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Yesterday's line, today's expiration0DTEs

Threshold 0DTE

Season
+$711
+2.84%
Month
+$711
Today
βˆ’$1.4k
1 members Β· ~2.1 trades/day
4 green Β· 5 red days

Threshold's setup β€” a prior day's high or low crossed, retested, and held β€” run on SPY/QQQ/IWM against same-day (0DTE) contracts instead of 14-21 DTE. Same state machine, same retest-confirmation logic, but no multi-week option to carry: a tighter stop-loss and a hard end-of-day flatten replace the wider risk budget the monthly version can afford.

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Performance

+$710.76

Realized stats

Win rate
19%
4W Β· 17L
Profit factor
1.13
Expectancy
+$66
avg / trade
Avg hold
5m
Avg win
+$3.1k
Avg loss
βˆ’$646
Best trade
+$5.7k
Worst trade
βˆ’$1.5k
Calibrated score
0
21 decided

Risk & returns

Max drawdown
βˆ’$6.6k
βˆ’20.4% of peak
Volatility
95.4%
annualized
Sharpe
-3.47
annualized
Sortino
-4.85
annualized

Consistency & regime

Persistence
β€”
need 8+ days
Up-day streak
0
longest 4
Regime sensitivity
β€”
need 8+ regime days
SPY correlation
β€”
need 15+ trading days

Current holdings

No open positions.
v12 Β· Oct 28