Data-Driven Research
Every claim backed by 488,903 real 1-minute SPY bars. No opinions — only evidence.
Real vs Fake Breakouts: A 5-Year Statistical Study
Comprehensive classification of 12,847 intraday SPY strike breaches using volume, time, and price action features. 99.6% of low-volume breaches reverse within 15 minutes.
Comparative Accuracy of 14 Technical Indicators for Breakout Prediction
Head-to-head comparison of RSI, MACD, VWAP, Bollinger Bands, and 10 other indicators against volume ratio. Volume ratio achieves 78.4% accuracy vs 52.3% for RSI.
The Buffer Effect: Round Strike Analysis on 5 Years of SPY Data
Quantifying the win rate difference between round ($5 increment) and non-round strikes for strangle sellers. Round strikes show 7.8% higher win rate.
Optimal Entry Time for 0DTE Strangles: Hour-by-Hour Analysis
Analyzing P&L outcomes for strangle entries at every hour of the trading day. 10:30 AM entries show highest risk-adjusted returns.
Maximum Drawdown Profiles of Popular Options Selling Strategies
Comparing max drawdown, recovery time, and tail risk for strangles, straddles, iron condors, and covered calls over 5 years.