The 14:00 structure with a deliberately wide stop, riding dealer hedging that pins the index to high-open-interest strikes into the close.
Cumulative net profit, this strategy alone, after all costs.
24 of 28 months positive · mean month $2,680 · worst month −$5,124
Signal. Structural: on most sessions, market-makers hedging the day's open interest suppress late-day movement around heavily traded strikes (“pinning”). The final two hours are the calmest premium a 0DTE seller can buy.
Entry, 14:00 New York. Identical structure to Meridian: sell the at-the-money call and put, buy 3.5% wings, same credit and fill conditions.
Stop, 2.0× credit — and why it is wide. The tight-stop version of this exact trade was tested and rejected: in the 2026 regime change it bled to death from stop-outs while the wide-stop version kept earning. The wings — not the stop — carry catastrophe duty; the stop's only job is to cut the rare runaway afternoon.
Exit. 15:48 New York.
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-06-03 | 14:00→15:48 | EOD | 5260 | 8.10 / 7.70 | 11.80 / 0.30 | 5080 · 5440 | 0.10→0.10 | $370 | −11.05 | $359 | $16,430 |
| 2024-06-07 | 14:00→15:48 | EOD | 5360 | 8.70 / 4.10 | 0.22 / 11.40 | 5170 · 5550 | 0.10→0.10 | $118 | −11.05 | $107 | $17,730 |
| 2024-06-10 | 14:00→15:48 | EOD | 5360 | 4.40 / 5.80 | 1.20 / 5.00 | 5170 · 5550 | 0.10→0.10 | $400 | −11.05 | $389 | $17,990 |
| 2024-06-28 | 14:00→15:48 | EOD | 5480 | 7.80 / 7.50 | 1.80 / 11.27 | 5290 · 5670 | 0.10→0.10 | $223 | −11.05 | $212 | $17,480 |
| 2024-07-18 | 14:00→15:48 | EOD | 5550 | 9.40 / 6.90 | 6.30 / 3.72 | 5360 · 5740 | 0.10→0.10 | $628 | −11.05 | $617 | $17,380 |
| 2024-07-22 | 14:00→15:48 | EOD | 5560 | 8.90 / 6.05 | 7.90 / 1.20 | 5370 · 5750 | 0.10→0.10 | $585 | −11.05 | $574 | $17,515 |
| 2024-07-24 | 14:00→15:48 | EOD | 5460 | 5.80 / 10.00 | 0.30 / 23.35 | 5270 · 5650 | 0.10→0.10 | −$785 | −11.05 | −$796 | $17,430 |
| 2024-07-26 | 14:00→15:48 | EOD | 5470 | 9.00 / 13.10 | 1.75 / 9.90 | 5280 · 5660 | 0.10→0.10 | $1,045 | −11.05 | $1,034 | $16,800 |
| 2024-07-29 | 14:00→15:48 | EOD | 5470 | 7.50 / 9.30 | 7.02 / 1.45 | 5280 · 5660 | 0.10→0.10 | $833 | −11.05 | $822 | $17,330 |
| 2024-07-30 | 14:00→15:48 | EOD | 5430 | 9.50 / 7.97 | 18.90 / 0.27 | 5240 · 5620 | 0.10→0.10 | −$170 | −11.05 | −$181 | $17,263 |
| 2024-07-31 | 14:00→15:48 | EOD | 5510 | 18.51 / 16.60 | 18.60 / 1.80 | 5320 · 5700 | 0.17→0.10 | $1,464 | −11.05 | $1,453 | $15,506 |
| 2024-08-01 | 14:00→15:48 | EOD | 5440 | 10.85 / 13.21 | 5.10 / 6.01 | 5250 · 5630 | 0.10→0.10 | $1,295 | −11.05 | $1,284 | $16,604 |
| 2024-08-02 | 14:00→15:48 | EOD | 5310 | 16.10 / 11.90 | 30.60 / 0.55 | 5120 · 5500 | 0.22→0.10 | −$327 | −11.05 | −$338 | $16,222 |
| 2024-08-05 | 14:00→15:48 | EOD | 5200 | 18.00 / 14.50 | 0.30 / 35.50 | 5020 · 5380 | 0.40→0.10 | −$360 | −11.05 | −$371 | $14,790 |
| 2024-08-08 | 14:00→15:48 | EOD | 5320 | 9.60 / 14.10 | 4.00 / 7.80 | 5130 · 5510 | 0.15→0.10 | $1,185 | −11.05 | $1,174 | $16,645 |
| 2024-08-09 | 14:00→15:48 | EOD | 5340 | 10.60 / 10.53 | 7.90 / 2.05 | 5150 · 5530 | 0.10→0.10 | $1,118 | −11.05 | $1,107 | $16,897 |
| 2024-08-12 | 14:00→15:48 | EOD | 5340 | 9.10 / 10.90 | 2.00 / 6.80 | 5150 · 5530 | 0.12→0.10 | $1,118 | −11.05 | $1,107 | $17,012 |
| 2024-09-03 | 14:00→15:40 | STOP | 5550 | 9.00 / 7.70 | 0.25 / 33.50 | 5360 · 5740 | 0.10→0.10 | −$1,705 | −11.05 | −$1,716 | $17,340 |
| 2024-09-04 | 14:00→15:48 | EOD | 5520 | 6.90 / 9.10 | 4.70 / 4.60 | 5330 · 5710 | 0.10→0.10 | $670 | −11.05 | $659 | $17,410 |
| 2024-09-05 | 14:00→15:48 | EOD | 5510 | 10.80 / 6.20 | 0.55 / 15.20 | 5320 · 5700 | 0.10→0.10 | $125 | −11.05 | $114 | $17,310 |
| 2024-09-06 | 14:00→15:48 | EOD | 5420 | 8.50 / 12.80 | 4.30 / 6.33 | 5230 · 5610 | 0.10→0.10 | $1,067 | −11.05 | $1,056 | $16,880 |
| 2024-09-09 | 14:00→15:48 | EOD | 5460 | 11.50 / 6.70 | 6.00 / 1.75 | 5270 · 5650 | 0.10→0.10 | $1,045 | −11.05 | $1,034 | $17,190 |
| 2024-09-10 | 14:00→15:48 | EOD | 5480 | 7.00 / 7.60 | 12.91 / 0.35 | 5290 · 5670 | 0.10→0.10 | $134 | −11.05 | $123 | $17,550 |
| 2024-09-12 | 14:00→15:48 | EOD | 5600 | 7.35 / 8.90 | 1.50 / 7.30 | 5400 · 5800 | 0.10→0.10 | $745 | −11.05 | $734 | $18,385 |
| 2024-09-16 | 14:00→15:48 | EOD | 5630 | 6.10 / 5.60 | 3.60 / 1.40 | 5430 · 5830 | 0.10→0.10 | $670 | −11.05 | $659 | $18,840 |
| 2024-10-04 | 14:00→15:48 | EOD | 5720 | 10.40 / 6.50 | 26.00 / 0.10 | 5520 · 5920 | 0.15→0.10 | −$925 | −11.05 | −$936 | $18,325 |
| 2024-10-09 | 14:00→15:48 | EOD | 5780 | 6.90 / 8.80 | 12.20 / 0.32 | 5580 · 5980 | 0.10→0.10 | $318 | −11.05 | $307 | $18,440 |
| 2024-10-23 | 14:00→15:48 | EOD | 5780 | 5.80 / 8.90 | 15.50 / 0.12 | 5580 · 5980 | 0.10→0.10 | −$92 | −11.05 | −$103 | $18,540 |
