A defined-risk decay structure sold at noon: the session's realized-volatility trough, while 0DTE premium is still priced off the morning's fear.
Cumulative net profit, this strategy alone, after all costs.
25 of 28 months positive · mean month $4,458 · worst month −$1,243
Signal. None — the edge is the clock. Between 12:00 and the close, realized movement historically undershoots what the remaining 0DTE premium implies. No indicator is consulted; the trade is a standing appointment.
Entry, 12:00 New York. Find the at-the-money strike (where call and put prices are closest). Sell one call and one put there; simultaneously buy protective wings 3.5% away on each side (rounded to the SPX 10-point grid). Enter only if the net credit exceeds $1.00 and both wings actually traded that day — a fill is never assumed.
Risk. Maximum loss is fixed at entry: wing width minus credit (≈ $20,000 per contract). No overnight scenario, no margin call, no tail.
Stop. If the structure's value rises to 1.35× the credit received, buy it back that minute.
Exit. 15:48 New York, unconditionally — twelve minutes before the close, clear of settlement effects.
The complete record — nothing curated. Each trade sells one STRADDLE — a call and a put at the same strike K — and buys two protective wings (put wing · call wing strikes shown). 'Sold C / P' are the two short legs' entry prices, 'Bought C / P' their buy-back prices; wing prices are shown as the pair's combined value. Prices are per index point (×$100). Fired because the entry clock was reached — this strategy trades by appointment, every qualifying day. Margin is exact: wing width − credit. Costs = 8 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 | Straddle K | Sold C / P | Bought C / P | Wings | Wings in→out | Gross | Costs | Net | Margin |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-06-07 | 12:00→15:48 | EOD | 5360 | 6.90 / 9.30 | 0.22 / 11.40 | 5170 · 5550 | 0.10→0.10 | $458 | −11.05 | $447 | $17,390 |
| 2024-07-17 | 12:00→15:48 | EOD | 5600 | 11.50 / 8.50 | 0.80 / 10.30 | 5400 · 5800 | 0.10→0.10 | $890 | −11.05 | $879 | $18,010 |
| 2024-07-18 | 12:00→15:48 | EOD | 5550 | 10.90 / 11.70 | 6.30 / 3.72 | 5360 · 5740 | 0.10→0.10 | $1,258 | −11.05 | $1,247 | $16,750 |
| 2024-07-22 | 12:00→13:33 | STOP | 5540 | 8.90 / 12.00 | 27.20 / 1.80 | 5350 · 5730 | 0.10→0.10 | −$810 | −11.05 | −$821 | $16,920 |
| 2024-07-24 | 12:00→15:48 | EOD | 5460 | 11.07 / 10.30 | 0.30 / 23.35 | 5270 · 5650 | 0.10→0.10 | −$228 | −11.05 | −$239 | $16,873 |
| 2024-07-29 | 12:00→15:48 | EOD | 5470 | 14.00 / 9.60 | 7.02 / 1.45 | 5280 · 5660 | 0.10→0.10 | $1,513 | −11.05 | $1,502 | $16,650 |
| 2024-07-30 | 12:00→15:48 | EOD | 5430 | 10.90 / 15.10 | 18.90 / 0.27 | 5240 · 5620 | 0.10→0.10 | $683 | −11.05 | $672 | $16,410 |
| 2024-07-31 | 12:00→15:48 | EOD | 5530 | 16.52 / 21.40 | 5.30 / 8.20 | 5340 · 5720 | 0.15→0.10 | $2,437 | −11.05 | $2,426 | $15,223 |
| 2024-08-02 | 12:00→15:48 | EOD | 5340 | 20.05 / 21.80 | 7.10 / 7.50 | 5150 · 5530 | 0.97→0.10 | $2,638 | −11.05 | $2,627 | $14,912 |
| 2024-08-05 | 12:00→15:48 | EOD | 5220 | 23.35 / 24.20 | 0.07 / 50.50 | 5040 · 5400 | 1.10→0.10 | −$402 | −11.05 | −$413 | $13,355 |
| 2024-08-22 | 12:00→15:48 | EOD | 5590 | 11.30 / 12.30 | 0.22 / 19.00 | 5390 · 5790 | 0.10→0.10 | $438 | −11.05 | $427 | $17,650 |
| 2024-08-23 | 12:00→15:48 | EOD | 5600 | 16.05 / 12.60 | 24.35 / 0.07 | 5400 · 5800 | 0.10→0.10 | $423 | −11.05 | $412 | $17,145 |
| 2024-09-04 | 12:00→15:48 | EOD | 5530 | 10.80 / 13.60 | 1.25 / 11.80 | 5340 · 5720 | 0.10→0.10 | $1,135 | −11.05 | $1,124 | $16,570 |
| 2024-09-06 | 12:00→15:48 | EOD | 5410 | 17.20 / 13.40 | 9.97 / 2.30 | 5220 · 5600 | 0.10→0.10 | $1,833 | −11.05 | $1,822 | $15,950 |
| 2024-09-09 | 12:00→15:48 | EOD | 5470 | 9.00 / 13.40 | 1.17 / 7.00 | 5280 · 5660 | 0.10→0.10 | $1,423 | −11.05 | $1,412 | $16,770 |
| 2024-09-18 | 12:00→15:48 | EOD | 5620 | 31.90 / 29.20 | 5.21 / 6.40 | 5420 · 5820 | 0.35→0.10 | $4,924 | −11.05 | $4,913 | $13,925 |
| 2024-10-01 | 12:00→15:48 | EOD | 5700 | 15.80 / 11.30 | 13.62 / 0.75 | 5500 · 5900 | 0.10→0.10 | $1,273 | −11.05 | $1,262 | $17,300 |
