SPY 0DTE — KPI Dashboard

⚡ SPY 0DTE — KPI Dashboard (paper, gamma-explosion strategy)

2026-10-05 → 2026-11-02 | 20 trading days in last 30d | Generated 2026-11-02 13:00

30d 60d 90d 180d (all)360d (all)

Net P&L (actual)

+$539.00

+$539.00 booked, +$0.00 ghosts

Trades

40 W / 43 L

Win Rate

48.2%

EV +$6.49/trade

Profit Factor

1.32

avg W +$55.70 / L -$39.28

Green Days

13/20

avg hold 4.3 min

Ghost Events

net +$0.00

Equity Curve (cumulative, incl. ghosts)

Daily P&L

P&L by Exit Reason

Reason	N	Win%	P&L
peak_trail	32	100%	+$1,254.00
tp	8	100%	+$974.00
spy_stop	43	0%	-$1,689.00

P&L by Side

Side	N	Win%	P&L
call	44	59%	+$900.00
put	39	36%	-$361.00

P&L by Entry Hour

ORB Shadow Filter (observe-only, live since 2026-06-30)

Actual

+$539.00

If Filtered

+$592.00

Filter Effect

+$53.00

Blocked: 17 losses (-$632.00), 11 wins (+$579.00) over 20 shadow days

Entry	Trade	Bias	Exit	P&L
2026-10-06 10:28	put 779	call	peak_trail	+$30.00
2026-10-07 11:14	call 777	put	spy_stop	-$63.00
2026-10-08 10:55	put 773	call	spy_stop	-$63.00
2026-10-09 10:53	call 778	put	spy_stop	-$24.00
2026-10-15 10:02	call 767	put	peak_trail	+$24.00
2026-10-15 10:34	call 768	put	spy_stop	-$11.00
2026-10-15 10:44	call 771	put	spy_stop	-$27.00
2026-10-15 10:56	call 771	put	spy_stop	-$40.00
2026-10-19 09:54	put 765	call	spy_stop	-$32.00
2026-10-19 10:15	call 770	put	peak_trail	+$48.00
2026-10-19 10:47	call 770	put	spy_stop	-$60.00
2026-10-19 10:55	call 768	put	peak_trail	+$22.00
2026-10-21 10:44	call 772	put	tp	+$112.00
2026-10-22 10:08	put 765	call	peak_trail	+$52.00
2026-10-22 10:25	put 764	call	tp	+$76.00
2026-10-22 10:33	put 761	call	spy_stop	-$22.00
2026-10-22 10:49	put 762	call	spy_stop	-$12.00
2026-10-23 10:18	put 758	call	peak_trail	+$16.00
2026-10-23 10:28	put 758	call	spy_stop	-$15.00
2026-10-26 10:09	put 761	call	spy_stop	-$66.00
2026-10-27 10:31	call 767	put	peak_trail	+$44.00
2026-10-27 10:58	call 770	put	tp	+$105.00
2026-10-28 10:05	call 773	put	spy_stop	-$34.00
2026-10-29 09:47	call 771	put	spy_stop	-$52.00
2026-10-29 10:00	call 770	put	peak_trail	+$50.00
2026-10-29 10:11	put 768	call	spy_stop	-$30.00
2026-10-29 10:49	put 766	call	spy_stop	-$57.00
2026-10-30 10:00	call 763	put	spy_stop	-$24.00

Daily Detail

Date	Trades	W/N	Booked	Ghosts	Actual
2026-11-02	1	1/1	+$136.00	—	+$136.00
2026-10-30	4	3/4	+$113.00	—	+$113.00
2026-10-29	7	2/7	-$187.00	—	-$187.00
2026-10-28	2	1/2	+$8.00	—	+$8.00
2026-10-27	4	2/4	+$61.00	—	+$61.00
2026-10-26	4	3/4	+$37.00	—	+$37.00
2026-10-23	4	2/4	+$127.00	—	+$127.00
2026-10-22	7	3/7	+$28.00	—	+$28.00
2026-10-21	6	2/6	+$39.00	—	+$39.00
2026-10-20	8	5/8	+$280.00	—	+$280.00
2026-10-19	7	4/7	+$25.00	—	+$25.00
2026-10-16	6	2/6	-$50.00	—	-$50.00
2026-10-15	7	1/7	-$175.00	—	-$175.00
2026-10-14	7	5/7	+$111.00	—	+$111.00
2026-10-12	2	0/2	-$96.00	—	-$96.00
2026-10-09	1	0/1	-$24.00	—	-$24.00
2026-10-08	1	0/1	-$63.00	—	-$63.00
2026-10-07	1	0/1	-$63.00	—	-$63.00
2026-10-06	2	2/2	+$144.00	—	+$144.00
2026-10-05	2	2/2	+$88.00	—	+$88.00

