FAQ
The questions new Engine users actually ask — about the data, the strategies, what the tool does and deliberately doesn't do.
The questions new Engine users actually ask, answered directly. Each answer is self-contained; the linked pages underneath go deeper.
Frequently Asked Questions
- Is CashFlow Engine financial advice?
- No. The Engine is analytics and educational software. It issues no buy or sell recommendations, never holds or manages your money, and the order of a sorted column reflects the statistic you sorted by — not a suggestion. Your account, your decisions, your responsibility.
- Does the Engine trade for me?
- No. Blueprint is the design workbench: browse, build, stress-test, compare, export. Execution happens in your own tooling — for example via the OptionsApp export and your own broker connection.
- Do I need to install anything?
- No — the Engine runs in the browser. You can install it as an app on your phone from the browser's share menu if you want the full-screen version.
- Can I use my own backtests in the Engine?
- Yes. Import them as CSV and they become first-class strategies under the Mine scope, with computed metrics, mixing freely with the database in the Portfolio Builder.
- Where does the backtest data come from and how current is it?
- Backtests run on second-level SPX 0DTE options data from May 2022 onward, and the whole strategy grid is re-scored weekly. The Data-through pill in the Strategy Browser shows exactly which trading day you're seeing.
- Are the backtest results after fees?
- Catalog figures are modeled P&L per contract, net of commissions and modeled slippage — and hypothetical throughout. Past performance, simulated or real, does not indicate future results.
- Why do METF strategies have less history than MEIC?
- The trend signal METF depends on starts in February 2023, so METF variants are graded from there. Same data, honest difference.
- Which strategy should I trade?
- That's the one question the Engine deliberately won't answer. What it will do is show you which candidates survive scrutiny: long backtest periods, a confirming parameter neighbourhood (Confluence), and a Monte Carlo stress test you could sit through.
- Why shouldn't I just take the top of the list?
- Because with a catalog this size, something always tops any sort by luck alone. We publish the demonstration: a top-10 in-sample cohort earning $96.23/day in-sample went on to earn $3.33/day out-of-sample. Filter for robustness with Confluence and the Deep Dive panel instead of chasing the single best row.
- How many strategies should a portfolio hold?
- There's no magic number. The useful question is whether your picks are uncorrelated — the Portfolio Builder's correlation view answers that, and two strategies that move together are one bet wearing two hats.
- What is a good MAR ratio?
- As a rough reading of the Engine's badge colors: 2.5 and above is excellent, 2.0 good, 1.5 okay. But a great MAR on 40 trades is a rumor — always check the trade count and the window length before believing any ratio.
Go deeper
The answers above compress pages that exist in full: Data & Methodology · Min Thresholds & Confluence · The Deep Dive panel · Stress Testing · Importing your data · Install on your phone
Still stuck?
Ask in Discord — the link is under Community & Support in the Engine's sidebar, open on every plan.