| 2024-10-25 | 14:00→15:48 | EOD | 5810 | 9.80 / 8.46 | 4.20 / 2.10 | 5610 · 6010 | 0.10→0.10 | $1,196 | −11.05 | $1,185 | $18,184 |
| 2024-10-28 | 14:00→15:48 | EOD | 5830 | 7.30 / 3.30 | 3.50 / 0.85 | 5630 · 6030 | 0.12→0.12 | $625 | −11.05 | $614 | $18,952 |
| 2024-10-29 | 14:00→15:48 | EOD | 5840 | 3.58 / 4.40 | 4.40 / 0.70 | 5640 · 6040 | 0.10→0.10 | $288 | −11.05 | $277 | $19,212 |
| 2024-10-31 | 14:00→15:48 | EOD | 5720 | 8.00 / 7.10 | 15.10 / 0.75 | 5520 · 5920 | 0.10→0.10 | −$75 | −11.05 | −$86 | $18,500 |
| 2024-11-01 | 14:00→15:48 | EOD | 5730 | 10.90 / 6.15 | 5.00 / 2.95 | 5530 · 5930 | 0.10→0.10 | $910 | −11.05 | $899 | $18,305 |
| 2024-11-04 | 14:00→15:48 | EOD | 5730 | 4.00 / 8.80 | 0.07 / 15.20 | 5530 · 5930 | 0.10→0.10 | −$247 | −11.05 | −$258 | $18,730 |
| 2024-11-05 | 14:00→15:48 | EOD | 5770 | 6.90 / 6.10 | 6.73 / 1.00 | 5570 · 5970 | 0.10→0.10 | $527 | −11.05 | $516 | $18,710 |
| 2024-11-12 | 14:00→15:48 | EOD | 5990 | 5.80 / 4.80 | 2.40 / 2.35 | 5780 · 6200 | 0.10→0.10 | $585 | −11.05 | $574 | $19,950 |
| 2024-11-19 | 14:00→15:48 | EOD | 5920 | 6.20 / 4.20 | 0.80 / 5.50 | 5710 · 6130 | 0.10→0.10 | $410 | −11.05 | $399 | $19,970 |
| 2024-11-21 | 14:00→15:48 | EOD | 5960 | 4.90 / 7.80 | 1.35 / 5.70 | 5750 · 6170 | 0.10→0.10 | $565 | −11.05 | $554 | $19,740 |
| 2024-11-22 | 14:00→15:48 | EOD | 5970 | 3.22 / 8.10 | 0.50 / 6.34 | 5760 · 6180 | 0.10→0.10 | $448 | −11.05 | $437 | $19,878 |
| 2024-11-25 | 14:00→15:48 | EOD | 5990 | 2.80 / 7.50 | 0.35 / 7.91 | 5780 · 6200 | 0.10→0.10 | $204 | −11.05 | $193 | $19,980 |
| 2024-12-03 | 14:00→15:48 | EOD | 6040 | 5.22 / 1.90 | 8.36 / 0.10 | 5830 · 6250 | 0.10→0.10 | −$134 | −11.05 | −$145 | $20,298 |
| 2024-12-05 | 14:00→15:48 | EOD | 6080 | 6.20 / 2.57 | 3.80 / 0.65 | 5870 · 6290 | 0.10→0.10 | $432 | −11.05 | $421 | $20,133 |
| 2024-12-09 | 14:00→14:51 | STOP | 6070 | 2.25 / 5.30 | 0.25 / 15.50 | 5860 · 6280 | 0.10→0.10 | −$820 | −11.05 | −$831 | $20,255 |
| 2024-12-11 | 14:00→15:48 | EOD | 6090 | 2.12 / 5.00 | 0.50 / 3.60 | 5880 · 6300 | 0.10→0.10 | $302 | −11.05 | $291 | $20,298 |
| 2024-12-12 | 14:00→15:48 | EOD | 6060 | 7.20 / 2.52 | 1.93 / 1.80 | 5850 · 6270 | 0.10→0.10 | $599 | −11.05 | $588 | $20,038 |
| 2024-12-27 | 14:00→15:48 | EOD | 5960 | 10.10 / 6.70 | 3.20 / 3.97 | 5750 · 6170 | 0.10→0.10 | $963 | −11.05 | $952 | $19,330 |
| 2024-12-31 | 14:00→15:48 | EOD | 5880 | 11.10 / 12.50 | 14.80 / 2.07 | 5670 · 6090 | 0.10→0.10 | $673 | −11.05 | $662 | $18,650 |
| 2025-01-03 | 14:00→15:48 | EOD | 5940 | 5.40 / 6.95 | 1.50 / 5.68 | 5730 · 6150 | 0.10→0.10 | $517 | −11.05 | $506 | $19,775 |
| 2025-01-06 | 14:00→15:48 | EOD | 5980 | 6.20 / 9.70 | 0.15 / 16.30 | 5770 · 6190 | 0.10→0.10 | −$55 | −11.05 | −$66 | $19,420 |
| 2025-01-08 | 14:00→15:48 | EOD | 5900 | 10.90 / 10.90 | 11.19 / 0.55 | 5690 · 6110 | 0.10→0.10 | $1,006 | −11.05 | $995 | $18,830 |
| 2025-01-13 | 14:00→15:48 | EOD | 5820 | 9.10 / 7.60 | 4.80 / 2.30 | 5620 · 6020 | 0.10→0.10 | $960 | −11.05 | $949 | $18,340 |
| 2025-01-14 | 14:00→15:04 | STOP | 5850 | 10.80 / 6.42 | 0.55 / 36.60 | 5650 · 6050 | 0.10→0.10 | −$1,993 | −11.05 | −$2,004 | $18,288 |
| 2025-01-24 | 14:00→15:48 | EOD | 6100 | 4.20 / 7.60 | 0.55 / 7.94 | 5890 · 6310 | 0.10→0.10 | $331 | −11.05 | $320 | $19,830 |
| 2025-01-27 | 14:00→15:48 | EOD | 5990 | 6.70 / 8.80 | 12.00 / 1.15 | 5780 · 6200 | 0.10→0.10 | $235 | −11.05 | $224 | $19,460 |
| 2025-01-29 | 14:00→15:48 | EOD | 6020 | 19.80 / 18.60 | 17.88 / 0.50 | 5810 · 6230 | 0.12→0.10 | $2,000 | −11.05 | $1,989 | $17,172 |
| 2025-02-03 | 14:00→15:48 | EOD | 6010 | 10.75 / 10.55 | 1.95 / 9.70 | 5800 · 6220 | 0.10→0.10 | $965 | −11.05 | $954 | $18,880 |
| 2025-02-07 | 14:00→15:48 | EOD | 6030 | 10.30 / 8.70 | 2.15 / 4.60 | 5820 · 6240 | 0.10→0.10 | $1,225 | −11.05 | $1,214 | $19,110 |
| 2025-02-11 | 14:00→15:48 | EOD | 6070 | 2.85 / 7.60 | 1.00 / 4.40 | 5860 · 6280 | 0.10→0.10 | $505 | −11.05 | $494 | $19,965 |
| 2025-02-25 | 14:00→15:48 | EOD | 5960 | 9.40 / 9.00 | 5.30 / 4.60 | 5750 · 6170 | 0.10→0.10 | $850 | −11.05 | $839 | $19,170 |
| 2025-02-26 | 14:00→15:48 | EOD | 5940 | 9.80 / 11.50 | 24.97 / 0.10 | 5730 · 6150 | 0.10→0.10 | −$377 | −11.05 | −$388 | $18,880 |
| 2025-03-05 | 14:00→15:48 | EOD | 5820 | 17.90 / 15.60 | 25.00 / 1.20 | 5620 · 6020 | 0.09→0.08 | $729 | −11.05 | $718 | $16,659 |
| 2025-03-06 | 14:00→15:48 | EOD | 5730 | 19.00 / 16.00 | 12.50 / 5.55 | 5530 · 5930 | 0.10→0.08 | $1,693 | −11.05 | $1,682 | $16,510 |
| 2025-03-07 | 14:00→15:48 | EOD | 5760 | 20.00 / 15.00 | 10.44 / 4.00 | 5560 · 5960 | 0.06→0.08 | $2,058 | −11.05 | $2,047 | $16,506 |
| 2025-03-10 | 14:00→15:48 | EOD | 5610 | 18.10 / 13.90 | 7.30 / 9.00 | 5410 · 5810 | 0.08→0.10 | $1,572 | −11.05 | $1,561 | $16,808 |
