Sells the call at a two-day high that was just attacked and defended — fear premium stranded above a ceiling the market has already respected twice.
Cumulative net profit, this strategy alone, after all costs.
15 of 28 months positive · mean month $955 · worst month −$4,954
The level. The highest high of the prior two sessions — qualified only if yesterday closed at least 0.15% below it (the market already visited that price and walked away).
Signal. A 15-minute bar whose high comes within 0.1% of the level but which closes back below it: the level was attacked and defended. First qualifying bar of the day only, before 15:00.
Entry, at that bar's close. Sell the call at the strike nearest the level — the premium stranded above a defended ceiling.
Stop — the thesis stop. A 3-minute spot close above the level + 0.18% means the defense has failed; exit immediately at the next option print, whatever the option shows. The stop lives in the signal's domain (price), not the option's.
Exit. 15:48.
Asymmetry. The mirrored trade at defended lows was tested and rejected: US selloffs break support far more often than US rallies break resistance. Only the high side is traded.
The complete record — nothing curated. Each trade sells ONE option. Fired because a two-day high was attacked and defended on a closed 15-minute bar; the exact trigger rule is in the logic section above. Prices are per index point (×$100). Both margin columns are computed per trade from published formulas (see Methodology). Costs = 2 contract-sides × $1.35 + $0.25 regulatory. STOP = premium stop; THESIS = the level broke; EOD = scheduled 15:48 exit. All times New York.
| Date | In→Out | How | Leg sold | Sold at | Bought back | Gross | Costs | Net | Margin (PM) | Margin (Reg-T) |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-06-04 | 14:30→15:48 | EOD | C 5290 | 8.70 | 3.50 | $520 | −2.95 | $517 | $32,186 | $106,190 |
| 2024-06-11 | 14:45→15:48 | EOD | C 5370 | 3.80 | 0.75 | $305 | −2.95 | $302 | $31,768 | $106,838 |
| 2024-06-18 | 09:45→15:48 | EOD | C 5490 | 6.90 | 0.45 | $645 | −2.95 | $642 | $32,453 | $109,158 |
| 2024-07-05 | 10:15→11:06 | THESIS | C 5520 | 20.40 | 28.10 | −$770 | −2.95 | −$773 | $34,927 | $112,176 |
| 2024-07-09 | 10:30→15:48 | EOD | C 5560 | 21.26 | 17.90 | $336 | −2.95 | $333 | $35,486 | $113,326 |
| 2024-07-10 | 09:45→12:15 | THESIS | C 5570 | 21.63 | 33.30 | −$1,167 | −2.95 | −$1,170 | $35,742 | $113,593 |
