SPY Paper-Bot

2026-06-23 CET • 6 bots à $10,000 USD initial

SPY spot
$733.58
Datum
2026-06-23
Total Equity
$58,192.69
Total P&L
-1,807.31
Total Return
-3.01%
Open positions
76
Closed trades
126

🪞 VRP-direction-test (Mirror)

K1 (RIC d35 w10) vs K4 (IC d35 w10) — exakt motsatta sidor av samma trade. Vinnaren signalerar VRP-riktning på SPY.

K1 — RIC (long IC, debit): CAGR -32.8% · DD -97.0% · Calmar -0.34
K4 — IC (short IC, credit): CAGR +34.2% · DD -63.2% · Calmar +0.54
Just nu: IC (K4) är vinnaren

Alla 6 bots — sorterat på equity

RankBotStrat EquityCashP&L % prem CAGRMaxDDCalmar PFWRTradesOpen
★ K4 IC30_d35_w10_tp50 IC $ 13,416.72 $ 20,471.22 +3,416.72 +16% +34.2%* -63.2% +0.54 1.82 72% 25 14
#2 K5 IC45_d16_w5_tp50 IC $ 11,909.00 $ 13,057.00 +1,909.00 +43% +19.1%* -13.6% +1.41 0.00 100% 24 12
#3 K6 IC30_d20_w10_tp50 IC $ 11,864.82 $ 14,093.82 +1,864.82 +18% +18.6%* -50.0% +0.37 1.52 82% 28 10
#4 K3 RIC30_d35_w15_tp65 RIC $ 8,746.25 $ 329.25 -1,253.75 -6% -12.5%* -97.7% -0.13 1.01 54% 13 13
#5 K1 RIC30_d35_w10_tp65 RIC $ 6,722.50 $ 398.00 -3,277.50 -20% -32.8%* -97.0% -0.34 0.50 41% 17 13
#6 K2 RIC30_d30_w10_tp65 RIC $ 5,533.40 $ 352.40 -4,466.60 -30% -44.7%* -97.3% -0.46 0.41 32% 19 14

IC — Ranking (3 bots)

RankBotStrat EquityCashP&L % prem CAGRMaxDDCalmar PFWRTradesOpen
★ K4 IC30_d35_w10_tp50 IC $ 13,416.72 $ 20,471.22 +3,416.72 +16% +34.2%* -63.2% +0.54 1.82 72% 25 14
#2 K5 IC45_d16_w5_tp50 IC $ 11,909.00 $ 13,057.00 +1,909.00 +43% +19.1%* -13.6% +1.41 0.00 100% 24 12
#3 K6 IC30_d20_w10_tp50 IC $ 11,864.82 $ 14,093.82 +1,864.82 +18% +18.6%* -50.0% +0.37 1.52 82% 28 10

K4 — IC30_d35_w10_tp50 IC

IC d=35Δ w=10p · DTE=30 · TP=50% av credit_in

Exakt mirror av K1 — VRP-direction-test live

Equity
$13,416.72
Cash
$20,471.22
P&L since start
+3,416.72
+16% av premie
Open positions
14
Closed trades
25
Win-rate
72%

Öppna positioner

+strike = LONG (vi köper) · −strike = SHORT (vi säljer)
EntryExp Inner P/C Wing P/C Contracts Entry premiumCurrent cv P&L grossFeeP&L net PnL % VIX
2026-06-02 2026-07-02 −747.0P / −770.0C +737.0P / +780.0C 1 5.40 5.70 -29.50 −4.00 -33.50 -6% 16.1
2026-06-03 2026-07-02 −746.0P / −768.0C +736.0P / +778.0C 1 5.49 5.50 -0.55 −4.00 -4.55 -1% 16.4
2026-06-04 2026-07-02 −744.0P / −765.0C +734.0P / +775.0C 1 5.40 5.10 +30.40 −4.00 +26.40 +5% 16.2
2026-06-05 2026-07-02 −739.0P / −760.0C +729.0P / +770.0C 1 5.66 4.29 +136.75 −4.00 +132.75 +23% 16.3
2026-06-08 2026-07-10 −729.0P / −755.0C +719.0P / +765.0C 1 5.72 4.27 +145.25 −4.00 +141.25 +25% 18.7
2026-06-09 2026-07-10 −733.0P / −757.5C +723.0P / +767.0C 1 5.48 4.30 +118.40 −4.00 +114.40 +21% 17.6
2026-06-11 2026-07-10 −717.0P / −745.0C +707.0P / +755.0C 1 5.79 5.10 +69.05 −4.00 +65.05 +11% 21.5
2026-06-12 2026-07-10 −725.0P / −751.0C +715.0P / +761.0C 1 5.62 4.56 +105.50 −4.00 +101.50 +18% 19.6
2026-06-15 2026-07-17 −743.0P / −766.0C +733.0P / +776.0C 1 5.58 4.75 +82.90 −4.00 +78.90 +14% 16.3
2026-06-16 2026-07-17 −744.0P / −767.0C +734.0P / +777.0C 1 5.32 5.41 -8.95 −4.00 -12.95 -2% 16.0
2026-06-17 2026-07-17 −740.0P / −762.0C +730.0P / +772.0C 1 5.62 5.27 +35.90 −4.00 +31.90 +6% 16.2
2026-06-18 2026-07-17 −735.0P / −758.0C +725.0P / +768.0C 1 5.56 5.19 +37.25 −4.00 +33.25 +6% 17.1
2026-06-22 2026-07-24 −740.0P / −764.0C +730.0P / +774.0C 1 5.46 5.45 +1.30 −4.00 -2.70 -0% 16.9
2026-06-23 2026-07-24 −725.0P / −752.0C +715.0P / +762.0C 1 5.98 5.67 +30.60 −4.00 +26.60 +4% 19.7