| 2025-03-11 | 14:00→14:54 | STOP | 5560 | 16.90 / 19.10 | 74.00 / 1.05 | 5370 · 5750 | 0.08→0.10 | −$3,903 | −11.05 | −$3,914 | $15,408 |
| 2025-03-12 | 14:00→15:48 | EOD | 5590 | 18.30 / 13.50 | 14.70 / 1.90 | 5390 · 5790 | 0.08→0.06 | $1,518 | −11.05 | $1,507 | $16,828 |
| 2025-03-13 | 14:00→15:48 | EOD | 5510 | 17.70 / 14.40 | 12.40 / 2.10 | 5320 · 5700 | 0.08→0.04 | $1,756 | −11.05 | $1,745 | $15,798 |
| 2025-03-14 | 14:00→15:48 | EOD | 5620 | 9.00 / 13.90 | 10.50 / 1.08 | 5420 · 5820 | 0.08→0.06 | $1,130 | −11.05 | $1,119 | $17,718 |
| 2025-03-18 | 14:00→15:48 | EOD | 5610 | 14.50 / 9.20 | 2.75 / 6.50 | 5410 · 5810 | 0.08→0.08 | $1,445 | −11.05 | $1,434 | $17,638 |
| 2025-03-19 | 14:00→15:48 | EOD | 5660 | 18.34 / 23.50 | 29.50 / 0.20 | 5460 · 5860 | 0.30→0.08 | $1,192 | −11.05 | $1,181 | $15,846 |
| 2025-03-20 | 14:00→15:48 | EOD | 5660 | 10.40 / 10.80 | 10.90 / 1.35 | 5460 · 5860 | 0.06→0.06 | $895 | −11.05 | $884 | $17,886 |
| 2025-03-25 | 14:00→15:48 | EOD | 5770 | 4.20 / 8.60 | 6.30 / 1.32 | 5570 · 5970 | 0.06→0.06 | $518 | −11.05 | $507 | $18,726 |
| 2025-03-26 | 14:00→15:48 | EOD | 5710 | 8.00 / 10.20 | 3.90 / 4.20 | 5510 · 5910 | 0.06→0.06 | $1,010 | −11.05 | $999 | $18,186 |
| 2025-03-27 | 14:00→15:48 | EOD | 5690 | 10.90 / 8.40 | 20.50 / 0.15 | 5490 · 5890 | 0.08→0.08 | −$135 | −11.05 | −$146 | $18,078 |
| 2025-03-31 | 14:00→15:21 | STOP | 5560 | 11.40 / 14.20 | 50.70 / 0.80 | 5370 · 5750 | 0.19→0.08 | −$2,601 | −11.05 | −$2,612 | $16,459 |
| 2025-04-01 | 14:00→15:48 | EOD | 5610 | 9.20 / 10.56 | 12.90 / 0.95 | 5410 · 5810 | 0.08→0.08 | $591 | −11.05 | $580 | $18,032 |
| 2025-04-10 | 14:00→15:48 | EOD | 5260 | 43.00 / 41.51 | 2.81 / 49.23 | 5080 · 5440 | 5.85→0.15 | $2,677 | −11.05 | $2,666 | $10,134 |
| 2025-04-11 | 14:00→15:48 | EOD | 5360 | 27.89 / 28.60 | 9.08 / 6.70 | 5170 · 5550 | 1.77→0.08 | $3,902 | −11.05 | $3,891 | $13,528 |
| 2025-04-14 | 14:00→15:48 | EOD | 5410 | 16.80 / 15.40 | 18.00 / 1.00 | 5220 · 5600 | 0.22→0.10 | $1,308 | −11.05 | $1,297 | $15,802 |
| 2025-04-15 | 14:00→15:48 | EOD | 5400 | 14.90 / 11.10 | 1.90 / 9.70 | 5210 · 5590 | 0.10→0.08 | $1,438 | −11.05 | $1,427 | $16,410 |
| 2025-04-16 | 14:00→15:48 | EOD | 5270 | 17.90 / 20.00 | 0.41 / 28.00 | 5090 · 5450 | 0.30→0.10 | $929 | −11.05 | $918 | $14,240 |
| 2025-04-22 | 14:00→15:48 | EOD | 5240 | 12.70 / 16.50 | 45.60 / 0.10 | 5060 · 5420 | 0.30→0.08 | −$1,672 | −11.05 | −$1,683 | $15,110 |
| 2025-04-23 | 14:00→15:48 | EOD | 5400 | 17.70 / 14.90 | 0.29 / 32.00 | 5210 · 5590 | 0.20→0.08 | $19 | −11.05 | $8 | $15,760 |
| 2025-04-24 | 14:00→15:48 | EOD | 5470 | 14.50 / 12.30 | 16.10 / 1.05 | 5280 · 5660 | 0.17→0.06 | $954 | −11.05 | $943 | $16,337 |
| 2025-04-25 | 14:00→15:48 | EOD | 5490 | 15.30 / 10.60 | 22.20 / 0.40 | 5300 · 5680 | 0.10→0.08 | $328 | −11.05 | $317 | $16,420 |
| 2025-04-28 | 14:00→15:48 | EOD | 5500 | 8.30 / 13.07 | 27.20 / 0.15 | 5310 · 5690 | 0.10→0.08 | −$600 | −11.05 | −$611 | $16,873 |
| 2025-04-29 | 14:00→15:48 | EOD | 5570 | 8.30 / 12.70 | 1.59 / 7.60 | 5380 · 5760 | 0.10→0.08 | $1,179 | −11.05 | $1,168 | $16,910 |
| 2025-05-02 | 14:00→15:48 | EOD | 5690 | 9.50 / 6.45 | 2.10 / 10.00 | 5490 · 5890 | 0.13→0.08 | $380 | −11.05 | $369 | $18,418 |
| 2025-05-06 | 14:00→15:48 | EOD | 5600 | 11.20 / 6.60 | 28.70 / 0.07 | 5400 · 5800 | 0.06→0.10 | −$1,093 | −11.05 | −$1,104 | $18,226 |
| 2025-05-07 | 14:00→15:48 | EOD | 5610 | 21.31 / 19.80 | 23.98 / 1.50 | 5410 · 5810 | 0.45→0.08 | $1,526 | −11.05 | $1,515 | $15,934 |
| 2025-05-09 | 14:00→15:48 | EOD | 5670 | 7.30 / 9.10 | 1.00 / 11.30 | 5470 · 5870 | 0.06→0.06 | $410 | −11.05 | $399 | $18,366 |
| 2025-05-13 | 14:00→15:48 | EOD | 5890 | 9.50 / 5.80 | 10.65 / 0.95 | 5680 · 6100 | 0.13→0.08 | $365 | −11.05 | $354 | $19,483 |
| 2025-05-14 | 14:00→15:48 | EOD | 5890 | 6.30 / 7.40 | 1.80 / 8.90 | 5680 · 6100 | 0.08→0.10 | $302 | −11.05 | $291 | $19,638 |
| 2025-05-15 | 14:00→15:48 | EOD | 5910 | 7.90 / 7.00 | 4.90 / 4.20 | 5700 · 6120 | 0.13→0.06 | $573 | −11.05 | $562 | $19,523 |
| 2025-05-20 | 14:00→15:02 | STOP | 5940 | 7.50 / 5.30 | 0.60 / 27.00 | 5730 · 6150 | 0.08→0.08 | −$1,480 | −11.05 | −$1,491 | $19,728 |
| 2025-05-22 | 14:00→15:48 | EOD | 5870 | 7.30 / 10.90 | 1.70 / 8.60 | 5660 · 6080 | 0.12→0.08 | $786 | −11.05 | $775 | $19,192 |
| 2025-05-23 | 14:00→15:48 | EOD | 5820 | 10.20 / 9.40 | 2.40 / 9.90 | 5620 · 6020 | 0.08→0.08 | $730 | −11.05 | $719 | $18,048 |
| 2025-05-28 | 14:00→15:48 | EOD | 5910 | 6.70 / 5.90 | 1.45 / 8.60 | 5700 · 6120 | 0.06→0.08 | $257 | −11.05 | $246 | $19,746 |
| 2025-05-29 | 14:00→15:48 | EOD | 5900 | 9.60 / 8.60 | 10.90 / 1.70 | 5690 · 6110 | 0.08→0.08 | $560 | −11.05 | $549 | $19,188 |
