Post 99 — The missing piece from the Two-Engine 0DTE Strategy: selling the same number of contracts at VIX = 12 and VIX = 32 is the fastest way to blow up a 0DTE account
Great article. However I can't seem to find the PT and stop loss to backtest this myself. Would you mind putting all the vital statistics in one place?
Great article. However I can't seem to find the PT and stop loss to backtest this myself. Would you mind putting all the vital statistics in one place?
10 Delta put spread, 5pts wide, 100% Stop loss? , 50% PT?
doesn't moving to 15 delta get you closer to spot, less OTM? i must be missing something. great article btw.
What is the daily target 1x loss you set when you run the 2-year backtest above.
Great article by the way. Thanks so much for sharing.