SPX put credit spreads, about 7 delta, held three trading days
Is there an edge yet?
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Cumulative P&L after fees
Real trades against every candidate the bot built, and the ones it skipped. If skipped trades lose money, the filters are earning their keep.
Does the filter add value?
Every candidate is tracked to completion, traded or not, grouped by why it was skipped.
Jev calibration
Average P&L per trade by Jev's P(trade). A useful model slopes upward.
How trades end
Closed real trades by exit, with the P&L each exit contributed.
P&L per trade
Many small wins against a few large losses is the shape this strategy is expected to have.
Open positions
Marked every five minutes while the market is open.
Monthly P&L
Real trades, by month closed.
Daily decisions
One square per trading day. Hover or tap for the market and the reasons.