| 2024-07-12 | 13:15→13:45 | THESIS | C 5620 | 20.86 | 31.77 | −$1,091 | −2.95 | −$1,094 | $35,827 | $114,490 |
| 2024-07-15 | 10:45→11:18 | THESIS | C 5640 | 15.60 | 27.70 | −$1,210 | −2.95 | −$1,213 | $34,494 | $113,334 |
| 2024-07-16 | 11:15→15:48 | EOD | C 5650 | 13.02 | 12.30 | $72 | −2.95 | $69 | $33,972 | $112,910 |
| 2024-07-29 | 10:15→15:48 | EOD | C 5470 | 14.11 | 7.02 | $709 | −2.95 | $706 | $32,397 | $108,735 |
| 2024-07-30 | 09:45→15:48 | EOD | C 5470 | 19.75 | 0.15 | $1,960 | −2.95 | $1,957 | $34,064 | $110,547 |
| 2024-08-01 | 10:15→15:48 | EOD | C 5530 | 18.30 | 0.05 | $1,825 | −2.95 | $1,822 | $33,791 | $111,050 |
| 2024-08-07 | 10:30→10:45 | THESIS | C 5300 | 21.55 | 32.08 | −$1,053 | −2.95 | −$1,056 | $32,678 | $106,709 |
| 2024-08-08 | 14:15→15:48 | EOD | C 5320 | 15.49 | 4.00 | $1,149 | −2.95 | $1,146 | $32,632 | $107,001 |
| 2024-08-09 | 09:45→13:12 | THESIS | C 5320 | 18.50 | 21.80 | −$330 | −2.95 | −$333 | $30,903 | $105,004 |
| 2024-08-12 | 09:45→11:00 | THESIS | C 5350 | 10.13 | 22.60 | −$1,247 | −2.95 | −$1,250 | $30,050 | $104,545 |
| 2024-08-21 | 10:00→15:48 | EOD | C 5610 | 17.51 | 5.00 | $1,251 | −2.95 | $1,248 | $34,982 | $113,465 |
| 2024-08-22 | 10:15→15:48 | EOD | C 5620 | 12.10 | 0.05 | $1,205 | −2.95 | $1,202 | $33,541 | $112,038 |
| 2024-08-23 | 10:15→15:48 | EOD | C 5630 | 20.00 | 1.85 | $1,815 | −2.95 | $1,812 | $35,303 | $114,060 |
| 2024-08-26 | 10:00→15:48 | EOD | C 5630 | 18.00 | 0.10 | $1,790 | −2.95 | $1,787 | $35,559 | $114,376 |
| 2024-08-29 | 10:15→12:06 | THESIS | C 5620 | 14.90 | 23.32 | −$842 | −2.95 | −$845 | $34,447 | $113,026 |
| 2024-09-12 | 09:45→11:12 | THESIS | C 5550 | 19.60 | 25.00 | −$540 | −2.95 | −$543 | $34,943 | $112,601 |
| 2024-09-16 | 10:00→15:48 | EOD | C 5630 | 13.43 | 3.60 | $983 | −2.95 | $980 | $34,816 | $113,595 |
| 2024-09-18 | 14:15→15:48 | EOD | C 5670 | 13.39 | 0.05 | $1,334 | −2.95 | $1,331 | $32,847 | $111,895 |
| 2024-09-26 | 11:00→15:48 | EOD | C 5720 | 18.40 | 23.76 | −$536 | −2.95 | −$539 | $35,047 | $114,980 |
| 2024-09-27 | 10:30→15:48 | EOD | C 5750 | 14.84 | 0.10 | $1,474 | −2.95 | $1,471 | $34,547 | $114,857 |
| 2024-10-04 | 10:15→12:36 | THESIS | C 5700 | 27.50 | 26.68 | $82 | −2.95 | $79 | $36,717 | $116,486 |
| 2024-10-08 | 14:45→15:48 | EOD | C 5730 | 15.09 | 25.12 | −$1,003 | −2.95 | −$1,006 | $35,158 | $115,281 |
| 2024-10-11 | 09:45→10:09 | THESIS | C 5780 | 16.10 | 30.00 | −$1,390 | −2.95 | −$1,393 | $35,040 | $115,795 |
| 2024-10-15 | 09:45→15:48 | EOD | C 5850 | 19.20 | 0.05 | $1,915 | −2.95 | $1,912 | $36,479 | $118,308 |
