Blog
22 posts tagged 0DTE.
We connected AI to the Option Omega backtester and tested a simple SPX put-selling strategy. The first results looked promising, but further checks gave us reasons to pass.
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In a live launch demo, Troy McNeil and David Romeo connect AI to Option Omega, install TradeBlocks by asking, and show the checks Romeo runs on AI backtests.
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Dan Sheridan hosts Tammy Chambless and three MEIC traders on 0DTE iron condors in 2026, from Optimizer entry times to slippage, stops and automation.
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Option Omega added IV percentile, IV rank and HV filters. In a quick backtest, a 20–80 IVP range roughly doubled a 0DTE SPX condor's capture rate.
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Spread premium targeting picks 0DTE iron condor strikes by what each entry collects or risks, not by delta. Credit and debit examples, backtested in 2026.
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Former bank vol desk head Imran Lakha reviews two Option Omega backtests: a VIX-filtered reverse iron condor and a 5/7 double calendar that moved earlier.
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Option Omega launched the Optimizer, its parameter sweep tool. See a live 388-backtest sweep, two-parameter heat maps, the Robustness Score and 7-day storage.
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XSP is too illiquid to backtest well, so we test on SPX with realistic fees and no exits, then size down. Here is a 4-trade 0DTE XSP portfolio built that way.
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Tom Sosnoff tells Dan Sheridan why he barely trades 0DTE, why 30+ days is his wheelhouse, and how he thinks about automation and position size.
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Three backtested concepts beyond 0DTE iron condors (a long-vol RIC, the Stalingrad double calendar and the Scorpion ratio spread) and how to stress-test them.
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Tammy Chambless backtests her MEIC every month. Here is what changed in 2026 — earlier entries, triple the slippage — and why she still holds to expiration.
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A step-by-step walkthrough for backtesting a 0DTE SPX iron condor on 1-minute data, from picking strikes by delta to intra-minute stops and reading results.
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How each stop-loss works in the Option Omega backtester, from basic and per-leg stops to trailing stops, 1-second IMSL and two consecutive hits at stop-loss.
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Scott Sheridan spent years pushing FINRA to end the $25,000 pattern day trader rule. He explains how it happened and his view of the new $2,000 minimum.
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Three SPX backtests for traders heavy in short-vega 0DTE credit trades: a double long diagonal, a double calendar and a 0DTE reverse iron condor.
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Option Omega's backtester now runs 10x faster on average, and IMSL uses 1-second data instead of 1-minute OHLC. Here is what changed and what it means for 0DTE.
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Karsten Jeske (Big ERN) has sold S&P 500 options since 2011. How he sizes for a once-in-40-year event, why he dropped VIX hedges, and how 0DTE smoothed returns.
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Eric O'Rourke's Trend Spread Engine ranks intraday entry times for 0DTE SPX credit spreads by 90-day win rate. Eric backtested its top slot in Option Omega.
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Is 0DTE dead? Part 4 combines a power hour condor, a McRib butterfly and a NORB condor into one portfolio backtest, then shows the 28% drawdown uncapped.
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Is 0DTE dead? Part 3 backtests a 0DTE SPX iron condor that enters only when the opening range holds. It won 80% of trades in the 90 days before the video.
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Is 0DTE dead? Part 2 backtests the McRib, a long SPX reverse iron butterfly that only enters after VIX drops overnight and intraday with RSI between 40 and 70.
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Matt re-runs a 0DTE SPX iron condor sold in power hour on Mondays and Fridays, 10 wide with a 50% profit target and 3:52 exit. Results as of February 2026.
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