609.30 +6160.80 *
SPY Bearish At the money, wing 0.5 % 199 58.3% 239 -3.9 -767.40 -1.6% -3299.00 +4601.60 *

By strategy

At the money, wing 1 %
Strategy Trades Profitable trades Avg credit Avg expiry risk Avg P&L Total P&L Worst Best Return on expiry risk At $1000 risk per trade
Bearish
sell call, buy call above
 1,217 59.0% 1.35 331 -23.3 -28300.20 -1672.60 +419.40 -7.0% -68561.80 *

Realized P&L by exit date

One contract per trade. Results are recognized at the quoted exit. Open positions are not marked to market, so this is not account equity and does not measure account drawdown.

By ticker

At the money, wing 1 % · click a ticker for every trade behind the number
Ticker Strategy Wing, % of price Trades Profitable trades Avg credit Avg expiry risk Avg P&L Total P&L Return on expiry risk At $1000 risk per trade
AAPL Bearish 0.86 114 54.4% 0.87 165 -22.7 -2593.40 -13.8% -6980.40 *
GLD Bearish 1.01 139 56.8% 1.04 313 -27.6 -3837.40 -8.8% -8474.20 *
IWM Bearish 1.05 199 64.3% 0.85 211 +0.7 +141.60 +0.3% +1639.60 *
MSTR Bearish 1.07 42 54.8% 0.47 105 -57.9 -2430.20 -55.2% -15041.60 *
MU Bearish 1.06 68 44.1% 3.02 542 -180.5 -12275.80 -33.3% -18181.40 *
NVDA Bearish 1.24 111 68.5% 0.89 166 +6.1 +674.40 +3.7% +3892.20 *
QQQ Bearish 0.99 199 60.3% 2.02 467 -10.7 -2131.40 -2.3% -3014.20 *
SOXL Bearish 1.05 34 32.4% 0.28 90 -64.8 -2204.40 -71.8% -9718.60 *
SPY Bearish 1.01 199 61.8% 1.64 570 -6.8 -1353.40 -1.2% -1805.60 *
TSLA Bearish 1.03 112 58.9% 1.46 260 -20.4 -2290.20 -7.9% -10877.60 *

How it was computed

Rankings select the highest totals within this same historical period. They are not an independent test of a strategy chosen in advance. Different tickers and scenarios can have different numbers of eligible trades.

The $1000 limit applies to each new trade separately. Simultaneous positions require additional capital. The model does not impose a total account budget, reinvest profits, or include financing costs.

The short strikes target the underlying price at 09:34, or 1 % out of the money; protective strikes are nearest the target wing width. Only standard 100-share contracts available that day are eligible. Missing or invalid entry quotes and invalid structures produce a recorded skip. Missing exit quotes remain unresolved trades.

The overview rankings cover all tickers and shapes for this expiry horizon. The strategy, ticker and chart sections below the filters use the selected ticker, strategy and shape. All sections use the selected price assumption.