| 2025-05-30 | 14:00→15:48 | EOD | 5880 | 10.50 / 14.00 | 33.64 / 1.15 | 5670 · 6090 | 0.08→0.10 | −$1,027 | −11.05 | −$1,038 | $18,558 |
| 2025-06-02 | 14:00→15:24 | STOP | 5910 | 6.60 / 6.30 | 26.50 / 0.25 | 5700 · 6120 | 0.06→0.08 | −$1,383 | −11.05 | −$1,394 | $19,716 |
| 2025-06-04 | 14:00→15:48 | EOD | 5990 | 4.90 / 7.00 | 0.10 / 14.21 | 5780 · 6200 | 0.08→0.08 | −$241 | −11.05 | −$252 | $19,818 |
| 2025-06-06 | 14:00→15:48 | EOD | 6000 | 9.40 / 5.50 | 3.90 / 2.60 | 5790 · 6210 | 0.08→0.07 | $839 | −11.05 | $828 | $19,518 |
| 2025-06-11 | 14:00→14:15 | STOP | 6040 | 5.60 / 10.35 | 1.88 / 33.89 | 5830 · 6250 | 0.08→0.08 | −$1,982 | −11.05 | −$1,993 | $19,413 |
| 2025-06-12 | 14:00→15:48 | EOD | 6040 | 7.00 / 6.00 | 1.35 / 5.00 | 5830 · 6250 | 0.08→0.08 | $665 | −11.05 | $654 | $19,708 |
| 2025-06-17 | 14:00→15:48 | EOD | 5980 | 12.00 / 9.00 | 10.02 / 1.05 | 5770 · 6190 | 0.13→0.08 | $988 | −11.05 | $977 | $18,913 |
| 2025-06-18 | 14:00→15:48 | EOD | 6010 | 15.30 / 15.00 | 0.32 / 17.82 | 5800 · 6220 | 0.15→0.08 | $1,209 | −11.05 | $1,198 | $17,985 |
| 2025-06-23 | 14:00→15:48 | EOD | 6010 | 7.40 / 8.10 | 7.48 / 0.90 | 5800 · 6220 | 0.28→0.08 | $692 | −11.05 | $681 | $19,478 |
| 2025-06-26 | 14:00→15:48 | EOD | 6140 | 2.30 / 6.20 | 2.00 / 2.50 | 5930 · 6350 | 0.10→0.08 | $398 | −11.05 | $387 | $20,160 |
| 2025-06-27 | 14:00→15:48 | EOD | 6160 | 8.80 / 5.80 | 3.00 / 3.83 | 5940 · 6380 | 0.10→0.10 | $777 | −11.05 | $766 | $20,550 |
| 2025-06-30 | 14:00→15:48 | EOD | 6180 | 10.70 / 6.10 | 27.00 / 0.15 | 5960 · 6400 | 0.06→0.06 | −$1,035 | −11.05 | −$1,046 | $20,326 |
| 2025-07-07 | 14:00→15:48 | EOD | 6220 | 9.20 / 4.35 | 2.15 / 3.50 | 6000 · 6440 | 0.08→0.06 | $788 | −11.05 | $777 | $20,653 |
| 2025-07-08 | 14:00→15:48 | EOD | 6230 | 7.00 / 4.80 | 1.15 / 4.32 | 6010 · 6450 | 0.06→0.06 | $633 | −11.05 | $622 | $20,826 |
| 2025-07-09 | 14:00→15:48 | EOD | 6250 | 4.80 / 5.70 | 10.25 / 0.15 | 6030 · 6470 | 0.06→0.06 | $10 | −11.05 | −$1 | $20,956 |
| 2025-07-14 | 14:00→15:48 | EOD | 6270 | 3.00 / 4.50 | 0.78 / 3.77 | 6050 · 6490 | 0.06→0.06 | $295 | −11.05 | $284 | $21,256 |
| 2025-07-16 | 14:00→15:48 | EOD | 6250 | 5.50 / 5.00 | 16.70 / 0.08 | 6030 · 6470 | 0.08→0.08 | −$628 | −11.05 | −$639 | $20,958 |
| 2025-07-21 | 14:00→15:09 | STOP | 6330 | 4.60 / 2.35 | 0.60 / 13.71 | 6110 · 6550 | 0.06→0.08 | −$734 | −11.05 | −$745 | $21,311 |
| 2025-07-25 | 14:00→15:48 | EOD | 6390 | 4.76 / 3.40 | 4.80 / 0.80 | 6170 · 6610 | 0.10→0.06 | $252 | −11.05 | $241 | $21,194 |
| 2025-07-28 | 14:00→15:48 | EOD | 6380 | 5.40 / 3.98 | 3.90 / 0.70 | 6160 · 6600 | 0.06→0.06 | $478 | −11.05 | $467 | $21,068 |
| 2025-07-29 | 14:00→15:48 | EOD | 6380 | 2.75 / 6.50 | 0.20 / 10.57 | 6160 · 6600 | 0.10→0.08 | −$154 | −11.05 | −$165 | $21,085 |
| 2025-07-31 | 14:00→15:48 | EOD | 6360 | 11.10 / 11.80 | 1.25 / 18.77 | 6140 · 6580 | 0.15→0.08 | $281 | −11.05 | $270 | $19,725 |
| 2025-08-01 | 14:00→15:48 | EOD | 6230 | 8.70 / 12.70 | 16.80 / 0.88 | 6010 · 6450 | 0.08→0.08 | $372 | −11.05 | $361 | $19,868 |
| 2025-08-04 | 14:00→15:48 | EOD | 6320 | 4.30 / 5.40 | 4.80 / 1.05 | 6100 · 6540 | 0.08→0.08 | $385 | −11.05 | $374 | $21,038 |
| 2025-08-06 | 14:00→15:48 | EOD | 6340 | 6.90 / 3.30 | 9.00 / 0.22 | 6120 · 6560 | 0.08→0.06 | $96 | −11.05 | $85 | $20,988 |
| 2025-08-07 | 14:00→15:48 | EOD | 6330 | 6.30 / 7.90 | 4.42 / 2.58 | 6110 · 6550 | 0.08→0.06 | $718 | −11.05 | $707 | $20,588 |
| 2025-08-08 | 14:00→15:48 | EOD | 6390 | 6.90 / 3.47 | 0.45 / 8.30 | 6170 · 6610 | 0.08→0.08 | $162 | −11.05 | $151 | $20,971 |
| 2025-08-11 | 14:00→15:48 | EOD | 6380 | 8.00 / 3.60 | 1.35 / 5.20 | 6160 · 6600 | 0.08→0.08 | $505 | −11.05 | $494 | $20,848 |
| 2025-08-20 | 14:00→15:48 | EOD | 6390 | 4.99 / 9.90 | 13.86 / 0.20 | 6170 · 6610 | 0.10→0.10 | $83 | −11.05 | $72 | $20,521 |
| 2025-08-21 | 14:00→15:48 | EOD | 6370 | 9.10 / 5.60 | 2.30 / 3.50 | 6150 · 6590 | 0.05→0.05 | $890 | −11.05 | $879 | $20,535 |
| 2025-08-22 | 14:00→15:48 | EOD | 6470 | 7.62 / 3.10 | 0.90 / 4.60 | 6240 · 6700 | 0.06→0.08 | $524 | −11.05 | $513 | $21,934 |
| 2025-08-27 | 14:00→15:48 | EOD | 6480 | 3.80 / 3.00 | 5.70 / 0.95 | 6250 · 6710 | 0.05→0.05 | $15 | −11.05 | $4 | $22,325 |
| 2025-09-02 | 14:00→15:48 | EOD | 6400 | 6.50 / 7.60 | 7.60 / 0.75 | 6180 · 6620 | 0.08→0.08 | $575 | −11.05 | $564 | $20,598 |
| 2025-09-04 | 14:00→15:48 | EOD | 6480 | 6.47 / 2.45 | 12.76 / 0.17 | 6250 · 6710 | 0.10→0.08 | −$403 | −11.05 | −$414 | $22,118 |
| 2025-09-05 | 14:00→15:48 | EOD | 6460 | 9.71 / 5.80 | 18.40 / 0.20 | 6230 · 6690 | 0.10→0.10 | −$309 | −11.05 | −$320 | $21,459 |
| 2025-09-08 | 14:00→15:48 | EOD | 6490 | 3.17 / 7.50 | 5.40 / 0.85 | 6260 · 6720 | 0.10→0.10 | $442 | −11.05 | $431 | $21,943 |
