ccs_spy · SPY spot 734.51 · 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 % |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-06-11 | $729.75 | 2026-06-26 | 3 | 2026-07-10 | +749C / −750C | 2 | $318 | $380 | 12 | $+125 | +19.7% |
| 2026-06-12 | $736.54 | 2026-06-26 | 3 | 2026-07-10 | +754C / −755C | 2 | $344 | $251 | 11 | $-185 | -26.9% |
| 2026-06-15 | $753.12 | 2026-06-26 | 3 | 2026-07-10 | +765C / −766C | 2 | $371 | $67 | 8 | $-606 | -81.8% |
| 2026-06-16 | $754.26 | 2026-06-26 | 3 | 2026-07-17 | +765C / −766C | 1 | $540 | $154 | 7 | $-386 | -71.5% |
| 2026-06-17 | $749.87 | 2026-07-02 | 9 | 2026-07-17 | +765C / −766C | 2 | $331 | $146 | 6 | $-370 | -55.9% |
| 2026-06-18 | $744.86 | 2026-07-02 | 9 | 2026-07-17 | +760C / −761C | 2 | $374 | $223 | 5 | $-302 | -40.4% |
| 2026-06-22 | $749.77 | 2026-07-10 | 17 | 2026-07-17 | +767C / −768C | 5 | $182 | $81 | 1 | $-502 | -55.2% |
| 2026-06-23 | $737.13 | 2026-07-10 | 17 | 2026-07-24 | +757C / −758C | 2 | $320 | $285 | 0 | $-71 | -11.1% |
| Entry | Exit | Reason | Days | Units | Debit | Exit$ | P&L net |
|---|---|---|---|---|---|---|---|
| 2026-06-09 | 2026-06-22 | AGE_LIVE | 13 | 3 | $312 | $344 | $+93 |
| 2026-06-08 | 2026-06-22 | AGE_LIVE | 14 | 3 | $299 | $395 | $+283 |
| 2026-06-04 | 2026-06-17 | AGE_LIVE | 13 | 3 | $309 | $167 | $-428 |
| 2026-06-03 | 2026-06-16 | AGE_LIVE | 13 | 3 | $310 | $184 | $-380 |
| 2026-06-02 | 2026-06-11 | SAFETY_LIVE | 9 | 3 | $328 | $26 | $-909 |
| 2026-06-01 | 2026-06-11 | SAFETY_LIVE | 10 | 3 | $316 | $30 | $-862 |
| 2026-05-29 | 2026-06-11 | AGE_LIVE | 13 | 3 | $296 | $18 | $-837 |
| 2026-05-28 | 2026-06-10 | AGE_LIVE | 13 | 3 | $300 | $41 | $-779 |
| 2026-05-27 | 2026-06-09 | AGE_LIVE | 13 | 3 | $286 | $99 | $-563 |
| 2026-05-26 | 2026-06-08 | AGE_LIVE | 13 | 3 | $275 | $139 | $-411 |
| 2026-05-22 | 2026-06-04 | AGE_LIVE | 13 | 3 | $335 | $327 | $-28 |
| 2026-05-19 | 2026-06-01 | AGE_LIVE | 13 | 5 | $174 | $329 | $+769 |
| 2026-05-18 | 2026-05-28 | SAFETY_LIVE | 10 | 2 | $386 | $614 | $+455 |
| 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 |