Senaste 10 stängda trades

EntryExitReason PremiumP&L PnL %
2026-06-01 2026-06-22 TP 0.00 +284.28 —
2026-05-29 2026-06-22 TP 0.00 +293.00 —
2026-05-28 2026-06-18 TP 0.00 +268.18 —
2026-05-27 2026-06-18 TP 0.00 +283.97 —
2026-05-26 2026-06-18 TP 0.00 +282.62 —
2026-05-25 2026-06-18 TP 0.00 +315.83 —
2026-05-20 2026-06-18 TP 0.00 +513.50 —
2026-05-19 2026-06-18 TP 0.00 +500.25 —
2026-05-21 2026-06-17 TP 0.00 +360.45 —
2026-05-18 2026-06-17 TP 0.00 +420.50 —

K5 — IC45_d16_w5_tp50 IC

IC d=16Δ w=5p · DTE=45 · TP=50% av credit_in

Klassisk Tasty 45 DTE 16Δ

Equity
$11,909.00
Cash
$13,057.00
P&L since start
+1,909.00
+43% av premie
Open positions
12
Closed trades
24
Win-rate
100%

Öppna positioner

+strike = LONG (vi köper) · −strike = SHORT (vi säljer)
EntryExp Inner P/C Wing P/C Contracts Entry premiumCurrent cv P&L grossFeeP&L net PnL % VIX
2026-06-04 2026-07-17 −710.0P / −786.0C +705.0P / +791.0C 1 1.24 0.81 +43.05 −4.00 +39.05 +31% 16.2
2026-06-05 2026-07-17 −705.0P / −782.0C +700.0P / +787.0C 1 1.25 0.74 +51.05 −4.00 +47.05 +38% 16.3
2026-06-08 2026-07-24 −690.0P / −778.0C +685.0P / +783.0C 1 1.27 0.74 +53.80 −4.00 +49.80 +39% 18.7
2026-06-09 2026-07-24 −695.0P / −780.0C +690.0P / +785.0C 1 1.23 0.77 +46.40 −4.00 +42.40 +34% 17.6
2026-06-11 2026-07-24 −679.0P / −769.0C +674.0P / +774.0C 1 1.29 0.97 +31.65 −4.00 +27.65 +21% 21.5
2026-06-12 2026-07-24 −690.0P / −775.0C +685.0P / +780.0C 1 1.25 0.83 +41.85 −4.00 +37.85 +30% 19.6
2026-06-15 2026-07-31 −708.0P / −791.0C +703.0P / +796.0C 1 1.19 1.01 +18.90 −4.00 +14.90 +12% 16.3
2026-06-16 2026-07-31 −711.0P / −790.0C +706.0P / +795.0C 1 1.21 1.09 +11.50 −4.00 +7.50 +6% 16.0
2026-06-17 2026-07-31 −705.0P / −785.0C +700.0P / +790.0C 1 1.21 1.06 +16.00 −4.00 +12.00 +10% 16.2
2026-06-18 2026-07-31 −700.0P / −781.0C +695.0P / +786.0C 1 1.23 1.06 +17.40 −4.00 +13.40 +11% 17.1
2026-06-22 2026-07-31 −709.0P / −783.0C +704.0P / +788.0C 1 1.27 1.20 +7.90 −4.00 +3.90 +3% 16.9
2026-06-23 2026-07-31 −691.0P / −773.0C +686.0P / +778.0C 1 1.30 1.22 +8.25 −4.00 +4.25 +3% 19.7