| 2025-09-16 | 14:00→15:48 | EOD | 6610 | 3.60 / 4.80 | 2.90 / 1.75 | 6380 · 6840 | 0.06→0.06 | $375 | −11.05 | $364 | $22,166 |
| 2025-09-17 | 14:00→15:48 | EOD | 6610 | 22.66 / 21.96 | 1.90 / 8.50 | 6380 · 6840 | 0.25→0.06 | $3,403 | −11.05 | $3,392 | $18,563 |
| 2025-09-23 | 14:00→15:48 | EOD | 6660 | 5.42 / 8.70 | 1.00 / 6.42 | 6430 · 6890 | 0.08→0.08 | $670 | −11.05 | $659 | $21,596 |
| 2025-09-24 | 14:00→15:48 | EOD | 6630 | 6.40 / 5.20 | 6.30 / 0.85 | 6400 · 6860 | 0.08→0.08 | $445 | −11.05 | $434 | $21,848 |
| 2025-09-25 | 14:00→15:48 | EOD | 6580 | 7.90 / 10.00 | 17.70 / 0.15 | 6350 · 6810 | 0.06→0.04 | $3 | −11.05 | −$8 | $21,216 |
| 2025-09-26 | 14:00→15:48 | EOD | 6640 | 5.89 / 5.12 | 3.12 / 1.65 | 6410 · 6870 | 0.07→0.07 | $624 | −11.05 | $613 | $21,906 |
| 2025-09-30 | 14:00→15:25 | STOP | 6650 | 7.25 / 6.70 | 28.33 / 0.20 | 6420 · 6880 | 0.08→0.08 | −$1,458 | −11.05 | −$1,469 | $21,613 |
| 2025-10-03 | 14:00→15:48 | EOD | 6710 | 10.39 / 7.70 | 13.90 / 0.17 | 6480 · 6940 | 0.08→0.08 | $402 | −11.05 | $391 | $21,199 |
| 2025-10-07 | 14:00→15:48 | EOD | 6700 | 9.40 / 4.50 | 16.30 / 0.05 | 6470 · 6930 | 0.08→0.10 | −$243 | −11.05 | −$254 | $21,618 |
| 2025-10-09 | 14:00→15:48 | EOD | 6720 | 8.20 / 3.40 | 14.01 / 0.10 | 6480 · 6960 | 0.10→0.06 | −$255 | −11.05 | −$266 | $22,850 |
| 2025-10-13 | 14:00→15:48 | EOD | 6660 | 4.43 / 9.00 | 0.58 / 8.75 | 6430 · 6890 | 0.08→0.08 | $410 | −11.05 | $399 | $21,665 |
| 2025-10-15 | 14:00→15:48 | EOD | 6670 | 8.98 / 13.00 | 3.68 / 4.48 | 6440 · 6900 | 0.06→0.06 | $1,382 | −11.05 | $1,371 | $20,808 |
| 2025-10-16 | 14:00→15:48 | EOD | 6640 | 11.80 / 15.90 | 0.72 / 21.90 | 6410 · 6870 | 0.07→0.08 | $509 | −11.05 | $498 | $20,237 |
| 2025-10-22 | 14:00→15:48 | EOD | 6670 | 13.50 / 9.20 | 30.70 / 0.12 | 6440 · 6900 | 0.08→0.08 | −$812 | −11.05 | −$823 | $20,738 |
| 2025-10-30 | 14:00→15:22 | STOP | 6860 | 10.50 / 5.60 | 0.43 / 33.50 | 6620 · 7100 | 0.08→0.08 | −$1,783 | −11.05 | −$1,794 | $22,398 |
| 2025-10-31 | 14:00→15:48 | EOD | 6830 | 12.60 / 8.50 | 30.00 / 0.12 | 6590 · 7070 | 0.08→0.06 | −$904 | −11.05 | −$915 | $21,898 |
| 2025-11-03 | 14:00→15:48 | EOD | 6860 | 4.50 / 7.20 | 0.12 / 12.60 | 6620 · 7100 | 0.08→0.06 | −$104 | −11.05 | −$115 | $22,838 |
| 2025-11-04 | 14:00→15:48 | EOD | 6780 | 10.90 / 6.60 | 3.50 / 3.87 | 6540 · 7020 | 0.05→0.06 | $1,014 | −11.05 | $1,003 | $22,255 |
| 2025-11-06 | 14:00→15:48 | EOD | 6740 | 7.60 / 11.40 | 0.85 / 13.58 | 6500 · 6980 | 0.08→0.08 | $457 | −11.05 | $446 | $22,108 |
| 2025-11-07 | 14:00→15:48 | EOD | 6680 | 8.50 / 13.10 | 36.04 / 0.17 | 6450 · 6910 | 0.06→0.08 | −$1,459 | −11.05 | −$1,470 | $20,846 |
| 2025-11-12 | 14:00→15:48 | EOD | 6850 | 10.00 / 5.30 | 5.00 / 1.90 | 6610 · 7090 | 0.08→0.06 | $838 | −11.05 | $827 | $22,478 |
| 2025-11-13 | 14:00→15:48 | EOD | 6740 | 14.70 / 10.30 | 6.00 / 4.40 | 6500 · 6980 | 0.08→0.06 | $1,458 | −11.05 | $1,447 | $21,508 |
| 2025-11-14 | 14:00→15:48 | EOD | 6750 | 12.50 / 10.40 | 0.52 / 17.13 | 6510 · 6990 | 0.09→0.06 | $522 | −11.05 | $511 | $21,719 |
| 2025-11-17 | 14:00→15:48 | EOD | 6680 | 15.30 / 11.20 | 0.85 / 15.14 | 6450 · 6910 | 0.08→0.08 | $1,051 | −11.05 | $1,040 | $20,358 |
| 2025-11-19 | 14:00→15:48 | EOD | 6640 | 10.80 / 13.20 | 7.10 / 4.10 | 6410 · 6870 | 0.06→0.06 | $1,280 | −11.05 | $1,269 | $20,606 |
| 2025-11-24 | 14:00→15:48 | EOD | 6710 | 5.40 / 6.60 | 1.30 / 7.90 | 6480 · 6940 | 0.14→0.05 | $271 | −11.05 | $260 | $21,814 |
| 2025-11-25 | 14:00→15:48 | EOD | 6750 | 7.80 / 3.85 | 21.10 / 0.05 | 6510 · 6990 | 0.08→0.08 | −$950 | −11.05 | −$961 | $22,843 |
| 2025-12-04 | 14:00→14:22 | STOP | 6850 | 7.49 / 4.00 | 1.80 / 22.07 | 6610 · 7090 | 0.10→0.10 | −$1,238 | −11.05 | −$1,249 | $22,861 |
| 2025-12-08 | 14:00→15:48 | EOD | 6830 | 8.30 / 5.90 | 7.50 / 0.80 | 6590 · 7070 | 0.06→0.06 | $590 | −11.05 | $579 | $22,586 |
| 2025-12-12 | 14:00→15:48 | EOD | 6840 | 6.10 / 10.50 | 0.60 / 12.00 | 6600 · 7080 | 0.08→0.06 | $398 | −11.05 | $387 | $22,348 |
| 2025-12-16 | 14:00→15:48 | EOD | 6790 | 5.81 / 9.10 | 16.32 / 0.15 | 6550 · 7030 | 0.06→0.06 | −$156 | −11.05 | −$167 | $22,515 |
| 2025-12-17 | 14:00→15:48 | EOD | 6730 | 10.90 / 7.20 | 8.40 / 1.05 | 6490 · 6970 | 0.06→0.06 | $865 | −11.05 | $854 | $22,196 |
| 2025-12-18 | 14:00→15:48 | EOD | 6790 | 7.20 / 8.70 | 3.70 / 4.00 | 6550 · 7030 | 0.07→0.05 | $818 | −11.05 | $807 | $22,417 |
| 2026-01-02 | 14:00→14:30 | STOP | 6830 | 9.00 / 4.50 | 26.90 / 0.55 | 6590 · 7070 | 0.08→0.08 | −$1,395 | −11.05 | −$1,406 | $22,658 |
| 2026-01-14 | 14:00→15:48 | EOD | 6910 | 4.50 / 9.30 | 4.70 / 3.15 | 6670 · 7150 | 0.06→0.06 | $595 | −11.05 | $584 | $22,626 |
| 2026-01-20 | 14:00→15:48 | EOD | 6810 | 12.90 / 8.00 | 0.30 / 16.62 | 6570 · 7050 | 0.08→0.08 | $398 | −11.05 | $387 | $21,918 |