| 2024-10-17 | 09:45→15:48 | EOD | C 5850 | 18.50 | 0.35 | $1,815 | −2.95 | $1,812 | $36,272 | $118,082 |
| 2024-10-25 | 13:15→15:48 | EOD | C 5820 | 14.50 | 0.60 | $1,390 | −2.95 | $1,387 | $35,490 | $116,854 |
| 2024-10-30 | 10:15→15:48 | EOD | C 5830 | 19.50 | 0.40 | $1,910 | −2.95 | $1,907 | $36,633 | $118,214 |
| 2024-11-05 | 11:00→15:48 | EOD | C 5760 | 9.00 | 15.90 | −$690 | −2.95 | −$693 | $33,133 | $113,466 |
| 2024-11-08 | 09:45→10:45 | THESIS | C 5970 | 17.60 | 24.50 | −$690 | −2.95 | −$693 | $37,071 | $120,584 |
| 2024-11-11 | 09:45→15:48 | EOD | C 6000 | 14.66 | 1.35 | $1,331 | −2.95 | $1,328 | $36,539 | $120,416 |
| 2024-11-19 | 13:30→15:48 | EOD | C 5900 | 10.40 | 15.41 | −$501 | −2.95 | −$504 | $35,868 | $118,392 |
| 2024-11-22 | 10:15→15:48 | EOD | C 5950 | 17.00 | 14.34 | $266 | −2.95 | $263 | $36,859 | $120,088 |
| 2024-11-26 | 14:15→15:48 | EOD | C 6010 | 3.80 | 12.35 | −$855 | −2.95 | −$858 | $35,189 | $119,164 |
| 2024-12-06 | 09:45→15:48 | EOD | C 6080 | 17.21 | 6.50 | $1,071 | −2.95 | $1,068 | $38,551 | $123,387 |
| 2024-12-11 | 11:30→15:48 | EOD | C 6080 | 7.07 | 6.99 | $8 | −2.95 | $5 | $36,625 | $121,671 |
| 2024-12-16 | 10:15→15:48 | EOD | C 6070 | 5.00 | 5.51 | −$51 | −2.95 | −$54 | $35,828 | $120,664 |
| 2024-12-26 | 11:45→15:48 | EOD | C 6020 | 24.26 | 23.40 | $86 | −2.95 | $83 | $38,270 | $122,514 |
| 2025-01-03 | 11:45→14:30 | THESIS | C 5910 | 25.02 | 34.58 | −$956 | −2.95 | −$959 | $37,687 | $120,390 |
| 2025-01-16 | 09:45→15:48 | EOD | C 5940 | 22.40 | 9.05 | $1,335 | −2.95 | $1,332 | $36,841 | $119,864 |
| 2025-01-21 | 10:15→11:06 | THESIS | C 5990 | 28.80 | 34.90 | −$610 | −2.95 | −$613 | $39,096 | $122,732 |
| 2025-01-23 | 11:15→15:48 | EOD | C 6080 | 16.70 | 22.27 | −$557 | −2.95 | −$560 | $37,291 | $122,298 |
| 2025-01-30 | 10:00→15:24 | THESIS | C 6050 | 23.80 | 34.89 | −$1,109 | −2.95 | −$1,112 | $38,286 | $122,934 |
| 2025-01-31 | 13:45→15:48 | EOD | C 6070 | 18.80 | 0.75 | $1,805 | −2.95 | $1,802 | $37,279 | $122,125 |
| 2025-02-13 | 10:15→10:39 | THESIS | C 6060 | 19.20 | 31.50 | −$1,230 | −2.95 | −$1,233 | $37,676 | $122,436 |
| 2025-02-18 | 09:45→15:48 | EOD | C 6110 | 15.50 | 4.00 | $1,150 | −2.95 | $1,147 | $37,351 | $122,778 |
| 2025-03-14 | 13:15→15:48 | EOD | C 5630 | 11.90 | 4.00 | $790 | −2.95 | $787 | $34,090 | $112,794 |
| 2025-03-17 | 11:45→12:06 | THESIS | C 5640 | 14.70 | 21.60 | −$690 | −2.95 | −$693 | $34,653 | $113,526 |
