SPY 0DTE Briefing — Simulator

Outcome-honest simulator. Pick a structure and a market state — the page renders the payoff zones across SPY's price axis and overlays today's analog distribution. Not P&L — doesn't model credits received, fills, or slippage. Use it to sanity-check "where would this structure have to land to win" before committing to a trade.

Structure setup

Payoff zones

Pick a structure above.
Configure a structure to render zones.
Profit zone Partial loss (defined risk) Max loss / breach Entry spot Analog day's close

Analog distribution

Pull a session above to see how today's analog days land across these zones.

Zone From To Analogs landing here % of analogs

How to read this

Each zone is a contiguous range of SPY closing prices that produces the same outcome label. Profit zone is where the structure makes its target outcome (collected premium for short structures, captured directional move for long structures). Partial loss is the defined- risk middle band where the position is between break-even and max loss. Max loss is the structure's defined-risk wing or, in the case of long premium between strikes, the debit paid.

Strikes default to round-dollar SPY ($1 increments) anchored on EM-multiples of the entry spot. Wings default to $5; edit any field above to override. The analog distribution is read from the latest session's containment_estimate.analogs — Pull populates spot, EM, and the analog set in one click.