| 2026-01-21 | 14:00→14:28 | STOP | 6830 | 9.23 / 6.70 | 34.80 / 1.80 | 6590 · 7070 | 0.08→0.08 | −$2,067 | −11.05 | −$2,078 | $22,415 |
| 2026-01-26 | 14:00→15:48 | EOD | 6960 | 3.40 / 5.40 | 1.50 / 2.30 | 6720 · 7200 | 0.08→0.06 | $498 | −11.05 | $487 | $23,128 |
| 2026-01-28 | 14:00→15:48 | EOD | 6980 | 10.70 / 12.90 | 1.55 / 4.95 | 6740 · 7220 | 0.08→0.08 | $1,710 | −11.05 | $1,699 | $21,648 |
| 2026-01-30 | 14:00→15:48 | EOD | 6940 | 12.57 / 10.90 | 7.50 / 4.40 | 6700 · 7180 | 0.13→0.08 | $1,152 | −11.05 | $1,141 | $21,666 |
| 2026-02-02 | 14:00→15:48 | EOD | 6990 | 3.35 / 5.60 | 0.15 / 12.10 | 6750 · 7230 | 0.12→0.10 | −$332 | −11.05 | −$343 | $23,117 |
| 2026-02-03 | 14:00→15:48 | EOD | 6870 | 13.30 / 10.40 | 39.00 / 0.07 | 6630 · 7110 | 0.08→0.08 | −$1,537 | −11.05 | −$1,548 | $21,638 |
| 2026-02-04 | 14:00→15:48 | EOD | 6860 | 14.50 / 9.80 | 45.00 / 0.03 | 6620 · 7100 | 0.08→0.08 | −$2,073 | −11.05 | −$2,084 | $21,578 |
| 2026-02-05 | 14:00→15:48 | EOD | 6810 | 10.90 / 14.80 | 0.47 / 22.50 | 6570 · 7050 | 0.10→0.10 | $273 | −11.05 | $262 | $21,440 |
| 2026-02-06 | 14:00→15:48 | EOD | 6910 | 7.50 / 6.00 | 21.24 / 0.15 | 6670 · 7150 | 0.13→0.08 | −$794 | −11.05 | −$805 | $22,663 |
| 2026-02-10 | 14:00→15:48 | EOD | 6960 | 4.60 / 9.20 | 1.02 / 5.80 | 6720 · 7200 | 0.08→0.08 | $698 | −11.05 | $687 | $22,628 |
| 2026-02-11 | 14:00→15:48 | EOD | 6950 | 5.60 / 7.40 | 2.60 / 3.30 | 6710 · 7190 | 0.10→0.10 | $710 | −11.05 | $699 | $22,710 |
| 2026-02-17 | 14:00→15:48 | EOD | 6860 | 8.74 / 10.40 | 0.25 / 13.60 | 6620 · 7100 | 0.09→0.07 | $527 | −11.05 | $516 | $22,095 |
| 2026-02-18 | 14:00→14:57 | STOP | 6890 | 7.10 / 8.30 | 0.20 / 30.90 | 6650 · 7130 | 0.09→0.07 | −$1,572 | −11.05 | −$1,583 | $22,469 |
| 2026-02-19 | 14:00→15:48 | EOD | 6850 | 10.80 / 7.41 | 6.10 / 2.15 | 6610 · 7090 | 0.08→0.08 | $996 | −11.05 | $985 | $22,187 |
| 2026-02-23 | 14:00→15:48 | EOD | 6840 | 7.70 / 9.11 | 1.65 / 6.79 | 6600 · 7080 | 0.08→0.06 | $835 | −11.05 | $824 | $22,327 |
| 2026-02-24 | 14:00→15:48 | EOD | 6890 | 6.30 / 4.50 | 3.70 / 1.85 | 6650 · 7130 | 0.10→0.10 | $525 | −11.05 | $514 | $22,930 |
| 2026-02-25 | 14:00→15:48 | EOD | 6940 | 4.80 / 2.45 | 9.93 / 0.13 | 6700 · 7180 | 0.08→0.08 | −$281 | −11.05 | −$292 | $23,283 |
| 2026-02-26 | 14:00→15:48 | EOD | 6890 | 7.82 / 7.87 | 16.41 / 0.10 | 6650 · 7130 | 0.08→0.08 | −$82 | −11.05 | −$93 | $22,439 |
| 2026-02-27 | 14:00→15:48 | EOD | 6860 | 7.50 / 11.50 | 10.88 / 1.40 | 6620 · 7100 | 0.07→0.06 | $671 | −11.05 | $660 | $22,107 |
| 2026-03-02 | 14:00→14:37 | STOP | 6870 | 6.67 / 8.90 | 31.02 / 0.70 | 6630 · 7110 | 0.07→0.07 | −$1,615 | −11.05 | −$1,626 | $22,450 |
| 2026-03-04 | 14:00→15:48 | EOD | 6880 | 6.13 / 6.70 | 2.05 / 3.60 | 6640 · 7120 | 0.10→0.06 | $714 | −11.05 | $703 | $22,727 |
| 2026-03-05 | 14:00→15:48 | EOD | 6780 | 13.46 / 10.80 | 37.00 / 0.05 | 6540 · 7020 | 0.10→0.08 | −$1,281 | −11.05 | −$1,292 | $21,584 |
| 2026-03-06 | 14:00→15:48 | EOD | 6760 | 10.50 / 14.50 | 0.50 / 20.20 | 6520 · 7000 | 0.10→0.08 | $428 | −11.05 | $417 | $21,510 |
| 2026-03-11 | 14:00→15:48 | EOD | 6760 | 12.20 / 11.70 | 8.30 / 1.35 | 6520 · 7000 | 0.08→0.06 | $1,423 | −11.05 | $1,412 | $21,618 |
| 2026-03-12 | 14:00→15:48 | EOD | 6700 | 10.90 / 14.20 | 0.15 / 21.58 | 6470 · 6930 | 0.15→0.06 | $328 | −11.05 | $317 | $20,505 |
| 2026-03-13 | 14:00→15:48 | EOD | 6640 | 11.00 / 13.25 | 1.15 / 11.76 | 6410 · 6870 | 0.08→0.08 | $1,134 | −11.05 | $1,123 | $20,583 |
| 2026-03-16 | 14:00→15:48 | EOD | 6700 | 6.50 / 9.40 | 1.30 / 6.10 | 6470 · 6930 | 0.08→0.08 | $850 | −11.05 | $839 | $21,418 |
| 2026-03-17 | 14:00→15:48 | EOD | 6720 | 9.30 / 4.30 | 2.85 / 1.95 | 6480 · 6960 | 0.10→0.08 | $878 | −11.05 | $867 | $22,650 |
| 2026-03-19 | 14:00→15:02 | STOP | 6580 | 8.20 / 9.10 | 36.40 / 1.85 | 6350 · 6810 | 0.06→0.08 | −$2,093 | −11.05 | −$2,104 | $21,276 |
| 2026-03-24 | 14:00→15:48 | EOD | 6570 | 12.50 / 11.20 | 0.77 / 10.15 | 6340 · 6800 | 0.10→0.07 | $1,275 | −11.05 | $1,264 | $20,640 |
| 2026-03-25 | 14:00→15:48 | EOD | 6600 | 11.90 / 7.60 | 0.25 / 13.69 | 6370 · 6830 | 0.13→0.08 | $551 | −11.05 | $540 | $21,063 |
| 2026-03-26 | 14:00→15:48 | EOD | 6500 | 9.45 / 13.70 | 0.32 / 18.44 | 6270 · 6730 | 0.17→0.08 | $430 | −11.05 | $419 | $20,702 |
| 2026-03-31 | 14:00→15:48 | EOD | 6490 | 15.20 / 12.60 | 43.40 / 0.15 | 6260 · 6720 | 0.22→0.08 | −$1,589 | −11.05 | −$1,600 | $20,242 |
| 2026-04-01 | 14:00→15:48 | EOD | 6590 | 10.85 / 10.50 | 2.15 / 5.51 | 6360 · 6820 | 0.15→0.08 | $1,362 | −11.05 | $1,351 | $20,880 |
| 2026-04-02 | 14:00→15:48 | EOD | 6560 | 10.40 / 10.80 | 10.08 / 0.75 | 6330 · 6790 | 0.13→0.06 | $1,030 | −11.05 | $1,019 | $20,893 |