| 2024-10-04 | 12:00→15:48 | EOD | 5720 | 14.00 / 9.70 | 26.00 / 0.10 | 5520 · 5920 | 0.10→0.10 | −$240 | −11.05 | −$251 | $17,640 |
| 2024-10-28 | 12:00→15:48 | EOD | 5830 | 6.72 / 9.84 | 3.50 / 0.85 | 5630 · 6030 | 0.12→0.12 | $1,221 | −11.05 | $1,210 | $18,356 |
| 2024-10-29 | 12:00→15:48 | EOD | 5840 | 4.57 / 7.70 | 4.40 / 0.70 | 5640 · 6040 | 0.10→0.10 | $717 | −11.05 | $706 | $18,783 |
| 2024-11-01 | 12:00→15:48 | EOD | 5750 | 12.80 / 7.75 | 0.15 / 18.53 | 5550 · 5950 | 0.10→0.10 | $187 | −11.05 | $176 | $17,955 |
| 2024-11-04 | 12:00→15:48 | EOD | 5710 | 9.40 / 13.77 | 6.10 / 1.35 | 5510 · 5910 | 0.10→0.10 | $1,572 | −11.05 | $1,561 | $17,693 |
| 2024-11-05 | 12:00→15:48 | EOD | 5770 | 9.05 / 8.70 | 6.73 / 1.00 | 5570 · 5970 | 0.12→0.10 | $1,000 | −11.05 | $989 | $18,237 |
| 2024-11-19 | 12:00→13:46 | STOP | 5900 | 7.80 / 7.70 | 20.08 / 1.06 | 5690 · 6110 | 0.10→0.10 | −$564 | −11.05 | −$575 | $19,460 |
| 2024-11-20 | 12:00→12:20 | STOP | 5900 | 9.10 / 11.20 | 2.75 / 25.11 | 5690 · 6110 | 0.10→0.10 | −$756 | −11.05 | −$767 | $18,980 |
| 2024-11-21 | 12:00→13:10 | STOP | 5930 | 10.80 / 12.50 | 29.82 / 1.90 | 5720 · 6140 | 0.10→0.10 | −$842 | −11.05 | −$853 | $18,680 |
| 2024-11-27 | 12:00→15:48 | EOD | 5990 | 8.40 / 5.70 | 8.60 / 0.20 | 5780 · 6200 | 0.10→0.10 | $530 | −11.05 | $519 | $19,600 |
| 2024-11-29 | 12:00→12:59 | EOD | 6040 | 2.40 / 4.10 | 0.05 / 3.90 | 5830 · 6250 | 0.10→0.10 | $255 | −11.05 | $244 | $20,360 |
| 2024-12-09 | 12:00→14:51 | STOP | 6070 | 4.10 / 6.60 | 0.25 / 15.50 | 5860 · 6280 | 0.10→0.10 | −$505 | −11.05 | −$516 | $19,940 |
| 2024-12-11 | 12:00→15:48 | EOD | 6090 | 3.60 / 6.20 | 0.50 / 3.60 | 5880 · 6300 | 0.10→0.10 | $570 | −11.05 | $559 | $20,030 |
| 2024-12-23 | 12:00→15:48 | EOD | 5950 | 11.80 / 9.30 | 20.00 / 0.12 | 5740 · 6160 | 0.10→0.10 | $98 | −11.05 | $87 | $18,900 |
| 2024-12-24 | 12:00→12:54 | STOP | 6020 | 2.80 / 4.70 | 11.70 / 0.05 | 5810 · 6230 | 0.10→0.10 | −$425 | −11.05 | −$436 | $20,260 |
| 2024-12-27 | 12:00→15:48 | EOD | 5950 | 11.50 / 16.00 | 10.00 / 0.90 | 5740 · 6160 | 0.15→0.10 | $1,655 | −11.05 | $1,644 | $18,265 |
| 2024-12-31 | 12:00→15:48 | EOD | 5890 | 15.60 / 14.30 | 8.00 / 5.20 | 5680 · 6100 | 0.10→0.10 | $1,670 | −11.05 | $1,659 | $18,020 |
| 2025-01-10 | 12:00→13:10 | STOP | 5810 | 15.10 / 12.70 | 36.20 / 2.15 | 5610 · 6010 | 0.10→0.10 | −$1,055 | −11.05 | −$1,066 | $17,230 |
| 2025-01-14 | 12:00→13:40 | STOP | 5810 | 13.30 / 16.00 | 39.70 / 0.80 | 5610 · 6010 | 0.10→0.10 | −$1,120 | −11.05 | −$1,131 | $17,080 |
| 2025-01-27 | 12:00→15:48 | EOD | 5990 | 12.80 / 10.10 | 12.00 / 1.15 | 5780 · 6200 | 0.20→0.10 | $965 | −11.05 | $954 | $18,730 |
| 2025-02-03 | 12:00→15:48 | EOD | 6000 | 14.50 / 18.60 | 6.04 / 4.30 | 5790 · 6210 | 0.15→0.10 | $2,271 | −11.05 | $2,260 | $17,705 |
| 2025-02-07 | 12:00→15:48 | EOD | 6030 | 15.40 / 12.30 | 2.15 / 4.60 | 5820 · 6240 | 0.10→0.10 | $2,095 | −11.05 | $2,084 | $18,240 |
| 2025-02-10 | 12:00→15:48 | EOD | 6060 | 9.70 / 6.90 | 7.00 / 0.40 | 5850 · 6270 | 0.10→0.10 | $920 | −11.05 | $909 | $19,350 |
| 2025-02-11 | 12:00→15:48 | EOD | 6060 | 7.90 / 7.90 | 7.17 / 0.60 | 5850 · 6270 | 0.10→0.10 | $803 | −11.05 | $792 | $19,430 |
| 2025-02-25 | 12:00→15:48 | EOD | 5950 | 12.00 / 15.00 | 12.00 / 1.70 | 5740 · 6160 | 0.10→0.10 | $1,330 | −11.05 | $1,319 | $18,310 |
| 2025-03-04 | 12:00→14:01 | STOP | 5770 | 20.05 / 19.60 | 51.00 / 2.70 | 5570 · 5970 | 0.22→0.09 | −$1,418 | −11.05 | −$1,429 | $16,057 |
| 2025-03-06 | 12:00→15:48 | EOD | 5760 | 22.30 / 23.70 | 2.02 / 25.42 | 5560 · 5960 | 0.15→0.06 | $1,847 | −11.05 | $1,836 | $15,415 |
| 2025-03-11 | 12:00→15:48 | EOD | 5580 | 22.20 / 25.20 | 26.07 / 0.90 | 5380 · 5780 | 0.15→0.10 | $2,038 | −11.05 | $2,027 | $15,275 |
| 2025-03-12 | 12:00→15:48 | EOD | 5600 | 19.60 / 22.20 | 7.30 / 4.80 | 5400 · 5800 | 0.08→0.08 | $2,970 | −11.05 | $2,959 | $15,828 |
| 2025-03-13 | 12:00→15:48 | EOD | 5530 | 21.87 / 18.60 | 2.00 / 12.00 | 5340 · 5720 | 0.14→0.08 | $2,641 | −11.05 | $2,630 | $14,967 |
| 2025-03-14 | 12:00→15:48 | EOD | 5630 | 14.40 / 16.00 | 4.00 / 4.24 | 5430 · 5830 | 0.20→0.09 | $2,205 | −11.05 | $2,194 | $16,980 |
| 2025-03-18 | 12:00→15:48 | EOD | 5600 | 16.70 / 14.80 | 8.00 / 2.10 | 5400 · 5800 | 0.09→0.08 | $2,139 | −11.05 | $2,128 | $16,859 |