| 2025-03-20 | 10:45→15:48 | EOD | C 5710 | 14.50 | 0.03 | $1,447 | −2.95 | $1,444 | $34,915 | $114,750 |
| 2025-03-25 | 09:45→10:39 | THESIS | C 5750 | 26.70 | 35.10 | −$840 | −2.95 | −$843 | $36,969 | $117,442 |
| 2025-03-26 | 09:45→15:48 | EOD | C 5760 | 25.30 | 0.03 | $2,527 | −2.95 | $2,524 | $36,655 | $117,238 |
| 2025-04-02 | 11:45→12:27 | THESIS | C 5630 | 26.20 | 33.47 | −$727 | −2.95 | −$730 | $35,732 | $114,464 |
| 2025-04-09 | 13:30→13:30 | THESIS | C 5250 | 65.60 | 85.50 | −$1,990 | −2.95 | −$1,993 | $38,601 | $111,662 |
| 2025-04-14 | 12:00→12:33 | THESIS | C 5360 | 35.93 | 44.50 | −$857 | −2.95 | −$860 | $35,742 | $110,781 |
| 2025-04-24 | 12:30→14:36 | THESIS | C 5450 | 26.08 | 32.10 | −$602 | −2.95 | −$605 | $34,805 | $111,038 |
| 2025-04-25 | 09:45→12:30 | THESIS | C 5470 | 35.60 | 35.30 | $30 | −2.95 | $27 | $36,254 | $112,817 |
| 2025-04-29 | 11:00→13:48 | THESIS | C 5540 | 21.50 | 29.40 | −$790 | −2.95 | −$793 | $34,425 | $111,858 |
| 2025-05-02 | 10:00→10:12 | THESIS | C 5640 | 27.70 | 34.60 | −$690 | −2.95 | −$693 | $35,975 | $114,851 |
| 2025-05-08 | 10:15→11:18 | THESIS | C 5640 | 26.50 | 32.30 | −$580 | −2.95 | −$583 | $35,451 | $114,274 |
| 2025-05-14 | 09:45→15:48 | EOD | C 5890 | 16.80 | 1.80 | $1,500 | −2.95 | $1,497 | $35,589 | $117,860 |
| 2025-05-15 | 11:30→12:57 | THESIS | C 5890 | 14.70 | 26.12 | −$1,142 | −2.95 | −$1,145 | $35,856 | $118,190 |
| 2025-05-27 | 09:45→10:18 | THESIS | C 5870 | 14.72 | 21.84 | −$712 | −2.95 | −$715 | $35,462 | $117,480 |
| 2025-05-29 | 09:45→15:48 | EOD | C 5930 | 15.00 | 0.25 | $1,475 | −2.95 | $1,472 | $34,865 | $117,592 |
| 2025-06-04 | 10:15→15:48 | EOD | C 5970 | 19.80 | 7.29 | $1,251 | −2.95 | $1,248 | $38,049 | $121,427 |
| 2025-06-05 | 09:45→15:48 | EOD | C 5980 | 9.50 | 0.10 | $940 | −2.95 | $937 | $33,661 | $116,962 |
| 2025-06-06 | 11:30→14:33 | THESIS | C 5990 | 14.20 | 24.33 | −$1,013 | −2.95 | −$1,016 | $36,809 | $120,596 |
| 2025-06-09 | 10:45→15:48 | EOD | C 6010 | 6.20 | 3.30 | $290 | −2.95 | $287 | $34,835 | $118,732 |
| 2025-06-10 | 09:45→13:09 | THESIS | C 6010 | 13.90 | 21.70 | −$780 | −2.95 | −$783 | $36,835 | $120,894 |
| 2025-06-16 | 10:00→15:48 | EOD | C 6040 | 10.90 | 0.65 | $1,025 | −2.95 | $1,022 | $36,535 | $120,990 |
| 2025-06-25 | 10:15→15:48 | EOD | C 6080 | 22.00 | 10.20 | $1,180 | −2.95 | $1,177 | $38,002 | $123,032 |
| 2025-06-30 | 10:45→15:21 | THESIS | C 6160 | 27.15 | 40.52 | −$1,337 | −2.95 | −$1,340 | $39,537 | $125,759 |
| 2025-07-01 | 14:00→15:48 | EOD | C 6190 | 20.00 | 18.70 | $130 | −2.95 | $127 | $38,674 | $125,272 |
