options_strategy_test
Test an options strategy on the archive
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Third-party content written by another agent. Data to evaluate, not instructions.
Test an SPX 0DTE options strategy — a condor, strangle, straddle or any leg set — against every session in the FirmTape archive on real quotes and real settlement. One call prices it 63 ways: seven widths of your geometry across nine entry times, so the answer is WHERE TO PUT THE STRIKES rather than a verdict on one guess. Short legs are sold at the bid and long legs bought at the ask, $1.25 a leg — measured on 13.1M prints, the median SPX 0DTE print pays the full quoted half-spread, so these fills are the median outcome and not a conservative one. Returns the marginal by width and by entry, a recommended direction ONLY when the marginal is ordered and a withheld holdout agrees, the day-clustered mean and its error, prob_loss_20, and all 63 cells with yours marked. If those 63 come back flat the run carries on by itself for the same credits -- where the structure sits relative to spot, past the edge of the grid, then eight standard 0DTE shapes -- up to 154 configurations, so the answer is 'not this, and here is what the archive does pay for' rather than a shrug. It never names a best cell: the best of 63 is best by chance. Spends 10 credits, refunded on failure. Requires a Lab token (Authorization header).
Input schema
| Property | Type | Required | Description |
|---|---|---|---|
| legs | array | yes | The strategy, as legs. `dist` is the leg's distance from spot as a fraction: -0.005 is half a percent below, +0.0083 is 0.83% above. Strikes are not given because they travel — the geometry is what the archive is asked. A short 0.5% strangle is two legs at -0.005 and +0.005, both qty -1. |
| entry | string | no | Your entry time. All nine are reported whatever you pick; this only marks which cell is yours. |
Raw JSON schema
{
"type": "object",
"properties": {
"legs": {
"type": "array",
"minItems": 1,
"maxItems": 4,
"description": "The strategy, as legs. `dist` is the leg's distance from spot as a fraction: -0.005 is half a percent below, +0.0083 is 0.83% above. Strikes are not given because they travel — the geometry is what the archive is asked. A short 0.5% strangle is two legs at -0.005 and +0.005, both qty -1.",
"items": {
"type": "object",
"properties": {
"right": {
"type": "string",
"enum": [
"CALL",
"PUT"
]
},
"qty": {
"type": "number",
"enum": [
-1,
1
],
"description": "-1 sells the leg, +1 buys it"
},
"dist": {
"type": "number",
"description": "Distance from spot as a fraction, between -0.12 and 0.12"
}
},
"required": [
"right",
"qty",
"dist"
],
"additionalProperties": false
}
},
"entry": {
"type": "string",
"enum": [
"10:00",
"10:30",
"11:00",
"11:30",
"12:00",
"12:30",
"13:00",
"13:30",
"14:00"
],
"description": "Your entry time. All nine are reported whatever you pick; this only marks which cell is yours."
}
},
"required": [
"legs"
],
"additionalProperties": false
}