| 2025-03-19 | 12:00→15:48 | EOD | 5660 | 23.60 / 19.10 | 29.50 / 0.20 | 5460 · 5860 | 0.17→0.08 | $1,291 | −11.05 | $1,280 | $15,747 |
| 2025-03-25 | 12:00→15:48 | EOD | 5770 | 9.20 / 8.50 | 6.30 / 1.32 | 5570 · 5970 | 0.06→0.06 | $1,008 | −11.05 | $997 | $18,236 |
| 2025-03-27 | 12:00→15:48 | EOD | 5700 | 14.30 / 11.00 | 11.50 / 0.90 | 5500 · 5900 | 0.10→0.07 | $1,287 | −11.05 | $1,276 | $17,480 |
| 2025-03-31 | 12:00→15:12 | STOP | 5560 | 16.00 / 18.60 | 48.38 / 0.90 | 5370 · 5750 | 0.25→0.09 | −$1,484 | −11.05 | −$1,495 | $15,565 |
| 2025-04-01 | 12:00→14:02 | STOP | 5640 | 12.00 / 16.30 | 0.75 / 40.20 | 5440 · 5840 | 0.14→0.09 | −$1,270 | −11.05 | −$1,281 | $17,184 |
| 2025-04-14 | 12:00→15:48 | EOD | 5380 | 26.08 / 27.90 | 52.10 / 0.05 | 5190 · 5570 | 1.42→0.08 | $49 | −11.05 | $38 | $13,744 |
| 2025-04-17 | 12:00→15:48 | EOD | 5290 | 19.60 / 20.80 | 4.10 / 7.55 | 5100 · 5480 | 0.37→0.06 | $2,844 | −11.05 | $2,833 | $14,997 |
| 2025-04-21 | 12:00→15:48 | EOD | 5130 | 20.80 / 20.70 | 12.70 / 2.05 | 4950 · 5310 | 0.59→0.09 | $2,625 | −11.05 | $2,614 | $13,909 |
| 2025-04-22 | 12:00→13:28 | STOP | 5290 | 20.30 / 15.83 | 3.71 / 48.82 | 5100 · 5480 | 0.43→0.66 | −$1,617 | −11.05 | −$1,628 | $15,430 |
| 2025-04-23 | 12:00→15:48 | EOD | 5390 | 26.10 / 27.50 | 0.70 / 23.00 | 5200 · 5580 | 1.44→0.06 | $2,852 | −11.05 | $2,841 | $13,784 |
| 2025-04-24 | 12:00→15:48 | EOD | 5450 | 17.50 / 22.00 | 35.34 / 0.05 | 5260 · 5640 | 0.57→0.06 | $360 | −11.05 | $349 | $15,107 |
| 2025-04-25 | 12:00→13:24 | STOP | 5490 | 14.50 / 15.10 | 36.90 / 2.95 | 5300 · 5680 | 0.23→0.13 | −$1,035 | −11.05 | −$1,046 | $16,063 |
| 2025-04-28 | 12:00→15:48 | EOD | 5490 | 16.30 / 16.90 | 37.45 / 0.05 | 5300 · 5680 | 0.10→0.06 | −$434 | −11.05 | −$445 | $15,690 |
| 2025-04-29 | 12:00→15:48 | EOD | 5540 | 12.20 / 17.15 | 24.80 / 0.10 | 5350 · 5730 | 0.20→0.08 | $433 | −11.05 | $422 | $16,085 |
| 2025-05-02 | 12:00→15:48 | EOD | 5680 | 12.30 / 12.50 | 6.10 / 4.20 | 5480 · 5880 | 0.18→0.06 | $1,438 | −11.05 | $1,427 | $17,538 |
| 2025-05-07 | 12:00→15:48 | EOD | 5620 | 18.80 / 23.40 | 15.10 / 3.48 | 5420 · 5820 | 0.34→0.08 | $2,336 | −11.05 | $2,325 | $15,814 |
| 2025-05-09 | 12:00→15:48 | EOD | 5670 | 13.50 / 13.10 | 1.00 / 11.30 | 5470 · 5870 | 0.15→0.06 | $1,421 | −11.05 | $1,410 | $17,355 |
| 2025-05-12 | 12:00→13:04 | STOP | 5800 | 11.30 / 14.20 | 32.62 / 2.45 | 5600 · 6000 | 0.13→0.17 | −$953 | −11.05 | −$964 | $17,463 |
| 2025-05-13 | 12:00→15:48 | EOD | 5890 | 10.75 / 10.30 | 10.65 / 0.95 | 5680 · 6100 | 0.22→0.08 | $931 | −11.05 | $920 | $18,917 |
| 2025-05-14 | 12:00→13:22 | STOP | 5900 | 8.60 / 12.30 | 1.91 / 28.16 | 5690 · 6110 | 0.10→0.10 | −$917 | −11.05 | −$928 | $18,920 |
| 2025-05-19 | 12:00→13:07 | STOP | 5940 | 12.23 / 8.00 | 26.70 / 1.65 | 5730 · 6150 | 0.10→0.08 | −$814 | −11.05 | −$825 | $18,987 |
| 2025-05-20 | 12:00→15:02 | STOP | 5940 | 12.50 / 7.70 | 0.60 / 27.00 | 5730 · 6150 | 0.08→0.08 | −$740 | −11.05 | −$751 | $18,988 |
| 2025-05-22 | 12:00→15:48 | EOD | 5850 | 16.26 / 11.50 | 13.70 / 0.75 | 5650 · 6050 | 0.18→0.07 | $1,320 | −11.05 | $1,309 | $17,242 |
| 2025-05-23 | 12:00→15:48 | EOD | 5790 | 17.50 / 14.18 | 22.40 / 0.65 | 5590 · 5990 | 0.15→0.08 | $856 | −11.05 | $845 | $16,847 |
| 2025-05-28 | 12:00→15:48 | EOD | 5900 | 12.39 / 8.00 | 5.50 / 3.33 | 5690 · 6110 | 0.06→0.06 | $1,156 | −11.05 | $1,145 | $18,967 |
| 2025-05-29 | 12:00→15:48 | EOD | 5870 | 20.55 / 15.60 | 43.20 / 0.03 | 5660 · 6080 | 0.08→0.08 | −$708 | −11.05 | −$719 | $17,393 |
| 2025-05-30 | 12:00→12:29 | STOP | 5890 | 13.90 / 14.60 | 6.10 / 36.20 | 5680 · 6100 | 0.10→0.18 | −$1,372 | −11.05 | −$1,383 | $18,160 |
| 2025-06-02 | 12:00→15:48 | EOD | 5910 | 9.31 / 12.00 | 21.60 / 0.15 | 5700 · 6120 | 0.08→0.08 | −$44 | −11.05 | −$55 | $18,877 |
| 2025-06-06 | 12:00→15:48 | EOD | 6000 | 9.20 / 11.50 | 3.90 / 2.60 | 5790 · 6210 | 0.13→0.07 | $1,414 | −11.05 | $1,403 | $18,943 |
| 2025-06-12 | 12:00→15:48 | EOD | 6040 | 7.60 / 12.10 | 1.35 / 5.00 | 5830 · 6250 | 0.21→0.08 | $1,322 | −11.05 | $1,311 | $19,051 |
| 2025-06-16 | 12:00→15:48 | EOD | 6040 | 9.50 / 8.62 | 0.65 / 8.10 | 5830 · 6250 | 0.28→0.06 | $915 | −11.05 | $904 | $19,216 |
