Cashflow Engine Blog

Data over Drama.

SPX 0DTE options, backtesting methodology, and trading automation — measured, not opined. No noise, just signal.

Browse by topic

How zero days to expiration (0DTE) options work on SPX: mechanics, defined-risk strategies, and what backtest data shows about them.

Canonical definitions and backtest data for MEIC (Multiple Entry Iron Condor), METF (Multiple Entries Trend Following), and SPX 0DTE ratio spreads.

How to backtest options strategies without fooling yourself: methodology, tooling, selection bias, and live-vs-backtest reality checks.

Sharpe, Sortino, Calmar, MAR and drawdown metrics for options portfolios — what they measure, where they break, and how we compute them.

Automating rules-based options strategies: execution tooling, broker infrastructure, monitoring, and the operational failure modes nobody advertises.

SPX and SPXW options mechanics: cash settlement, European exercise, trading hours, Section 1256 tax treatment, and SPX vs SPY differences.

First articles are on the way.

Data-driven pieces on 0DTE options, backtesting, and automation land here soon.