SPY 0DTE Briefing — Backtest Database

Backtest results. Per-strategy trade-level output from the engine's 500-day window (2024-04-22 → 2026-04-20). Numbers shown are the unfiltered baseline — every day in the window, no regime / momentum filters applied. The validated headline PFs in our methodology docs come from filtered subsets of these trades, not the full set. Use this database as the raw data behind those decisions.

Loading…

Strategy Trades Win rate PF Total P&L Avg P&L Best Worst Window

Reading the data

Each per-strategy table shows one row per backtest trade in the 500-day window. Columns: trade date, entry / exit timestamps, SPY spot at entry / exit, net credit collected (positive for short premium, negative for long premium), final P&L per contract, and a win/loss boolean (P&L > 0).

Sorting: click any column header. Stats above each table recompute against the visible (unfiltered) data — the database is read-only here; filtering / regime overlays live in the engine's research scripts (see scripts/run_validation.py and scripts/run_walk_forward.py).