| 2025-06-18 | 12:00→15:48 | EOD | 6000 | 18.40 / 16.00 | 1.70 / 9.11 | 5790 · 6210 | 0.32→0.07 | $2,334 | −11.05 | $2,323 | $17,592 |
| 2025-06-25 | 12:00→15:48 | EOD | 6090 | 10.30 / 5.91 | 2.00 / 2.50 | 5880 · 6300 | 0.13→0.06 | $1,164 | −11.05 | $1,153 | $19,392 |
| 2025-06-27 | 12:00→13:46 | STOP | 6180 | 7.20 / 6.20 | 1.80 / 17.50 | 5960 · 6400 | 0.10→0.18 | −$582 | −11.05 | −$593 | $20,670 |
| 2025-06-30 | 12:00→15:48 | EOD | 6190 | 9.30 / 9.70 | 18.00 / 0.62 | 5970 · 6410 | 0.13→0.06 | $31 | −11.05 | $20 | $20,113 |
| 2025-07-01 | 12:00→15:48 | EOD | 6190 | 10.10 / 6.40 | 18.70 / 0.10 | 5970 · 6410 | 0.08→0.10 | −$228 | −11.05 | −$239 | $20,358 |
| 2025-07-03 | 12:00→12:59 | EOD | 6280 | 5.60 / 3.10 | 0.10 / 3.00 | 6060 · 6500 | 0.08→0.08 | $560 | −11.05 | $549 | $21,138 |
| 2025-07-08 | 12:00→15:48 | EOD | 6230 | 9.80 / 7.10 | 1.15 / 4.32 | 6010 · 6450 | 0.08→0.06 | $1,141 | −11.05 | $1,130 | $20,318 |
| 2025-07-09 | 12:00→15:48 | EOD | 6240 | 10.10 / 7.00 | 20.10 / 0.05 | 6020 · 6460 | 0.06→0.06 | −$305 | −11.05 | −$316 | $20,296 |
| 2025-07-10 | 12:00→15:48 | EOD | 6280 | 5.30 / 7.90 | 4.30 / 1.00 | 6060 · 6500 | 0.08→0.06 | $788 | −11.05 | $777 | $20,688 |
| 2025-07-11 | 12:00→15:48 | EOD | 6260 | 9.18 / 7.39 | 5.70 / 0.95 | 6040 · 6480 | 0.08→0.06 | $990 | −11.05 | $979 | $20,351 |
| 2025-07-14 | 12:00→15:48 | EOD | 6260 | 6.50 / 6.15 | 7.40 / 0.25 | 6040 · 6480 | 0.06→0.08 | $502 | −11.05 | $491 | $20,741 |
| 2025-07-17 | 12:00→15:48 | EOD | 6290 | 7.70 / 5.50 | 12.80 / 0.15 | 6070 · 6510 | 0.10→0.06 | $21 | −11.05 | $10 | $20,690 |
| 2025-07-21 | 12:00→15:10 | STOP | 6330 | 5.57 / 5.20 | 0.55 / 16.20 | 6110 · 6550 | 0.13→0.08 | −$603 | −11.05 | −$614 | $20,936 |
| 2025-07-22 | 12:00→15:48 | EOD | 6300 | 5.50 / 8.00 | 14.20 / 0.05 | 6080 · 6520 | 0.09→0.08 | −$76 | −11.05 | −$87 | $20,659 |
| 2025-07-25 | 12:00→13:32 | STOP | 6380 | 5.60 / 5.80 | 14.98 / 1.15 | 6160 · 6600 | 0.13→0.13 | −$473 | −11.05 | −$484 | $20,873 |
| 2025-07-28 | 12:00→15:48 | EOD | 6390 | 7.70 / 5.10 | 0.17 / 7.06 | 6170 · 6610 | 0.06→0.06 | $557 | −11.05 | $546 | $20,726 |
| 2025-07-29 | 12:00→15:48 | EOD | 6380 | 6.50 / 6.80 | 0.20 / 10.57 | 6160 · 6600 | 0.08→0.08 | $253 | −11.05 | $242 | $20,678 |
| 2025-08-04 | 12:00→15:48 | EOD | 6320 | 7.95 / 8.80 | 4.80 / 1.05 | 6100 · 6540 | 0.13→0.08 | $1,085 | −11.05 | $1,074 | $20,338 |
| 2025-08-05 | 12:00→15:48 | EOD | 6300 | 9.90 / 9.36 | 4.10 / 1.85 | 6080 · 6520 | 0.09→0.09 | $1,331 | −11.05 | $1,320 | $20,083 |
| 2025-08-06 | 12:00→15:48 | EOD | 6340 | 10.15 / 6.50 | 9.00 / 0.22 | 6120 · 6560 | 0.08→0.06 | $741 | −11.05 | $730 | $20,343 |
| 2025-08-07 | 12:00→14:17 | STOP | 6340 | 8.90 / 12.00 | 0.55 / 27.70 | 6120 · 6560 | 0.08→0.06 | −$737 | −11.05 | −$748 | $19,918 |
| 2025-08-08 | 12:00→15:48 | EOD | 6380 | 9.00 / 7.00 | 3.90 / 1.80 | 6160 · 6600 | 0.15→0.08 | $1,023 | −11.05 | $1,012 | $20,415 |
| 2025-08-19 | 12:00→12:41 | STOP | 6430 | 5.50 / 9.50 | 1.30 / 19.10 | 6200 · 6660 | 0.08→0.06 | −$542 | −11.05 | −$553 | $21,508 |
| 2025-08-20 | 12:00→15:18 | STOP | 6370 | 9.20 / 11.20 | 28.63 / 0.17 | 6150 · 6590 | 0.08→0.06 | −$842 | −11.05 | −$853 | $19,968 |
| 2025-08-21 | 12:00→15:48 | EOD | 6370 | 9.60 / 12.82 | 2.30 / 3.50 | 6150 · 6590 | 0.08→0.05 | $1,659 | −11.05 | $1,648 | $19,766 |
| 2025-08-22 | 12:00→15:48 | EOD | 6470 | 8.38 / 10.20 | 0.90 / 4.60 | 6240 · 6700 | 0.13→0.08 | $1,303 | −11.05 | $1,292 | $21,155 |
| 2025-08-27 | 12:00→12:26 | STOP | 6480 | 4.34 / 5.40 | 2.00 / 11.20 | 6250 · 6710 | 0.06→0.06 | −$346 | −11.05 | −$357 | $22,032 |
| 2025-08-29 | 12:00→15:48 | EOD | 6450 | 11.80 / 8.60 | 11.52 / 0.85 | 6220 · 6680 | 0.10→0.08 | $801 | −11.05 | $790 | $20,970 |
| 2025-09-04 | 12:00→14:51 | STOP | 6470 | 8.40 / 5.10 | 18.00 / 0.30 | 6240 · 6700 | 0.12→0.10 | −$482 | −11.05 | −$493 | $21,662 |
| 2025-09-05 | 12:00→15:48 | EOD | 6470 | 10.80 / 11.00 | 9.10 / 0.95 | 6240 · 6700 | 0.15→0.08 | $1,168 | −11.05 | $1,157 | $20,835 |
| 2025-09-09 | 12:00→13:11 | STOP | 6490 | 7.70 / 5.40 | 17.00 / 1.25 | 6260 · 6720 | 0.08→0.08 | −$515 | −11.05 | −$526 | $21,698 |
