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SPY 0DTE Options Sustainable win rate
u/Cyborg4Ever · Reddit — r/options ·
January 15, 2026 at 17:26
· ⬆ 1 pts · 💬 15 comments |
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Original Reddit post
No qualifying author-owned investment thesis.
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1
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15
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Full Post Text
I am currently trading a strategy for which the breakeven win rate is 50.4%. When I backtested the strategy for the past 3.5 years (July 2022) I am seeing a win rate of 54.8%. Is this (54.8-50.4 =4.4%) a good edge and is it sustainable ?
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