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SPX 0DTE options, backtesting methodology, and trading automation — measured, not opined. No noise, just signal.
Canonical definitions and backtest data for MEIC (Multiple Entry Iron Condor), METF (Multiple Entries Trend Following), and SPX 0DTE ratio spreads.
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.
The METF strategy sells SPX 0DTE credit spreads on the trend side of an EMA gate — put spreads in uptrends, call spreads in downtrends, entries all day.
MEIC sells both sides at every entry, METF sells one side picked by an EMA gate, ratio spreads lean by size. All 14 SPX 0DTE variants compared.
Automated options trading executes a pre-written rule set through your broker — no discretion in the loop. How rules-based systems, bots, and robos differ.
The Sharpe ratio overstates options strategy quality on negatively skewed returns. What Sortino, Calmar, MAR, and WMAR capture instead — formulas included.
SPX settlement, explained: in-the-money options pay intrinsic value × $100 in cash at expiry. Monthlies settle AM to SET; SPXW dailies PM at the close.
SPX vs SPY options: SPX is ~10× larger, cash-settled, European-style, taxed 60/40. SPY delivers shares and can assign early. XSP bridges at 1/10 size.
TORQ gamma exposure GEX describes the premarket SPX options backdrop using observed market data and modeled positioning estimates.