| 2025-09-17 | 12:00→15:48 | EOD | 6600 | 22.80 / 23.40 | 5.73 / 3.70 | 6370 · 6830 | 0.47→0.10 | $3,640 | −11.05 | $3,629 | $18,427 |
| 2025-09-18 | 12:00→15:48 | EOD | 6630 | 10.50 / 7.00 | 2.20 / 4.20 | 6400 · 6860 | 0.10→0.06 | $1,106 | −11.05 | $1,095 | $21,260 |
| 2025-09-24 | 12:00→15:48 | EOD | 6630 | 9.50 / 10.80 | 6.30 / 0.85 | 6400 · 6860 | 0.10→0.08 | $1,313 | −11.05 | $1,302 | $20,980 |
| 2025-09-25 | 12:00→13:21 | STOP | 6620 | 7.70 / 10.70 | 1.05 / 26.01 | 6390 · 6850 | 0.10→0.08 | −$868 | −11.05 | −$879 | $21,170 |
| 2025-10-07 | 12:00→15:48 | EOD | 6710 | 10.20 / 9.50 | 6.60 / 0.52 | 6480 · 6940 | 0.18→0.08 | $1,248 | −11.05 | $1,237 | $21,048 |
| 2025-10-13 | 12:00→15:48 | EOD | 6650 | 11.90 / 11.60 | 4.41 / 2.40 | 6420 · 6880 | 0.15→0.09 | $1,663 | −11.05 | $1,652 | $20,665 |
| 2025-10-14 | 12:00→15:48 | EOD | 6650 | 11.90 / 15.50 | 2.15 / 17.31 | 6420 · 6880 | 0.32→0.08 | $770 | −11.05 | $759 | $20,292 |
| 2025-10-15 | 12:00→13:08 | STOP | 6680 | 13.80 / 16.00 | 2.60 / 42.04 | 6450 · 6910 | 0.13→0.18 | −$1,479 | −11.05 | −$1,490 | $20,033 |
| 2025-10-22 | 12:00→12:30 | STOP | 6710 | 10.90 / 11.20 | 3.20 / 39.00 | 6480 · 6940 | 0.13→0.33 | −$1,990 | −11.05 | −$2,001 | $20,803 |
| 2025-10-29 | 12:00→15:48 | EOD | 6900 | 18.60 / 16.90 | 0.75 / 13.93 | 6660 · 7140 | 0.14→0.10 | $2,078 | −11.05 | $2,067 | $20,464 |
| 2025-10-30 | 12:00→15:48 | EOD | 6860 | 12.40 / 16.43 | 0.05 / 32.50 | 6620 · 7100 | 0.08→0.08 | −$372 | −11.05 | −$383 | $21,125 |
| 2025-11-05 | 12:00→15:48 | EOD | 6810 | 12.30 / 7.60 | 4.20 / 1.95 | 6570 · 7050 | 0.08→0.08 | $1,375 | −11.05 | $1,364 | $22,018 |
| 2025-11-06 | 12:00→15:48 | EOD | 6720 | 15.80 / 16.90 | 9.40 / 2.24 | 6480 · 6960 | 0.10→0.13 | $2,109 | −11.05 | $2,098 | $20,740 |
| 2025-11-10 | 12:00→12:55 | STOP | 6790 | 9.60 / 11.30 | 27.50 / 1.75 | 6550 · 7030 | 0.13→0.08 | −$840 | −11.05 | −$851 | $21,923 |
| 2025-11-18 | 12:00→15:48 | EOD | 6630 | 20.40 / 18.30 | 6.18 / 5.39 | 6400 · 6860 | 0.06→0.05 | $2,712 | −11.05 | $2,701 | $19,136 |
| 2025-11-19 | 12:00→12:37 | STOP | 6640 | 17.70 / 15.00 | 5.00 / 39.36 | 6410 · 6870 | 0.08→0.13 | −$1,161 | −11.05 | −$1,172 | $19,738 |
| 2025-11-24 | 12:00→15:48 | EOD | 6690 | 12.50 / 10.37 | 13.88 / 0.40 | 6460 · 6920 | 0.30→0.10 | $839 | −11.05 | $828 | $20,743 |
| 2025-11-25 | 12:00→12:24 | STOP | 6730 | 12.40 / 8.10 | 24.60 / 3.07 | 6490 · 6970 | 0.11→0.11 | −$717 | −11.05 | −$728 | $21,961 |
| 2025-12-04 | 12:00→14:20 | STOP | 6860 | 8.00 / 10.28 | 0.75 / 25.90 | 6620 · 7100 | 0.06→0.06 | −$837 | −11.05 | −$848 | $22,178 |
| 2025-12-08 | 12:00→15:48 | EOD | 6840 | 10.80 / 9.30 | 1.45 / 4.60 | 6600 · 7080 | 0.08→0.06 | $1,403 | −11.05 | $1,392 | $21,998 |
| 2025-12-09 | 12:00→15:48 | EOD | 6860 | 7.30 / 5.74 | 0.07 / 15.30 | 6620 · 7100 | 0.10→0.08 | −$235 | −11.05 | −$246 | $22,706 |
| 2025-12-10 | 12:00→15:48 | EOD | 6850 | 18.10 / 22.00 | 43.60 / 0.03 | 6610 · 7090 | 0.13→0.08 | −$358 | −11.05 | −$369 | $20,003 |
| 2025-12-12 | 12:00→15:48 | EOD | 6820 | 16.90 / 13.87 | 9.92 / 1.15 | 6580 · 7060 | 0.15→0.08 | $1,963 | −11.05 | $1,952 | $20,938 |
| 2025-12-16 | 12:00→12:59 | STOP | 6790 | 11.60 / 10.70 | 2.87 / 27.34 | 6550 · 7030 | 0.07→0.06 | −$792 | −11.05 | −$803 | $21,777 |
| 2025-12-17 | 12:00→15:48 | EOD | 6750 | 15.70 / 12.70 | 0.35 / 13.20 | 6510 · 6990 | 0.08→0.08 | $1,485 | −11.05 | $1,474 | $21,168 |
| 2025-12-18 | 12:00→12:08 | STOP | 6800 | 11.60 / 9.20 | 5.80 / 24.00 | 6560 · 7040 | 0.13→0.13 | −$900 | −11.05 | −$911 | $21,933 |
| 2026-01-02 | 12:00→15:48 | EOD | 6840 | 8.28 / 11.01 | 7.72 / 1.00 | 6600 · 7080 | 0.10→0.06 | $1,053 | −11.05 | $1,042 | $22,081 |
| 2026-01-14 | 12:00→15:07 | STOP | 6890 | 12.20 / 9.90 | 30.06 / 0.40 | 6650 · 7130 | 0.06→0.08 | −$834 | −11.05 | −$845 | $21,796 |
| 2026-01-21 | 12:00→14:28 | STOP | 6830 | 12.60 / 14.00 | 34.80 / 1.80 | 6590 · 7070 | 0.13→0.08 | −$1,005 | −11.05 | −$1,016 | $21,353 |
| 2026-01-28 | 12:00→15:48 | EOD | 6970 | 16.20 / 14.20 | 7.54 / 0.85 | 6730 · 7210 | 0.12→0.10 | $2,199 | −11.05 | $2,188 | $20,972 |
| 2026-01-29 | 12:00→15:38 | STOP | 6910 | 15.09 / 11.20 | 37.50 / 0.05 | 6670 · 7150 | 0.10→0.08 | −$1,128 | −11.05 | −$1,139 | $21,381 |