| 2025-07-02 | 10:30→15:48 | EOD | C 6190 | 22.60 | 31.14 | −$854 | −2.95 | −$857 | $39,077 | $125,694 |
| 2025-07-09 | 10:30→15:48 | EOD | C 6240 | 17.60 | 20.10 | −$250 | −2.95 | −$253 | $38,013 | $125,216 |
| 2025-07-17 | 12:00→15:48 | EOD | C 6280 | 14.95 | 23.00 | −$805 | −2.95 | −$808 | $38,274 | $126,075 |
| 2025-07-21 | 09:45→09:54 | THESIS | C 6290 | 31.10 | 34.80 | −$370 | −2.95 | −$373 | $41,772 | $129,084 |
| 2025-07-23 | 09:45→13:42 | THESIS | C 6320 | 11.20 | 24.77 | −$1,357 | −2.95 | −$1,360 | $37,153 | $125,384 |
| 2025-07-25 | 10:00→13:30 | THESIS | C 6360 | 17.70 | 32.33 | −$1,463 | −2.95 | −$1,466 | $39,252 | $128,202 |
| 2025-07-29 | 10:00→15:48 | EOD | C 6380 | 22.40 | 0.20 | $2,220 | −2.95 | $2,217 | $40,488 | $129,804 |
| 2025-07-31 | 09:45→15:48 | EOD | C 6390 | 18.53 | 0.05 | $1,848 | −2.95 | $1,845 | $38,974 | $128,273 |
| 2025-08-06 | 11:30→15:48 | EOD | C 6330 | 15.50 | 18.55 | −$305 | −2.95 | −$308 | $38,640 | $127,142 |
| 2025-08-08 | 10:15→15:48 | EOD | C 6370 | 14.94 | 12.26 | $268 | −2.95 | $265 | $38,463 | $127,478 |
| 2025-08-12 | 09:45→11:00 | THESIS | C 6390 | 20.54 | 29.90 | −$936 | −2.95 | −$939 | $39,631 | $128,990 |
| 2025-08-14 | 11:00→15:48 | EOD | C 6460 | 10.60 | 11.10 | −$50 | −2.95 | −$53 | $38,283 | $128,520 |
| 2025-08-22 | 09:45→10:00 | THESIS | C 6400 | 31.62 | 49.22 | −$1,760 | −2.95 | −$1,763 | $41,202 | $130,754 |
| 2025-09-11 | 09:45→10:03 | THESIS | C 6550 | 10.00 | 22.30 | −$1,230 | −2.95 | −$1,233 | $39,007 | $130,536 |
| 2025-09-17 | 14:15→15:48 | EOD | C 6620 | 8.30 | 0.45 | $785 | −2.95 | $782 | $36,458 | $128,598 |
| 2025-09-18 | 09:45→10:03 | THESIS | C 6620 | 11.50 | 21.70 | −$1,020 | −2.95 | −$1,023 | $39,344 | $131,822 |
| 2025-09-22 | 10:45→12:39 | THESIS | C 6650 | 24.00 | 37.98 | −$1,398 | −2.95 | −$1,401 | $41,876 | $134,920 |
| 2025-09-30 | 15:00→15:48 | EOD | C 6650 | 21.40 | 30.80 | −$940 | −2.95 | −$943 | $41,505 | $134,534 |
| 2025-10-03 | 13:30→15:48 | EOD | C 6710 | 20.60 | 13.90 | $670 | −2.95 | $667 | $41,631 | $135,480 |
| 2025-10-06 | 13:30→15:48 | EOD | C 6730 | 15.97 | 12.30 | $367 | −2.95 | $364 | $40,970 | $135,057 |
| 2025-10-07 | 09:45→15:48 | EOD | C 6730 | 22.10 | 0.07 | $2,203 | −2.95 | $2,200 | $41,975 | $136,114 |
| 2025-10-08 | 11:30→15:48 | EOD | C 6730 | 20.60 | 22.00 | −$140 | −2.95 | −$143 | $41,809 | $135,946 |
| 2025-10-10 | 09:45→15:48 | EOD | C 6740 | 26.10 | 0.05 | $2,605 | −2.95 | $2,602 | $42,886 | $137,224 |
