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Filters

Every filter in the Strategy Browser explained: search, width, stop loss, premium, entry time, minimum entry spacing, and best-per-entry-time.

Filters narrow the catalog by a strategy's parameters — what the strategy is. (To narrow by its results — what it did — use Min Thresholds.)

The full filters panel: search, width, stop loss, premium, entry time, spacing, best-per-entry-time

Every chip row has an All chip that clears that filter, and Reset all (top right) resets everything — filters, thresholds, and scope — in one click.

The search box matches against strategy id, display name, and entry time — the fastest way to jump to a specific setup, e.g. typing 15:27 or MEIC.

Width

Width and Stop Loss filter chips

Spread width in points — the distance between the short and long strikes. The chips (e.g. 30 / 50 / 70 / 100 / 150 / 200) come straight from the database; multi-select is allowed. Width drives both the maximum loss and the margin of a spread: max loss per contract = (width − premium) × 100.

Stop Loss

Stop loss as a percentage of the credit received. A $3.00 credit spread with a 95% stop closes when the loss reaches roughly 95% of that credit. The available levels (e.g. 95% / 150% / 200%) are the ones the database was backtested with — every row already includes its stop-loss behavior in the results.

Premium

Premium filter chips

Target premium (credit) collected per spread, in dollars. Higher premium means more income per trade but typically strikes closer to the money — a different risk profile, not a free upgrade.

Entry Time

Entry time range slider, minimum entry spacing, and best-per-entry-time

The time of day (ET) the position is opened. The range slider spans the roughly 109 distinct entry times in the database, from 09:33 to 15:51, on an alternating 3–4 minute grid. Narrow it to focus on, say, morning entries only.

Min entry spacing

Thins that entry-time grid to a minimum cadence — Off, 7, 10, 14, 17, 21, 31, 45 or 63 minutes — and shows how many entries survive. Why you'd care: strategies entered minutes apart are highly correlated (they see nearly the same market), so a portfolio of ten entries three minutes apart is far less diversified than ten entries spread across the day. The label under the slider grades the effect, from "shows every entry" to "meaningful decorrelation".

Best per entry time

Keeps only the best N strategies (by the ranking metric) at each entry timeAll, or Top 1 through Top 4. This is the declutter tool: a dense grid of near-duplicates becomes one line per entry time, and the catalog reads like a menu instead of a wall.

Disclaimer

Cashflow Engine is analytics and educational software — not financial advice, and not an investment adviser, broker, or signal service. It issues no buy or sell recommendations and never holds or manages your money. Trading options carries substantial risk, including the loss of your entire investment. All backtests, simulations, and performance figures are hypothetical, are shown for research purposes, and do not indicate future results. Do your own research, understand the risks, and consult a licensed professional where appropriate. Your account, your decisions, your responsibility.

Cashflow Engine · Sheridan, WY · terminal@cashflowengine.io