0DTE forward logs
info-eod
0DTE 15:00 momentum
information onlybookforward-p4startedOct 5, 2026
What it is
At 15:00 ET on SPY and QQQ, if the price is more than half a daily standard deviation from the previous close, a 0DTE option $1 in the money is bought in that direction and sold at 15:10. Logged nightly beside P4-GAP as information only; no read is planned.
The rule
- Signal: at 15:00 ET, once per underlying a session. The 15:00 price is the close of the 2-minute bar that ends then. More than 0.5 daily SDs above the previous close, it buys a call; more than 0.5 daily SDs below, a put. The previous close and the daily SD are P4-GAP's.
- Sessions: P4-GAP's: SPY and QQQ each need at least 300 regular-hours minutes of bars on the session and on the one before unless that one closed early, so a session that closes early has no trades.
- Contract: 0DTE, the $1 strike nearest the 15:00 price moved $1 into the money: $1 below it for a call, $1 above it for a put. Its last trade must be at most 5 minutes old and at least $0.05.
- Entry: at the open of the contract's first 1-minute bar from 15:00, if it starts within 3 minutes.
- Exit: at 15:10, at the open of the contract's 15:10 bar or its last trade before then. No target.
- Stop: none.
- Costs: bought $0.01 above and sold $0.01 below the bar's price, and $0.65 a contract a side. The log also records each trade at no costs, and at $0.02 a side with the same commission.
| Name | Value | Unit | Where it lives | Pinned by |
|---|---|---|---|---|
| signal | eod-1500-t0.5 | — | lab4/forward.py:77 | — |
| structure | X-1|h10|s0|none | — | lab4/forward.py:77 | — |
| STALE_MIN | 5 | minutes | lab4/structure.py:30 | — |
| WAIT_MIN | 3 | minutes | lab4/structure.py:30 | — |
| costs.base.slip | 0.01 | USD a side | lab4/structure.py:29 | — |
| costs.base.commission | 0.65 | USD a contract a side | lab4/structure.py:29 | — |
| costs.stress.slip | 0.02 | USD a side | lab4/structure.py:29 | — |
| MIN_RTH_MINUTES | 300 | regular-hours minutes | odte/backtest.py:25 | — |
Its read
Record so far
This rule is logged for information: its record is shown only as rows, never added up.
Record Forward log
Cost model
$0.01 a side and $0.65 a contract a side, on 1-minute OPRA bars; also logged at no costs and at $0.02 a side
Signals
Each signal as the log wrote it, a table a session. Nothing here is added up.
Tue, Oct 13, 2026
| Time (ET) | Symbol | Side | Outcome | Contract | Exit | Exit by | Net |
|---|---|---|---|---|---|---|---|
| 15:00 | QQQ | put | ENTRY | P743 at 0.90 | 15:10 ET | time | −32.6% |
Mon, Oct 12, 2026
| Time (ET) | Symbol | Side | Outcome | Contract | Exit | Exit by | Net |
|---|---|---|---|---|---|---|---|
| 15:00 | QQQ | put | ENTRY | P746 at 1.16 | 15:10 ET | time | −4.6% |
Fri, Oct 9, 2026
| Time (ET) | Symbol | Side | Outcome | Contract | Exit | Exit by | Net |
|---|---|---|---|---|---|---|---|
| 15:00 | SPY | call | ENTRY | C778 at 1.08 | 15:10 ET | time | −3.1% |
Thu, Oct 8, 2026
| Time (ET) | Symbol | Side | Outcome | Contract | Exit | Exit by | Net |
|---|---|---|---|---|---|---|---|
| 15:00 | QQQ | put | ENTRY | P748 at 1.71 | 15:10 ET | time | +30.8% |
| 15:00 | SPY | put | ENTRY | P774 at 1.34 | 15:10 ET | time | +5.8% |
Tue, Oct 6, 2026
| Time (ET) | Symbol | Side | Outcome | Contract | Exit | Exit by | Net |
|---|---|---|---|---|---|---|---|
| 15:00 | QQQ | call | ENTRY | C760 at 1.19 | 15:10 ET | time | −37.2% |
| 15:00 | SPY | call | ENTRY | C779 at 1.22 | 15:10 ET | time | −23.2% |
Mon, Oct 5, 2026
| Time (ET) | Symbol | Side | Outcome | Contract | Exit | Exit by | Net |
|---|---|---|---|---|---|---|---|
| 15:00 | QQQ | call | ENTRY | C755 at 1.00 | 15:10 ET | time | +25.7% |
| 15:00 | SPY | call | ENTRY | C775 at 0.83 | 15:10 ET | time | +9.3% |
Where the research is
- The information rules and the forward log (findings tr-odte-option-scalp/DESIGN/31)
- The search (findings tr-odte-option-scalp/RESEARCH/60)