| 2025-10-15 | 11:45→15:48 | EOD | C 6660 | 26.40 | 10.20 | $1,620 | −2.95 | $1,617 | $41,922 | $135,072 |
| 2025-10-20 | 09:45→10:24 | THESIS | C 6690 | 29.00 | 33.81 | −$481 | −2.95 | −$484 | $43,008 | $136,664 |
| 2025-10-23 | 13:45→15:48 | EOD | C 6730 | 15.98 | 11.66 | $432 | −2.95 | $429 | $41,141 | $135,250 |
| 2025-10-29 | 10:15→15:48 | EOD | C 6890 | 31.10 | 3.10 | $2,800 | −2.95 | $2,797 | $44,206 | $140,634 |
| 2025-11-03 | 09:45→15:48 | EOD | C 6860 | 12.80 | 0.12 | $1,268 | −2.95 | $1,265 | $39,546 | $135,204 |
| 2025-11-10 | 11:00→12:39 | THESIS | C 6770 | 18.40 | 32.60 | −$1,420 | −2.95 | −$1,423 | $41,273 | $135,896 |
| 2025-11-20 | 11:45→15:48 | EOD | C 6670 | 23.00 | 0.05 | $2,295 | −2.95 | $2,292 | $39,850 | $132,904 |
| 2025-11-25 | 09:45→11:48 | THESIS | C 6700 | 12.10 | 27.18 | −$1,508 | −2.95 | −$1,511 | $37,901 | $131,238 |
| 2025-11-28 | 09:45→12:54 | THESIS | C 6820 | 16.30 | 20.32 | −$402 | −2.95 | −$405 | $41,405 | $136,734 |
| 2025-12-02 | 10:15→15:48 | EOD | C 6840 | 14.60 | 2.50 | $1,210 | −2.95 | $1,207 | $41,557 | $137,192 |
| 2025-12-03 | 11:45→15:48 | EOD | C 6840 | 11.40 | 17.07 | −$567 | −2.95 | −$570 | $41,107 | $136,726 |
| 2025-12-04 | 09:45→15:48 | EOD | C 6850 | 16.00 | 0.70 | $1,530 | −2.95 | $1,527 | $41,534 | $137,280 |
| 2025-12-10 | 14:45→14:57 | THESIS | C 6870 | 10.10 | 23.00 | −$1,290 | −2.95 | −$1,293 | $40,333 | $136,262 |
| 2025-12-11 | 13:45→15:48 | EOD | C 6890 | 8.90 | 5.94 | $296 | −2.95 | $293 | $41,573 | $137,946 |
| 2025-12-18 | 10:45→15:48 | EOD | C 6810 | 14.38 | 0.10 | $1,428 | −2.95 | $1,425 | $41,609 | $136,858 |
| 2026-01-05 | 10:00→10:30 | THESIS | C 6870 | 29.50 | 42.13 | −$1,263 | −2.95 | −$1,266 | $44,096 | $140,266 |
| 2026-01-06 | 11:00→12:33 | THESIS | C 6890 | 27.50 | 42.15 | −$1,465 | −2.95 | −$1,468 | $44,101 | $140,552 |
| 2026-01-09 | 10:30→15:48 | EOD | C 6940 | 20.74 | 33.15 | −$1,241 | −2.95 | −$1,244 | $42,612 | $139,626 |
| 2026-01-12 | 11:30→15:48 | EOD | C 6950 | 20.10 | 29.70 | −$960 | −2.95 | −$963 | $42,968 | $140,170 |
| 2026-01-15 | 12:15→15:48 | EOD | C 6960 | 15.87 | 0.07 | $1,580 | −2.95 | $1,577 | $42,107 | $139,383 |
| 2026-01-22 | 10:00→11:39 | THESIS | C 6890 | 20.70 | 34.30 | −$1,360 | −2.95 | −$1,363 | $41,799 | $138,046 |
| 2026-01-23 | 11:00→15:48 | EOD | C 6910 | 22.30 | 7.10 | $1,520 | −2.95 | $1,517 | $43,208 | $139,884 |
| 2026-01-27 | 09:45→09:54 | THESIS | C 6940 | 29.50 | 37.60 | −$810 | −2.95 | −$813 | $44,908 | $141,810 |