| 2026-01-30 | 12:00→13:20 | STOP | 6930 | 12.30 / 14.80 | 3.20 / 33.50 | 6690 · 7170 | 0.13→0.08 | −$965 | −11.05 | −$976 | $21,303 |
| 2026-02-03 | 12:00→12:12 | STOP | 6930 | 11.10 / 12.77 | 7.70 / 28.40 | 6690 · 7170 | 0.06→0.13 | −$1,216 | −11.05 | −$1,227 | $21,619 |
| 2026-02-04 | 12:00→12:28 | STOP | 6890 | 13.90 / 17.30 | 6.50 / 35.90 | 6650 · 7130 | 0.09→0.14 | −$1,115 | −11.05 | −$1,126 | $20,889 |
| 2026-02-06 | 12:00→15:40 | STOP | 6890 | 14.00 / 10.50 | 34.70 / 0.07 | 6650 · 7130 | 0.18→0.06 | −$1,039 | −11.05 | −$1,050 | $21,568 |
| 2026-02-09 | 12:00→13:21 | STOP | 6980 | 5.90 / 9.35 | 1.25 / 19.70 | 6740 · 7220 | 0.13→0.08 | −$575 | −11.05 | −$586 | $22,488 |
| 2026-02-11 | 12:00→15:48 | EOD | 6940 | 12.48 / 11.45 | 9.95 / 0.70 | 6700 · 7180 | 0.09→0.08 | $1,327 | −11.05 | $1,316 | $21,616 |
| 2026-02-17 | 12:00→15:48 | EOD | 6840 | 13.47 / 16.20 | 7.00 / 1.25 | 6600 · 7080 | 0.10→0.08 | $2,140 | −11.05 | $2,129 | $21,043 |
| 2026-02-18 | 12:00→14:57 | STOP | 6890 | 11.50 / 9.30 | 0.20 / 30.90 | 6650 · 7130 | 0.19→0.07 | −$1,042 | −11.05 | −$1,053 | $21,939 |
| 2026-02-19 | 12:00→15:48 | EOD | 6850 | 15.10 / 13.58 | 6.10 / 2.15 | 6610 · 7090 | 0.08→0.08 | $2,043 | −11.05 | $2,032 | $21,140 |
| 2026-02-23 | 12:00→15:48 | EOD | 6840 | 13.90 / 14.00 | 1.65 / 6.79 | 6600 · 7080 | 0.13→0.06 | $1,939 | −11.05 | $1,928 | $21,223 |
| 2026-02-24 | 12:00→15:48 | EOD | 6880 | 9.60 / 8.60 | 12.40 / 0.20 | 6640 · 7120 | 0.14→0.09 | $555 | −11.05 | $544 | $22,194 |
| 2026-02-26 | 12:00→15:48 | EOD | 6880 | 14.47 / 12.77 | 25.80 / 0.03 | 6640 · 7120 | 0.12→0.10 | $139 | −11.05 | $128 | $21,288 |
| 2026-02-27 | 12:00→15:48 | EOD | 6870 | 12.70 / 12.90 | 4.50 / 5.00 | 6630 · 7110 | 0.08→0.08 | $1,610 | −11.05 | $1,599 | $21,448 |
| 2026-03-02 | 12:00→15:48 | EOD | 6880 | 10.50 / 13.00 | 3.20 / 5.00 | 6640 · 7120 | 0.20→0.06 | $1,516 | −11.05 | $1,505 | $21,670 |
| 2026-03-03 | 12:00→13:41 | STOP | 6790 | 16.60 / 18.10 | 44.60 / 2.70 | 6550 · 7030 | 0.10→0.08 | −$1,262 | −11.05 | −$1,273 | $20,540 |
| 2026-03-04 | 12:00→15:48 | EOD | 6870 | 12.57 / 10.00 | 8.90 / 0.60 | 6630 · 7110 | 0.13→0.08 | $1,302 | −11.05 | $1,291 | $21,756 |
| 2026-03-05 | 12:00→12:30 | STOP | 6830 | 12.20 / 17.18 | 5.00 / 36.20 | 6590 · 7070 | 0.10→0.10 | −$1,182 | −11.05 | −$1,193 | $21,072 |
| 2026-03-06 | 12:00→15:48 | EOD | 6760 | 19.20 / 18.80 | 0.50 / 20.20 | 6520 · 7000 | 0.14→0.08 | $1,724 | −11.05 | $1,713 | $20,214 |
| 2026-03-11 | 12:00→15:48 | EOD | 6750 | 18.00 / 17.40 | 17.70 / 0.35 | 6510 · 6990 | 0.10→0.06 | $1,731 | −11.05 | $1,720 | $20,470 |
| 2026-03-12 | 12:00→15:48 | EOD | 6700 | 19.70 / 16.20 | 0.15 / 21.58 | 6470 · 6930 | 0.15→0.06 | $1,408 | −11.05 | $1,397 | $19,425 |
| 2026-03-13 | 12:00→15:48 | EOD | 6650 | 17.50 / 21.50 | 0.30 / 21.50 | 6420 · 6880 | 0.22→0.08 | $1,706 | −11.05 | $1,695 | $19,122 |
| 2026-03-16 | 12:00→15:48 | EOD | 6700 | 12.60 / 15.00 | 1.30 / 6.10 | 6470 · 6930 | 0.22→0.08 | $2,006 | −11.05 | $1,995 | $20,262 |
| 2026-03-17 | 12:00→15:48 | EOD | 6720 | 11.25 / 13.24 | 2.85 / 1.95 | 6480 · 6960 | 0.12→0.08 | $1,965 | −11.05 | $1,954 | $21,563 |
| 2026-03-19 | 12:00→15:06 | STOP | 6590 | 14.15 / 15.60 | 46.20 / 1.55 | 6360 · 6820 | 0.15→0.10 | −$1,805 | −11.05 | −$1,816 | $20,040 |
| 2026-03-23 | 12:00→15:48 | EOD | 6590 | 19.40 / 21.50 | 13.00 / 0.30 | 6360 · 6820 | 0.22→0.06 | $2,744 | −11.05 | $2,733 | $18,932 |
| 2026-03-24 | 12:00→15:48 | EOD | 6580 | 13.50 / 17.10 | 0.15 / 19.80 | 6350 · 6810 | 0.17→0.10 | $1,058 | −11.05 | $1,047 | $19,957 |
| 2026-03-25 | 12:00→15:48 | EOD | 6590 | 17.50 / 13.60 | 1.85 / 5.50 | 6360 · 6820 | 0.10→0.08 | $2,373 | −11.05 | $2,362 | $19,900 |
| 2026-04-02 | 12:00→15:48 | EOD | 6560 | 20.10 / 16.90 | 10.08 / 0.75 | 6330 · 6790 | 0.25→0.06 | $2,598 | −11.05 | $2,587 | $19,325 |
| 2026-04-06 | 12:00→15:48 | EOD | 6600 | 13.06 / 10.82 | 8.80 / 0.35 | 6370 · 6830 | 0.17→0.08 | $1,464 | −11.05 | $1,453 | $20,629 |
| 2026-04-09 | 12:00→15:48 | EOD | 6810 | 14.60 / 9.90 | 18.40 / 0.30 | 6570 · 7050 | 0.13→0.10 | $577 | −11.05 | $566 | $21,563 |
| 2026-04-10 | 12:00→15:48 | EOD | 6820 | 9.30 / 12.70 | 0.32 / 9.49 | 6580 · 7060 | 0.17→0.08 | $1,210 | −11.05 | $1,199 | $21,817 |