| 2026-04-06 | 14:00→15:48 | EOD | 6590 | 7.20 / 8.70 | 18.20 / 0.09 | 6360 · 6820 | 0.12→0.08 | −$243 | −11.05 | −$254 | $21,422 |
| 2026-04-07 | 14:00→15:48 | EOD | 6590 | 10.80 / 8.10 | 14.22 / 0.60 | 6360 · 6820 | 0.12→0.08 | $404 | −11.05 | $393 | $21,122 |
| 2026-04-10 | 14:00→15:48 | EOD | 6820 | 4.90 / 7.30 | 0.32 / 9.49 | 6580 · 7060 | 0.12→0.08 | $235 | −11.05 | $224 | $22,792 |
| 2026-04-14 | 14:00→15:48 | EOD | 6960 | 7.40 / 5.10 | 5.90 / 1.75 | 6720 · 7200 | 0.13→0.06 | $478 | −11.05 | $467 | $22,763 |
| 2026-04-15 | 14:00→15:48 | EOD | 7000 | 4.12 / 8.50 | 21.39 / 0.05 | 6750 · 7250 | 0.10→0.08 | −$884 | −11.05 | −$895 | $23,748 |
| 2026-04-20 | 14:00→15:48 | EOD | 7100 | 5.80 / 5.50 | 3.50 / 1.15 | 6850 · 7350 | 0.10→0.08 | $663 | −11.05 | $652 | $23,880 |
| 2026-04-21 | 14:00→15:48 | EOD | 7080 | 10.50 / 6.50 | 0.51 / 17.52 | 6830 · 7330 | 0.08→0.06 | −$105 | −11.05 | −$116 | $23,308 |
| 2026-04-23 | 14:00→15:48 | EOD | 7090 | 13.30 / 15.50 | 11.90 / 0.87 | 6840 · 7340 | 0.12→0.15 | $1,606 | −11.05 | $1,595 | $22,132 |
| 2026-04-24 | 14:00→15:48 | EOD | 7160 | 6.00 / 7.30 | 3.40 / 1.80 | 6910 · 7410 | 0.10→0.06 | $806 | −11.05 | $795 | $23,680 |
| 2026-04-28 | 14:00→15:48 | EOD | 7130 | 8.30 / 4.10 | 10.10 / 0.20 | 6880 · 7380 | 0.10→0.08 | $208 | −11.05 | $197 | $23,770 |
| 2026-04-29 | 14:00→15:48 | EOD | 7120 | 13.60 / 9.74 | 11.15 / 0.50 | 6870 · 7370 | 0.06→0.06 | $1,169 | −11.05 | $1,158 | $22,672 |
| 2026-05-04 | 14:00→15:48 | EOD | 7210 | 4.40 / 7.75 | 0.45 / 7.30 | 6960 · 7460 | 0.07→0.07 | $440 | −11.05 | $429 | $23,792 |
| 2026-05-06 | 14:00→15:18 | STOP | 7340 | 7.78 / 3.06 | 21.80 / 0.30 | 7080 · 7600 | 0.08→0.08 | −$1,126 | −11.05 | −$1,137 | $24,924 |
| 2026-05-07 | 14:00→15:48 | EOD | 7340 | 8.50 / 8.10 | 0.70 / 6.80 | 7080 · 7600 | 0.08→0.06 | $908 | −11.05 | $897 | $24,348 |
| 2026-05-08 | 14:00→15:48 | EOD | 7400 | 4.10 / 7.10 | 0.80 / 4.80 | 7140 · 7660 | 0.13→0.08 | $555 | −11.05 | $544 | $24,893 |
| 2026-05-12 | 14:00→15:34 | STOP | 7370 | 8.80 / 6.40 | 30.50 / 0.10 | 7110 · 7630 | 0.10→0.10 | −$1,540 | −11.05 | −$1,551 | $24,490 |
| 2026-05-14 | 14:00→15:48 | EOD | 7490 | 9.80 / 5.80 | 17.00 / 0.12 | 7230 · 7750 | 0.06→0.08 | −$150 | −11.05 | −$161 | $24,446 |
| 2026-05-18 | 14:00→14:58 | STOP | 7390 | 7.00 / 10.20 | 0.35 / 36.55 | 7130 · 7650 | 0.08→0.08 | −$1,970 | −11.05 | −$1,981 | $24,288 |
| 2026-05-21 | 14:00→14:54 | STOP | 7460 | 9.00 / 10.45 | 0.95 / 38.60 | 7200 · 7720 | 0.08→0.08 | −$2,010 | −11.05 | −$2,021 | $24,063 |
| 2026-05-22 | 14:00→15:48 | EOD | 7490 | 8.80 / 7.50 | 0.10 / 19.85 | 7230 · 7750 | 0.10→0.06 | −$369 | −11.05 | −$380 | $24,380 |
| 2026-05-26 | 14:00→15:48 | EOD | 7510 | 5.10 / 8.30 | 13.10 / 0.17 | 7250 · 7770 | 0.10→0.10 | $13 | −11.05 | $2 | $24,670 |
| 2026-05-27 | 14:00→15:48 | EOD | 7510 | 8.10 / 4.60 | 11.21 / 0.30 | 7250 · 7770 | 0.08→0.06 | $117 | −11.05 | $106 | $24,738 |
| 2026-05-28 | 14:00→15:48 | EOD | 7560 | 6.80 / 2.90 | 6.53 / 0.30 | 7300 · 7820 | 0.09→0.08 | $286 | −11.05 | $275 | $25,039 |
| 2026-05-29 | 14:00→15:48 | EOD | 7570 | 9.40 / 9.20 | 19.80 / 0.12 | 7310 · 7830 | 0.10→0.08 | −$134 | −11.05 | −$145 | $24,150 |
| 2026-06-08 | 14:00→15:48 | EOD | 7430 | 8.00 / 10.30 | 0.10 / 21.75 | 7170 · 7690 | 0.08→0.08 | −$355 | −11.05 | −$366 | $24,178 |
| 2026-06-09 | 14:00→15:48 | EOD | 7340 | 18.00 / 15.40 | 7.10 / 5.69 | 7080 · 7600 | 0.18→0.08 | $2,051 | −11.05 | $2,040 | $22,678 |
| 2026-06-11 | 14:00→15:48 | EOD | 7360 | 17.70 / 13.30 | 35.35 / 0.12 | 7100 · 7620 | 0.07→0.06 | −$448 | −11.05 | −$459 | $22,907 |
| 2026-06-12 | 14:00→15:48 | EOD | 7430 | 9.90 / 14.20 | 1.50 / 10.00 | 7170 · 7690 | 0.15→0.10 | $1,255 | −11.05 | $1,244 | $23,605 |
| 2026-06-15 | 14:00→15:48 | EOD | 7560 | 8.20 / 5.70 | 2.20 / 3.20 | 7300 · 7820 | 0.09→0.05 | $846 | −11.05 | $835 | $24,619 |
| 2026-06-16 | 14:00→15:48 | EOD | 7530 | 7.50 / 6.00 | 0.22 / 12.90 | 7270 · 7790 | 0.10→0.10 | $38 | −11.05 | $27 | $24,660 |
| 2026-06-18 | 14:00→15:48 | EOD | 7500 | 6.17 / 8.50 | 3.90 / 3.50 | 7240 · 7760 | 0.08→0.06 | $725 | −11.05 | $714 | $24,541 |
| 2026-06-22 | 14:00→15:48 | EOD | 7480 | 5.30 / 8.10 | 0.08 / 15.52 | 7220 · 7740 | 0.08→0.06 | −$222 | −11.05 | −$233 | $24,668 |
| 2026-06-23 | 14:00→15:48 | EOD | 7390 | 10.80 / 8.00 | 0.32 / 20.40 | 7130 · 7650 | 0.10→0.09 | −$193 | −11.05 | −$204 | $24,130 |
| 2026-06-24 | 14:00→15:48 | EOD | 7350 | 12.10 / 13.10 | 3.80 / 5.40 | 7090 · 7610 | 0.08→0.06 | $1,598 | −11.05 | $1,587 | $23,488 |
| 2026-06-25 | 14:00→15:48 | EOD | 7360 | 12.10 / 11.40 | 0.50 / 17.20 | 7100 · 7620 | 0.10→0.06 | $576 | −11.05 | $565 | $23,660 |
| 2026-06-29 | 14:00→15:48 | EOD | 7430 | 8.10 / 6.80 | 6.37 / 1.05 | 7170 · 7690 | 0.10→0.06 | $744 | −11.05 | $733 | $24,520 |