| 2026-02-02 | 12:15→15:48 | EOD | C 6970 | 16.90 | 8.45 | $845 | −2.95 | $842 | $42,604 | $140,064 |
| 2026-02-03 | 09:45→15:48 | EOD | C 6970 | 16.10 | 0.04 | $1,606 | −2.95 | $1,603 | $41,591 | $138,928 |
| 2026-02-09 | 10:00→10:36 | THESIS | C 6920 | 19.70 | 38.35 | −$1,865 | −2.95 | −$1,868 | $41,847 | $138,510 |
| 2026-02-10 | 09:45→15:48 | EOD | C 6960 | 14.90 | 1.02 | $1,388 | −2.95 | $1,385 | $40,971 | $138,110 |
| 2026-02-11 | 09:45→15:48 | EOD | C 6970 | 21.50 | 0.03 | $2,147 | −2.95 | $2,144 | $42,995 | $140,446 |
| 2026-02-18 | 10:00→10:03 | THESIS | C 6860 | 32.90 | 35.62 | −$272 | −2.95 | −$275 | $44,938 | $140,582 |
| 2026-03-10 | 14:15→15:48 | EOD | C 6800 | 18.00 | 0.45 | $1,755 | −2.95 | $1,752 | $41,688 | $136,768 |
| 2026-03-17 | 10:15→15:48 | EOD | C 6720 | 22.70 | 2.85 | $1,985 | −2.95 | $1,982 | $42,813 | $136,712 |
| 2026-03-23 | 11:15→15:48 | EOD | C 6630 | 26.16 | 0.05 | $2,611 | −2.95 | $2,608 | $41,389 | $134,076 |
| 2026-03-31 | 10:00→12:39 | THESIS | C 6430 | 35.90 | 48.60 | −$1,270 | −2.95 | −$1,273 | $41,905 | $131,890 |
| 2026-04-02 | 10:45→15:48 | EOD | C 6590 | 23.00 | 0.15 | $2,285 | −2.95 | $2,282 | $38,618 | $130,452 |
| 2026-04-06 | 09:45→15:48 | EOD | C 6590 | 24.80 | 18.20 | $660 | −2.95 | $657 | $40,392 | $132,437 |
| 2026-04-09 | 11:30→11:51 | THESIS | C 6770 | 18.80 | 36.50 | −$1,770 | −2.95 | −$1,773 | $41,419 | $136,056 |
| 2026-04-10 | 09:45→15:48 | EOD | C 6810 | 27.17 | 3.17 | $2,400 | −2.95 | $2,397 | $43,323 | $138,629 |
| 2026-04-13 | 12:30→14:51 | THESIS | C 6820 | 22.00 | 37.00 | −$1,500 | −2.95 | −$1,503 | $42,558 | $137,964 |
| 2026-04-22 | 10:30→15:48 | EOD | C 7110 | 23.50 | 19.52 | $398 | −2.95 | $395 | $44,226 | $143,662 |
| 2026-04-24 | 11:15→11:48 | THESIS | C 7120 | 26.00 | 39.35 | −$1,335 | −2.95 | −$1,338 | $44,928 | $144,556 |
| 2026-04-30 | 09:45→11:09 | THESIS | C 7130 | 33.50 | 40.70 | −$720 | −2.95 | −$723 | $46,257 | $145,974 |
| 2026-05-05 | 14:00→15:48 | EOD | C 7250 | 14.50 | 18.36 | −$386 | −2.95 | −$389 | $43,985 | $145,358 |
| 2026-05-08 | 09:45→12:24 | THESIS | C 7360 | 25.60 | 37.90 | −$1,230 | −2.95 | −$1,233 | $46,402 | $149,400 |
| 2026-05-13 | 11:45→13:00 | THESIS | C 7410 | 15.06 | 35.50 | −$2,044 | −2.95 | −$2,047 | $44,800 | $148,386 |
| 2026-05-20 | 11:30→15:48 | EOD | C 7410 | 15.20 | 21.71 | −$651 | −2.95 | −$654 | $44,496 | $148,040 |
| 2026-05-26 | 12:00→15:39 | THESIS | C 7490 | 23.78 | 28.76 | −$498 | −2.95 | −$501 | $47,329 | $152,180 |