| 2026-04-16 | 12:00→12:33 | STOP | 7050 | 8.24 / 10.10 | 3.47 / 25.82 | 6800 · 7300 | 0.10→0.25 | −$1,080 | −11.05 | −$1,091 | $23,176 |
| 2026-04-20 | 12:00→15:48 | EOD | 7100 | 10.10 / 11.10 | 3.50 / 1.15 | 6850 · 7350 | 0.10→0.08 | $1,653 | −11.05 | $1,642 | $22,890 |
| 2026-04-21 | 12:00→13:06 | STOP | 7100 | 9.30 / 12.00 | 1.60 / 27.60 | 6850 · 7350 | 0.10→0.08 | −$792 | −11.05 | −$803 | $22,880 |
| 2026-04-24 | 12:00→15:48 | EOD | 7160 | 11.60 / 9.50 | 3.40 / 1.80 | 6910 · 7410 | 0.15→0.06 | $1,581 | −11.05 | $1,570 | $22,905 |
| 2026-04-27 | 12:00→15:48 | EOD | 7160 | 7.00 / 9.70 | 17.50 / 0.05 | 6910 · 7410 | 0.12→0.10 | −$87 | −11.05 | −$98 | $23,342 |
| 2026-04-28 | 12:00→15:48 | EOD | 7120 | 11.60 / 8.65 | 19.81 / 0.05 | 6870 · 7370 | 0.09→0.07 | $37 | −11.05 | $26 | $22,984 |
| 2026-04-29 | 12:00→15:48 | EOD | 7120 | 16.80 / 12.40 | 11.15 / 0.50 | 6870 · 7370 | 0.08→0.06 | $1,753 | −11.05 | $1,742 | $22,088 |
| 2026-04-30 | 12:00→14:00 | STOP | 7170 | 10.20 / 10.85 | 31.70 / 1.37 | 6920 · 7420 | 0.13→0.08 | −$1,207 | −11.05 | −$1,218 | $22,908 |
| 2026-05-04 | 12:00→15:48 | EOD | 7200 | 13.20 / 13.60 | 4.00 / 1.22 | 6950 · 7450 | 0.15→0.06 | $2,149 | −11.05 | $2,138 | $22,335 |
| 2026-05-05 | 12:00→15:10 | STOP | 7250 | 9.90 / 6.10 | 21.73 / 0.22 | 7000 · 7500 | 0.10→0.08 | −$597 | −11.05 | −$608 | $23,410 |
| 2026-05-06 | 12:00→15:38 | STOP | 7340 | 7.60 / 9.60 | 23.30 / 0.12 | 7080 · 7600 | 0.10→0.06 | −$626 | −11.05 | −$637 | $24,290 |
| 2026-05-08 | 12:00→15:48 | EOD | 7390 | 11.30 / 7.70 | 6.60 / 0.45 | 7130 · 7650 | 0.13→0.06 | $1,188 | −11.05 | $1,177 | $24,113 |
| 2026-05-11 | 12:00→15:48 | EOD | 7420 | 9.10 / 5.10 | 0.08 / 12.85 | 7160 · 7680 | 0.13→0.08 | $122 | −11.05 | $111 | $24,593 |
| 2026-05-12 | 12:00→14:22 | STOP | 7350 | 8.70 / 12.40 | 28.20 / 0.75 | 7090 · 7610 | 0.10→0.06 | −$789 | −11.05 | −$800 | $23,900 |
| 2026-05-13 | 12:00→12:24 | STOP | 7420 | 8.30 / 8.50 | 21.10 / 3.30 | 7160 · 7680 | 0.13→0.15 | −$758 | −11.05 | −$769 | $24,333 |
| 2026-05-18 | 12:00→15:48 | EOD | 7380 | 13.60 / 13.50 | 21.60 / 0.15 | 7120 · 7640 | 0.10→0.08 | $533 | −11.05 | $522 | $23,300 |
| 2026-05-19 | 12:00→12:59 | STOP | 7350 | 14.30 / 12.30 | 33.18 / 2.90 | 7090 · 7610 | 0.08→0.10 | −$946 | −11.05 | −$957 | $23,348 |
| 2026-05-21 | 12:00→13:16 | STOP | 7410 | 15.50 / 10.55 | 33.07 / 3.00 | 7150 · 7670 | 0.06→0.06 | −$1,002 | −11.05 | −$1,013 | $23,401 |
| 2026-05-22 | 12:00→15:48 | EOD | 7490 | 12.20 / 10.70 | 0.10 / 19.85 | 7230 · 7750 | 0.12→0.06 | $289 | −11.05 | $278 | $23,722 |
| 2026-05-26 | 12:00→15:48 | EOD | 7510 | 10.20 / 12.60 | 13.10 / 0.17 | 7250 · 7770 | 0.15→0.10 | $948 | −11.05 | $937 | $23,735 |
| 2026-05-27 | 12:00→15:48 | EOD | 7510 | 9.70 / 11.70 | 11.21 / 0.30 | 7250 · 7770 | 0.08→0.06 | $987 | −11.05 | $976 | $23,868 |
| 2026-05-28 | 12:00→15:48 | EOD | 7560 | 6.70 / 9.34 | 6.53 / 0.30 | 7300 · 7820 | 0.12→0.08 | $917 | −11.05 | $906 | $24,408 |
| 2026-05-29 | 12:00→15:48 | EOD | 7580 | 11.30 / 9.20 | 10.40 / 0.52 | 7310 · 7850 | 0.08→0.06 | $956 | −11.05 | $945 | $24,958 |
| 2026-06-12 | 12:00→15:48 | EOD | 7400 | 26.05 / 21.30 | 21.61 / 0.20 | 7140 · 7660 | 0.33→0.07 | $2,528 | −11.05 | $2,517 | $21,298 |
| 2026-06-15 | 12:00→15:48 | EOD | 7570 | 11.60 / 7.10 | 0.20 / 11.02 | 7310 · 7830 | 0.18→0.08 | $738 | −11.05 | $727 | $24,148 |
| 2026-06-16 | 12:00→15:48 | EOD | 7540 | 11.40 / 8.46 | 0.05 / 22.93 | 7280 · 7800 | 0.13→0.08 | −$317 | −11.05 | −$328 | $24,027 |
| 2026-06-18 | 12:00→15:48 | EOD | 7490 | 13.85 / 10.07 | 11.60 / 0.95 | 7230 · 7750 | 0.15→0.08 | $1,130 | −11.05 | $1,119 | $23,623 |
| 2026-06-22 | 12:00→15:48 | EOD | 7480 | 9.50 / 14.10 | 0.08 / 15.52 | 7220 · 7740 | 0.10→0.06 | $796 | −11.05 | $785 | $23,650 |
| 2026-06-23 | 12:00→15:48 | EOD | 7390 | 15.20 / 12.80 | 0.32 / 20.40 | 7130 · 7650 | 0.12→0.09 | $725 | −11.05 | $714 | $23,212 |
| 2026-06-24 | 12:00→13:07 | STOP | 7410 | 13.10 / 11.50 | 2.07 / 34.90 | 7150 · 7670 | 0.09→0.09 | −$1,237 | −11.05 | −$1,248 | $23,549 |
| 2026-06-25 | 12:00→15:48 | EOD | 7370 | 17.60 / 16.40 | 0.10 / 26.10 | 7110 · 7630 | 0.08→0.08 | $780 | −11.05 | $769 | $22,608 |
