The dataset & parameter grid
Second-level SPX 0DTE options data since May 2022, a fully-disclosed parameter grid of 245,250 combinations, and tens of millions of simulated trades — re-scored weekly.
The instrument
Everything is built on SPX 0DTE options — S&P 500 index options traded and expiring the same day (the PM-settled weekly series). SPX options are cash-settled: at expiry, positions settle to the official settlement value — no shares, no assignment mechanics. VIX and moving-average signals (for the EMA-gated METF variants) come from index data alongside.
The resolution
Backtests run on second-level (1-second resolution) options data — quoted markets sampled every second through the trading day, plus the record of where contracts actually traded and the official settlement prints.
Resolution is the difference between modeling and guessing for 0DTE: a stop set at 95% of credit can trigger and recover within a single minute. On end-of-day or even minute bars, that event is invisible; on second-level data it's a measurable crossing.
Coverage
- From May 16, 2022 to the current data through date shown in the app (new data lands roughly weekly — the period banner always shows the exact date the numbers reflect).
- Over 1,000 trading days and counting — spanning the 2022 bear market, the 2023–2024 rally regimes, and everything after. That range matters: a strategy graded only on one regime is a bet on that regime repeating.
- METF (EMA-gated) variants have history from February 2023, when indicator coverage begins — so their "Total" period is shorter than MEIC's. Same data, honest difference.
The parameter grid
The catalog isn't a curated list of favorite strategies — it's the full cross-product of a disclosed grid:
| Dimension | Values |
|---|---|
| Spread widths | 30 / 50 / 70 / 100 / 150 / 200 points |
| Stop-loss levels | 95% / 150% / 200% of collected credit |
| Target premiums | $1.00 – $6.00 per spread (10 levels) |
| Entry times | 109 slots, 09:33 – 15:51 ET |
| Sides | put and call |
| Logic variants | 14 (single-side, both-side iron condor, EMA-gated METF, composed ratios) |
That's 245,250 parameter combinations — the "200,000+ strategies" on the homepage — backed by tens of millions of simulated per-side trades. Because the grid is exhaustive rather than curated, you can see a strategy's whole neighbourhood (that's what Confluence measures) — and it's also why selection bias is a first-class topic here rather than a footnote.
Freshness
The whole grid is re-scored every week on the newest data — you're never choosing from a snapshot someone took months ago. The data through pill in the Strategy Browser shows the most recent trading day that is both backtested and in the cache the app reads; a date a few days back is the normal rhythm of the weekly cycle, not staleness.