Exit-Parameter Shadow Harness (observe-only — virtual twins, no orders)

Variant	Twin exits	Shadow P&L	vs Actual
baseline (mirrors live) (sanity check)	91	+$326.50	-$212.50
tight_trail (0.92)	83	-$139.00	-$678.00
wide_stop (0.25 / 1.0)	83	+$221.00	-$318.00
both	83	-$251.00	-$790.00
no_spy_stop (underlying stop OFF)	82	-$56.10	-$595.10

Twins run alternative exit rules on live quotes; they place no orders. Actual booked over the same 20 day(s): +$539.00. Baseline drift vs actual: -$212.50 — investigate before trusting variants.

Tight-Trail vs Baseline — Running Tally (apples-to-apples twins)

Cumulative Edge

-$465.50

tight_trail − baseline, 20 day(s)

Both series are twins fed the identical live quote stream — the only difference is the peak-trail giveback (0.92 vs live 0.88), so their delta is pure signal (immune to the baseline-vs-booked drift above). Tight_trail ahead on 6 day(s), behind on 9. Positive cumulative edge = the tighter trail is capturing more of the peak.

Date	Baseline	Tight_trail	Edge	Cum. Edge
2026-11-02	+$127.00	+$32.00	-$95.00	-$465.50
2026-10-30	+$74.50	+$107.00	+$32.50	-$370.50
2026-10-29	-$195.00	-$195.00	+$0.00	-$403.00
2026-10-28	+$0.00	+$8.00	+$8.00	-$403.00
2026-10-27	+$88.00	+$10.00	-$78.00	-$411.00
2026-10-26	+$17.00	+$4.00	-$13.00	-$333.00
2026-10-23	+$121.00	+$53.00	-$68.00	-$320.00
2026-10-22	+$7.00	-$4.00	-$11.00	-$252.00
2026-10-21	+$45.00	-$19.00	-$64.00	-$241.00
2026-10-20	+$254.00	+$66.00	-$188.00	-$177.00
2026-10-19	-$17.00	-$10.00	+$7.00	+$11.00
2026-10-16	-$69.00	-$95.00	-$26.00	+$4.00
2026-10-15	-$196.00	-$186.00	+$10.00	+$30.00
2026-10-14	+$66.00	+$146.00	+$80.00	+$20.00
2026-10-12	-$80.00	-$80.00	+$0.00	-$60.00
2026-10-09	-$30.00	-$30.00	+$0.00	-$60.00
2026-10-08	-$49.00	-$49.00	+$0.00	-$60.00
2026-10-07	-$49.00	-$49.00	+$0.00	-$60.00
2026-10-06	+$146.00	+$64.00	-$82.00	-$60.00
2026-10-05	+$66.00	+$88.00	+$22.00	+$22.00

Fix #2 Shadow — Duplicate-Order Latch (observe-only, no order-flow change)

Shadow Events

would-latch fires

Ghosts Caught

0/0

same-day/symbol match

Shadow-log for the duplicate-order fix: logs where entry_pending would be latched on an ambiguous cancelled buy, without changing live order handling. Validates the fix before it ships.

When	Symbol	Outcome
No FIX2_SHADOW events yet — fires on the next ambiguous cancelled-buy race. Collecting.

Morning vs Afternoon — Cutoff What-If (entries before / at-or-after 12:00 ET)

Morning (<12:00)

+$587.00

82 trades · 40 W

Afternoon (12:00+)

-$48.00

1 trades · 0 W

If stopped at noon

+$48.00

effect vs booked +$539.00

Afternoon has been a net drag of -$48.00; stopping new entries at noon would have improved booked P&L by +$48.00. Observation only — not enforced by the bot.

Paper trading on Alpaca. Ghost events = duplicate fills recovered by the sweeper; included in actual P&L.

Disclaimer: Results are paper trading (simulated fills, no real money) and may differ materially from live trading. Past performance does not guarantee future results. 0DTE options carry a high risk of total loss. This is a personal project for educational purposes, not financial or investment advice.