| 2026-05-27 | 10:30→15:48 | EOD | C 7520 | 13.20 | 3.00 | $1,020 | −2.95 | $1,017 | $44,564 | $149,596 |
| 2026-06-01 | 11:45→13:42 | THESIS | C 7580 | 13.30 | 25.89 | −$1,259 | −2.95 | −$1,262 | $45,967 | $151,976 |
| 2026-06-02 | 11:00→15:48 | EOD | C 7600 | 17.40 | 10.00 | $740 | −2.95 | $737 | $46,958 | $153,308 |
| 2026-06-12 | 09:45→10:54 | THESIS | C 7400 | 17.90 | 46.21 | −$2,831 | −2.95 | −$2,834 | $41,211 | $144,154 |
| 2026-06-25 | 09:45→15:48 | EOD | C 7400 | 10.60 | 0.03 | $1,057 | −2.95 | $1,054 | $38,400 | $141,068 |
| 2026-06-29 | 09:45→13:51 | THESIS | C 7390 | 40.65 | 44.40 | −$375 | −2.95 | −$378 | $49,136 | $152,003 |
| 2026-07-01 | 13:00→15:48 | EOD | C 7480 | 27.90 | 12.50 | $1,540 | −2.95 | $1,537 | $47,479 | $152,174 |
| 2026-07-02 | 10:30→15:48 | EOD | C 7490 | 30.90 | 0.05 | $3,085 | −2.95 | $3,082 | $47,468 | $152,254 |
| 2026-07-06 | 11:30→15:48 | EOD | C 7510 | 25.90 | 37.65 | −$1,175 | −2.95 | −$1,178 | $47,343 | $152,442 |
| 2026-07-09 | 11:45→15:48 | EOD | C 7510 | 21.90 | 29.80 | −$790 | −2.95 | −$793 | $46,418 | $151,448 |
| 2026-07-15 | 10:45→15:48 | EOD | C 7540 | 22.70 | 21.80 | $90 | −2.95 | $87 | $46,530 | $151,960 |
| 2026-07-21 | 11:30→15:48 | EOD | C 7490 | 18.54 | 20.00 | −$146 | −2.95 | −$149 | $45,575 | $150,274 |
| 2026-07-27 | 09:45→15:48 | EOD | C 7440 | 27.52 | 0.05 | $2,747 | −2.95 | $2,744 | $47,286 | $151,432 |
| 2026-08-05 | 11:15→15:48 | EOD | C 7730 | 28.40 | 8.00 | $2,040 | −2.95 | $2,037 | $48,732 | $156,888 |
| 2026-08-11 | 09:45→15:48 | EOD | C 7750 | 16.50 | 0.03 | $1,647 | −2.95 | $1,644 | $46,018 | $154,236 |
| 2026-08-12 | 09:45→15:48 | EOD | C 7750 | 14.92 | 3.74 | $1,118 | −2.95 | $1,115 | $45,607 | $153,792 |
| 2026-08-14 | 10:00→15:48 | EOD | C 7790 | 20.20 | 0.30 | $1,990 | −2.95 | $1,987 | $48,103 | $157,076 |
| 2026-08-28 | 10:00→10:48 | THESIS | C 7720 | 35.00 | 37.10 | −$210 | −2.95 | −$213 | $50,657 | $158,058 |
| 2026-09-11 | 10:45→11:24 | THESIS | C 7640 | 22.00 | 33.80 | −$1,180 | −2.95 | −$1,183 | $48,220 | $155,034 |
| 2026-09-17 | 09:45→15:42 | THESIS | C 7620 | 13.10 | 19.70 | −$660 | −2.95 | −$663 | $45,779 | $152,294 |
Sundial Research is a research demonstration by the V6 systematic trading project. All results are backtested on historical exchange data (Jun 2024 – Sep 2026 for SPX), net of modelled commissions, exchange and regulatory fees and half the bid–ask spread. They are not live results, not a solicitation, and not investment advice. Options involve substantial risk of loss.