One Day Zoom 0DTE SPX
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Review any session after the close — what the market did, and how the backtested entries would have paid.
Not filtered. No-fill and How the day went cover stops 0.9x–3x and premiums $0.3–$5.5 of this session; the stop and premium filters above don’t change them.
Session Return % = each entry’s P&L in the selected session / $100,000 × 100. Credit return uses actual entry credit as its base.
Market context describes this session independently of trade filters. Expected Move compares the close with the reference band, not every intraday excursion. GEX is the daily 30D observation at session close. Filtered outcomes describe simulated alternatives, not account trades; median and highest mean follow the selected metric.
30D and 3Y refer to option expirations. GEX: $B per 1% move · SPX: index points.
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Partial Data · Waiting for both 30D and 3Y structural histories.
The quartile read uses the 3Y−30D spread relative to earlier observations. This Iron Condor study is separate from the positive/negative sign of 30D GEX. Session preparation uses the prior close; results are historical.
Shown history: — — — · 0 daily observations. 30D and 3Y are option-expiry horizons; each observation is daily. Missing observations are not filled with estimates.
| Date | 30D GEX | 3Y GEX | 3Y − 30D | SPX |
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