Please peer-review my Index Options Scalping Bots

Aklein351 · 2026-07-08T01:38:58+00:00

=== SUMMARY === - The author presents backtested performance metrics for four intraday index options scalping bots (SPY, QQQ, IWM, DIA) over two years, seeking peer review. - Thesis: Systematic, short-hold scalping on index options can generate positive expected value (~$23/trade) with a profit factor >2 and moderate win rates. - Quality assessment: Data-driven DD with detailed stats, but limited to backtested results; no discussion of live trading, slippage, or market regime sensitivity – moderate credibility. === SENTIMENT === MIXED === TRADE IDEAS === No actionable trade ideas in this post. The author presents bot performance metrics but does not provide any directional or positional trade recommendations for current market conditions.

u/Aklein351 · Reddit — r/algotrading · July 08, 2026 at 01:38 · ⬆ 15 pts · 💬 10 comments | View on Reddit ↗

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Summary

The author presents backtested performance metrics for four intraday index options scalping bots (SPY, QQQ, IWM, DIA) over two years, seeking peer review.
Thesis: Systematic, short-hold scalping on index options can generate positive expected value (~$23/trade) with a profit factor >2 and moderate win rates.
Quality assessment: Data-driven DD with detailed stats, but limited to backtested results; no discussion of live trading, slippage, or market regime sensitivity – moderate credibility.

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