ccs_qqq · QQQ spot 715.80 · senaste run 2026-06-23
| Entry | Spot @ entry | Short exp | Short DTE | Long exp | Legs (+long/−short) | Units | Debit | Current | Days | P&L $ | P&L % |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-06-12 | $716.43 | 2026-06-26 | 3 | 2026-07-10 | +749C / −750C | 2 | $450 | $482 | 11 | $+65 | +7.2% |
| 2026-06-15 | $740.45 | 2026-06-26 | 3 | 2026-07-10 | +765C / −766C | 2 | $495 | $206 | 8 | $-577 | -58.3% |
| 2026-06-16 | $742.62 | 2026-06-26 | 3 | 2026-07-17 | +765C / −766C | 1 | $759 | $377 | 7 | $-382 | -50.3% |
| 2026-06-17 | $731.14 | 2026-07-02 | 9 | 2026-07-17 | +760C / −761C | 2 | $449 | $390 | 6 | $-119 | -13.2% |
| 2026-06-18 | $734.83 | 2026-07-02 | 9 | 2026-07-17 | +762C / −763C | 1 | $525 | $365 | 5 | $-161 | -30.6% |
| 2026-06-22 | $744.88 | 2026-07-10 | 17 | 2026-07-17 | +774C / −775C | 3 | $271 | $135 | 1 | $-406 | -50.0% |
| 2026-06-23 | $721.79 | 2026-07-10 | 17 | 2026-07-24 | +756C / −757C | 2 | $459 | $428 | 0 | $-61 | -6.6% |
| Entry | Exit | Reason | Days | Units | Debit | Exit$ | P&L net |
|---|---|---|---|---|---|---|---|
| 2026-06-09 | 2026-06-22 | TP_LIVE | 13 | 2 | $399 | $832 | $+863 |
| 2026-06-11 | 2026-06-18 | TP_LIVE | 7 | 2 | $420 | $841 | $+838 |
| 2026-06-08 | 2026-06-18 | TP_LIVE | 10 | 2 | $383 | $775 | $+780 |
| 2026-06-04 | 2026-06-17 | AGE_LIVE | 13 | 2 | $428 | $447 | $+36 |
| 2026-06-03 | 2026-06-16 | AGE_LIVE | 13 | 2 | $435 | $393 | $-88 |
| 2026-06-02 | 2026-06-11 | SAFETY_LIVE | 9 | 2 | $504 | $68 | $-873 |
| 2026-06-01 | 2026-06-11 | SAFETY_LIVE | 10 | 2 | $458 | $100 | $-720 |
| 2026-05-29 | 2026-06-11 | AGE_LIVE | 13 | 2 | $470 | $64 | $-816 |
| 2026-05-28 | 2026-06-10 | AGE_LIVE | 13 | 2 | $435 | $132 | $-609 |
| 2026-05-27 | 2026-06-09 | AGE_LIVE | 13 | 2 | $402 | $239 | $-329 |
| 2026-05-26 | 2026-06-08 | AGE_LIVE | 13 | 1 | $520 | $357 | $-164 |
| 2026-05-22 | 2026-06-03 | TP_LIVE | 12 | 2 | $452 | $910 | $+913 |
| 2026-05-18 | 2026-05-26 | TP_LIVE | 8 | 2 | $453 | $907 | $+906 |
| 2026-05-19 | 2026-05-26 | TP_LIVE | 7 | 4 | $206 | $413 | $+822 |
| Struktur | Long Call Diagonal (LCD): SHORT short-DTE call (Δ 0.2) + LONG longer-DTE call (Δ 0.25) |
|---|---|
| Strike-ordering | long_strike < short_strike (long is closer to ATM, short is more OTM) |
| Net position | DEBIT (we pay): long premium > short premium |
| Short DTE / expiry | 14 days, Friday-only |
| Long DTE / expiry | 28 days, Friday-only |
| Entry-dagar | Mon + Tue + Wed + Thu + Fri (SKIP Tuesday) |
| TP | PnL ≥ 100% av debit AND days_held ≥ 7 |
| Hold-to-day | 13 (om TP inte träffats) |
| Sizing | 1.0% av equity = max-loss per trade → units = floor(0.01 × equity / debit_per_contract) |
| Max concurrent | 8 positioner |
| Friktion | $0.65/leg × 2 legs × (open + close) = $2.60/contract round-trip · slippage 3% av spread |
| Bot-källa | project_ccs_diagonal_2026_05_07.md (backtest Calmar 2.41 uncapped) + project_ccs_qqq_optimering_2026_05_09.md |
| Mode | SHADOW — inga riktiga ordrar |