| 2026-07-02 | 14:00→15:48 | EOD | 7430 | 11.50 / 9.30 | 28.10 / 0.10 | 7170 · 7690 | 0.08→0.06 | −$742 | −11.05 | −$753 | $23,928 |
| 2026-07-07 | 14:00→15:08 | STOP | 7520 | 4.80 / 7.50 | 0.30 / 24.50 | 7260 · 7780 | 0.06→0.05 | −$1,251 | −11.05 | −$1,262 | $24,776 |
| 2026-07-08 | 14:00→15:48 | EOD | 7470 | 11.70 / 8.30 | 5.90 / 2.20 | 7210 · 7730 | 0.08→0.06 | $1,188 | −11.05 | $1,177 | $24,008 |
| 2026-07-13 | 14:00→15:48 | EOD | 7520 | 8.80 / 6.25 | 1.20 / 7.00 | 7260 · 7780 | 0.10→0.10 | $685 | −11.05 | $674 | $24,505 |
| 2026-07-14 | 14:00→15:48 | EOD | 7550 | 3.90 / 7.40 | 1.95 / 2.35 | 7290 · 7810 | 0.08→0.06 | $698 | −11.05 | $687 | $24,878 |
| 2026-07-16 | 14:00→15:46 | STOP | 7540 | 7.65 / 7.65 | 0.05 / 31.30 | 7280 · 7800 | 0.08→0.08 | −$1,605 | −11.05 | −$1,616 | $24,478 |
| 2026-07-21 | 14:00→15:48 | EOD | 7510 | 5.70 / 3.64 | 2.10 / 2.30 | 7250 · 7770 | 0.09→0.07 | $492 | −11.05 | $481 | $25,075 |
| 2026-07-23 | 14:00→15:48 | EOD | 7400 | 7.60 / 11.40 | 0.45 / 15.60 | 7140 · 7660 | 0.08→0.07 | $294 | −11.05 | $283 | $24,108 |
| 2026-07-27 | 14:00→15:48 | EOD | 7400 | 8.90 / 8.80 | 12.30 / 0.50 | 7140 · 7660 | 0.08→0.08 | $490 | −11.05 | $479 | $24,238 |
| 2026-07-28 | 14:00→15:48 | EOD | 7440 | 6.40 / 8.10 | 0.97 / 5.90 | 7180 · 7700 | 0.06→0.06 | $763 | −11.05 | $752 | $24,556 |
| 2026-07-30 | 14:00→15:48 | EOD | 7420 | 10.20 / 5.83 | 19.60 / 0.15 | 7160 · 7680 | 0.08→0.07 | −$373 | −11.05 | −$384 | $24,405 |
| 2026-07-31 | 14:00→15:48 | EOD | 7480 | 9.40 / 7.90 | 26.37 / 0.15 | 7220 · 7740 | 0.10→0.10 | −$922 | −11.05 | −$933 | $24,280 |
| 2026-08-05 | 14:00→15:48 | EOD | 7740 | 7.70 / 7.14 | 1.70 / 4.60 | 7470 · 8010 | 0.06→0.06 | $854 | −11.05 | $843 | $25,522 |
| 2026-08-06 | 14:00→15:48 | EOD | 7710 | 6.50 / 5.60 | 2.25 / 6.20 | 7440 · 7980 | 0.08→0.09 | $366 | −11.05 | $355 | $25,798 |
| 2026-08-10 | 14:00→15:48 | EOD | 7750 | 5.40 / 4.10 | 4.07 / 1.10 | 7480 · 8020 | 0.06→0.06 | $433 | −11.05 | $422 | $26,056 |
| 2026-08-11 | 14:00→15:48 | EOD | 7730 | 7.60 / 3.20 | 1.45 / 4.87 | 7460 · 8000 | 0.06→0.06 | $448 | −11.05 | $437 | $25,926 |
| 2026-08-13 | 14:00→15:48 | EOD | 7790 | 4.90 / 4.10 | 10.62 / 0.22 | 7520 · 8060 | 0.10→0.08 | −$186 | −11.05 | −$197 | $26,110 |
| 2026-08-14 | 14:00→15:48 | EOD | 7780 | 4.23 / 4.70 | 3.90 / 0.90 | 7510 · 8050 | 0.08→0.08 | $413 | −11.05 | $402 | $26,115 |
| 2026-08-18 | 14:00→15:48 | EOD | 7700 | 3.60 / 6.75 | 1.35 / 3.20 | 7430 · 7970 | 0.08→0.08 | $580 | −11.05 | $569 | $25,973 |
| 2026-08-19 | 14:00→15:48 | EOD | 7720 | 5.20 / 7.00 | 0.20 / 13.20 | 7450 · 7990 | 0.08→0.08 | −$120 | −11.05 | −$131 | $25,788 |
| 2026-08-20 | 14:00→15:48 | EOD | 7660 | 7.60 / 5.00 | 0.37 / 10.50 | 7390 · 7930 | 0.08→0.06 | $171 | −11.05 | $160 | $25,748 |
| 2026-08-24 | 14:00→15:48 | EOD | 7650 | 7.10 / 3.20 | 5.97 / 0.90 | 7380 · 7920 | 0.06→0.06 | $343 | −11.05 | $332 | $25,976 |
| 2026-08-25 | 14:00→15:48 | EOD | 7670 | 2.75 / 5.20 | 3.60 / 1.20 | 7400 · 7940 | 0.05→0.05 | $315 | −11.05 | $304 | $26,210 |
| 2026-08-27 | 14:00→15:48 | EOD | 7730 | 5.40 / 5.00 | 1.15 / 5.50 | 7460 · 8000 | 0.08→0.08 | $375 | −11.05 | $364 | $25,968 |
| 2026-08-28 | 14:00→15:48 | EOD | 7710 | 9.00 / 6.60 | 2.55 / 3.80 | 7440 · 7980 | 0.08→0.08 | $925 | −11.05 | $914 | $25,448 |
| 2026-08-31 | 14:00→15:48 | EOD | 7680 | 6.20 / 5.90 | 6.26 / 1.57 | 7410 · 7950 | 0.06→0.06 | $427 | −11.05 | $416 | $25,796 |
| 2026-09-01 | 14:00→15:48 | EOD | 7630 | 8.70 / 4.20 | 3.00 / 3.50 | 7360 · 7900 | 0.08→0.08 | $640 | −11.05 | $629 | $25,718 |
| 2026-09-02 | 14:00→15:48 | EOD | 7660 | 8.30 / 3.50 | 10.40 / 0.30 | 7390 · 7930 | 0.08→0.08 | $110 | −11.05 | $99 | $25,828 |
| 2026-09-04 | 14:00→15:48 | EOD | 7710 | 5.30 / 4.50 | 6.40 / 0.55 | 7440 · 7980 | 0.08→0.08 | $285 | −11.05 | $274 | $26,028 |
| 2026-09-08 | 14:00→15:48 | EOD | 7690 | 4.33 / 4.20 | 0.25 / 10.21 | 7420 · 7960 | 0.08→0.06 | −$195 | −11.05 | −$206 | $26,155 |
| 2026-09-09 | 14:00→15:48 | EOD | 7650 | 3.10 / 7.70 | 0.40 / 7.47 | 7380 · 7920 | 0.08→0.08 | $293 | −11.05 | $282 | $25,928 |
| 2026-09-10 | 14:00→15:48 | EOD | 7600 | 5.80 / 6.60 | 0.60 / 8.60 | 7330 · 7870 | 0.08→0.08 | $320 | −11.05 | $309 | $25,768 |
| 2026-09-11 | 14:00→15:48 | EOD | 7670 | 5.10 / 3.70 | 0.15 / 9.10 | 7400 · 7940 | 0.07→0.09 | −$43 | −11.05 | −$54 | $26,127 |
| 2026-09-14 | 14:00→15:48 | EOD | 7640 | 4.40 / 6.56 | 0.15 / 10.10 | 7370 · 7910 | 0.13→0.08 | $66 | −11.05 | $55 | $25,917 |
| 2026-09-15 | 14:00→15:48 | EOD | 7580 | 7.10 / 3.50 | 2.65 / 2.40 | 7310 · 7850 | 0.10→0.10 | $555 | −11.05 | $544 | $25,950 |
| 2026-09-17 | 14:00→15:48 | EOD | 7640 | 3.20 / 6.40 | 2.35 / 2.10 | 7370 · 7910 | 0.13→0.06 | $508 | −11.05 | $497 | $26,053 |
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.