| 2026-06-29 | 12:00→15:48 | EOD | 7420 | 8.10 / 12.62 | 15.60 / 0.17 | 7160 · 7680 | 0.11→0.08 | $492 | −11.05 | $481 | $23,939 |
| 2026-07-02 | 12:00→13:04 | STOP | 7470 | 15.02 / 13.40 | 2.42 / 36.67 | 7210 · 7730 | 0.12→0.15 | −$1,064 | −11.05 | −$1,075 | $23,170 |
| 2026-07-07 | 12:00→15:48 | EOD | 7500 | 10.30 / 8.70 | 1.58 / 6.10 | 7240 · 7760 | 0.06→0.06 | $1,132 | −11.05 | $1,121 | $24,106 |
| 2026-07-08 | 12:00→13:19 | STOP | 7440 | 13.10 / 15.70 | 37.70 / 1.75 | 7180 · 7700 | 0.12→0.08 | −$1,069 | −11.05 | −$1,080 | $23,132 |
| 2026-07-14 | 12:00→15:48 | EOD | 7530 | 11.50 / 11.05 | 19.60 / 0.07 | 7270 · 7790 | 0.08→0.06 | $286 | −11.05 | $275 | $23,753 |
| 2026-07-15 | 12:00→12:24 | STOP | 7550 | 9.40 / 8.20 | 3.03 / 22.24 | 7290 · 7810 | 0.08→0.08 | −$767 | −11.05 | −$778 | $24,248 |
| 2026-07-21 | 12:00→15:48 | EOD | 7500 | 9.80 / 7.60 | 10.10 / 0.22 | 7240 · 7760 | 0.08→0.06 | $706 | −11.05 | $695 | $24,268 |
| 2026-07-22 | 12:00→15:38 | STOP | 7520 | 8.20 / 6.11 | 0.10 / 19.40 | 7260 · 7780 | 0.13→0.08 | −$524 | −11.05 | −$535 | $24,582 |
| 2026-07-23 | 12:00→15:48 | EOD | 7400 | 16.20 / 12.72 | 0.45 / 15.60 | 7140 · 7660 | 0.08→0.07 | $1,286 | −11.05 | $1,275 | $23,116 |
| 2026-07-27 | 12:00→15:48 | EOD | 7400 | 13.20 / 14.10 | 12.30 / 0.50 | 7140 · 7660 | 0.08→0.08 | $1,450 | −11.05 | $1,439 | $23,278 |
| 2026-07-28 | 12:00→15:48 | EOD | 7450 | 8.72 / 11.60 | 0.10 / 15.20 | 7190 · 7710 | 0.10→0.06 | $498 | −11.05 | $487 | $23,978 |
| 2026-07-30 | 12:00→14:30 | STOP | 7390 | 16.90 / 12.30 | 40.00 / 0.35 | 7130 · 7650 | 0.08→0.06 | −$1,117 | −11.05 | −$1,128 | $23,088 |
| 2026-07-31 | 12:00→15:18 | STOP | 7460 | 11.45 / 14.50 | 36.70 / 0.15 | 7200 · 7720 | 0.12→0.10 | −$1,092 | −11.05 | −$1,103 | $23,417 |
| 2026-08-03 | 12:00→13:34 | STOP | 7580 | 8.60 / 5.20 | 18.54 / 1.20 | 7310 · 7850 | 0.13→0.08 | −$599 | −11.05 | −$610 | $25,633 |
| 2026-08-05 | 12:00→15:48 | EOD | 7730 | 14.10 / 13.40 | 8.00 / 0.77 | 7460 · 8000 | 0.09→0.08 | $1,872 | −11.05 | $1,861 | $24,259 |
| 2026-08-06 | 12:00→15:48 | EOD | 7700 | 14.00 / 9.50 | 8.11 / 1.85 | 7430 · 7970 | 0.09→0.07 | $1,352 | −11.05 | $1,341 | $24,659 |
| 2026-08-13 | 12:00→15:06 | STOP | 7780 | 8.50 / 8.50 | 24.48 / 0.15 | 7510 · 8050 | 0.10→0.07 | −$766 | −11.05 | −$777 | $25,310 |
| 2026-08-14 | 12:00→15:48 | EOD | 7790 | 5.30 / 8.15 | 0.30 / 7.30 | 7520 · 8060 | 0.08→0.06 | $583 | −11.05 | $572 | $25,663 |
| 2026-08-17 | 12:00→13:23 | STOP | 7770 | 6.27 / 4.00 | 1.70 / 12.80 | 7500 · 8040 | 0.06→0.06 | −$423 | −11.05 | −$434 | $25,979 |
| 2026-08-19 | 12:00→13:21 | STOP | 7730 | 6.90 / 8.70 | 1.45 / 20.33 | 7460 · 8000 | 0.06→0.06 | −$618 | −11.05 | −$629 | $25,446 |
| 2026-08-24 | 12:00→15:48 | EOD | 7660 | 8.70 / 6.09 | 0.82 / 5.70 | 7390 · 7930 | 0.08→0.08 | $827 | −11.05 | $816 | $25,529 |
| 2026-08-25 | 12:00→15:48 | EOD | 7670 | 8.20 / 5.22 | 3.60 / 1.20 | 7400 · 7940 | 0.07→0.05 | $860 | −11.05 | $849 | $25,665 |
| 2026-08-28 | 12:00→15:48 | EOD | 7730 | 10.58 / 12.90 | 0.10 / 21.20 | 7460 · 8000 | 0.18→0.06 | $206 | −11.05 | $195 | $24,670 |
| 2026-09-02 | 12:00→13:41 | STOP | 7680 | 5.30 / 9.60 | 0.60 / 19.50 | 7410 · 7950 | 0.13→0.08 | −$525 | −11.05 | −$536 | $25,523 |
| 2026-09-08 | 12:00→15:48 | EOD | 7690 | 5.70 / 8.10 | 0.25 / 10.21 | 7420 · 7960 | 0.08→0.06 | $332 | −11.05 | $321 | $25,628 |
| 2026-09-09 | 12:00→15:48 | EOD | 7640 | 6.40 / 10.20 | 4.20 / 1.25 | 7370 · 7910 | 0.10→0.08 | $1,113 | −11.05 | $1,102 | $25,350 |
| 2026-09-10 | 12:00→15:48 | EOD | 7600 | 11.50 / 8.40 | 0.60 / 8.60 | 7330 · 7870 | 0.08→0.08 | $1,070 | −11.05 | $1,059 | $25,018 |
| 2026-09-11 | 12:00→15:48 | EOD | 7670 | 8.80 / 6.97 | 0.15 / 9.10 | 7400 · 7940 | 0.09→0.09 | $652 | −11.05 | $641 | $25,432 |
| 2026-09-14 | 12:00→12:51 | STOP | 7630 | 7.87 / 8.75 | 20.00 / 2.90 | 7360 · 7900 | 0.08→0.13 | −$623 | −11.05 | −$634 | $25,346 |
| 2026-09-15 | 12:00→15:48 | EOD | 7580 | 10.30 / 7.20 | 2.65 / 2.40 | 7310 · 7850 | 0.15→0.10 | $1,240 | −11.05 | $1,229 | $25,265 |
| 2026-09-17 | 12:00→15:48 | EOD | 7640 | 6.34 / 8.70 | 2.35 / 2.10 | 7370 · 7910 | 0.08→0.06 | $1,057 | −11.05 | $1,046 | $25,504 |
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.