Walk-Forward Analysis With AI and the Option Omega MCP
Use the Option Omega MCP to run walk-forward analysis with AI: optimize on past data, freeze your settings, and test them on the next unseen months.
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Backtesting
22 posts tagged Backtesting.
How to Backtest an SPX Put-Selling Strategy With AI (and Why It Said Not to Trade It)
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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AI Options Backtesting, Live: How to Work With the Option Omega MCP
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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21 DTE SPX Iron Condor: A Bullish-Leaning Condor With an IV Percentile Cap
A 21 DTE SPX iron condor (25-delta put, 15-delta call, 10 wide) won 92% of the time in its backtest from May 2025. The setup, the IV cap and the regime caveat.
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Analyze Tab: Monte Carlo, MAE/MFE and Profit Factor in Option Omega
David Romeo walks through Option Omega's new Analyze tab on an MEIC backtest, from a 1.05 profit factor and MAE/MFE to Monte Carlo and synthetic losses.
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Option Omega Optimizer Launch: Parameter Sweeps, Heat Maps and Robustness
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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Option Omega Optimizer: Run 500 Backtests at Once and Test the Concept
The Option Omega Optimizer sweeps up to 5 parameters at once. Matt ran 700+ backtests in about 10 minutes on an iron condor losing year to date.
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How to Backtest 0DTE XSP Strategies (When XSP Data Isn't Good Enough)
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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Beyond 0DTE Iron Condors: RIC, Stalingrad and Scorpion Backtests
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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How to Backtest a 0DTE Iron Condor on SPX
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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Option Omega Stop-Loss Types: Basic, Per-Leg, Trailing and 1-Second IMSL
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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3 SPX Options Setups Beyond 0DTE Credit Selling: DLD, DC and RIC
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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1-Second IMSL Data and 10x Faster Backtesting in Option Omega
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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How a Professional Trader Uses Backtesting: Tomas Byron on Premium Data
Tomas Byron uses Option Omega backtests as a data source, not a strategy finder. Here is his method, plus his views on volatility premium and calendars.
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Best Time to Sell SPX Spreads: Letting a 90-Day Lookback Pick the Entry
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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XSP Options Automation: What to Know Before You Trade It
XSP was added to the Option Omega automation platform in April 2026. Why its liquidity differs from SPX and SPY, and how Matt builds an SPX proxy for it.
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0DTE Portfolio Backtest: 3 SPX Strategies Combined (Is 0DTE Dead? Part 4)
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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SPX Iron Condor Non-Opening Range Breakout (NORB) Backtest Results
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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SPX Reverse Iron Butterfly Backtest With a VIX Drop and RSI Filter
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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NVDA Earnings Options Backtest: Put Spreads and a Poor Man's Jade Lizard
Troy McNeil and Dan Sheridan backtest four NVDA earnings trades, entered at 3:46 PM and closed at 9:32 AM the next day, to see how IV crush helps short premium.
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SPX Iron Condor Power Hour Backtest: Is 0DTE Dead? (Part 1)
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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Does Options Automation Match the Backtest? 8 Weeks of Live QQQ Trades
We automated a QQQ double calendar and compared eight weeks of live trades with the backtest, looking at strike selection, fills, and exit timing.
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