Senaste 10 stängda trades

EntryExitReason PremiumP&L PnL %
2026-06-03 2026-06-22 TP 0.00 +66.30 —
2026-06-02 2026-06-22 TP 0.00 +66.38 —
2026-06-01 2026-06-22 TP 0.00 +65.40 —
2026-05-26 2026-06-22 TP 0.00 +61.00 —
2026-04-29 2026-06-18 TP 0.00 +94.05 —
2026-05-27 2026-06-17 TP 0.00 +66.72 —
2026-05-29 2026-06-16 TP 0.00 +60.90 —
2026-05-22 2026-06-15 TP 0.00 +68.13 —
2026-05-20 2026-06-12 TP 0.00 +63.63 —
2026-05-19 2026-06-12 TP 0.00 +62.45 —

K6 — IC30_d20_w10_tp50 IC

IC d=20Δ w=10p · DTE=30 · TP=50% av credit_in

Defensiv IC — bredare profit zone

Equity
$11,864.82
Cash
$14,093.82
P&L since start
+1,864.82
+18% av premie
Open positions
10
Closed trades
28
Win-rate
82%

Öppna positioner

+strike = LONG (vi köper) · −strike = SHORT (vi säljer)
EntryExp Inner P/C Wing P/C Contracts Entry premiumCurrent cv P&L grossFeeP&L net PnL % VIX
2026-06-08 2026-07-10 −708.0P / −767.0C +700.0P / +777.0C 1 2.75 1.32 +142.75 −4.00 +138.75 +51% 18.7
2026-06-09 2026-07-10 −713.0P / −769.0C +703.0P / +779.0C 1 2.87 1.67 +120.45 −4.00 +116.45 +41% 17.6
2026-06-11 2026-07-10 −695.0P / −757.5C +685.0P / +767.0C 1 2.93 1.91 +102.80 −4.00 +98.80 +34% 21.5
2026-06-12 2026-07-10 −706.0P / −763.0C +696.0P / +773.0C 1 2.98 1.72 +126.40 −4.00 +122.40 +41% 19.6
2026-06-15 2026-07-17 −724.0P / −779.0C +714.0P / +789.0C 1 2.71 2.47 +23.50 −4.00 +19.50 +7% 16.3
2026-06-16 2026-07-17 −727.0P / −778.0C +717.0P / +788.0C 1 2.73 2.74 -1.40 −4.00 -5.40 -2% 16.0
2026-06-17 2026-07-17 −721.0P / −773.0C +711.0P / +783.0C 1 2.82 2.49 +33.05 −4.00 +29.05 +10% 16.2
2026-06-18 2026-07-17 −716.0P / −769.0C +706.0P / +779.0C 1 2.81 2.42 +38.45 −4.00 +34.45 +12% 17.1
2026-06-22 2026-07-24 −721.0P / −775.0C +711.0P / +785.0C 1 2.78 2.79 -0.70 −4.00 -4.70 -2% 16.9
2026-06-23 2026-07-24 −704.0P / −765.0C +694.0P / +775.0C 1 2.94 2.77 +16.75 −4.00 +12.75 +4% 19.7

Senaste 10 stängda trades

EntryExitReason PremiumP&L PnL %
2026-06-04 2026-06-22 TP 0.00 +189.70 —
2026-06-05 2026-06-18 TP 0.00 +147.20 —
2026-06-03 2026-06-16 TP 0.00 +141.50 —
2026-06-02 2026-06-16 TP 0.00 +145.10 —
2026-06-01 2026-06-15 TP 0.00 +140.80 —
2026-05-29 2026-06-15 TP 0.00 +156.95 —
2026-05-28 2026-06-15 TP 0.00 +168.62 —
2026-05-27 2026-06-15 TP 0.00 +190.85 —
2026-05-26 2026-06-15 TP 0.00 +192.40 —
2026-05-25 2026-06-15 TP 0.00 +191.10 —

RIC — Ranking (3 bots)

RankBotStrat EquityCashP&L % prem CAGRMaxDDCalmar PFWRTradesOpen
★ K3 RIC30_d35_w15_tp65 RIC $ 8,746.25 $ 329.25 -1,253.75 -6% -12.5%* -97.7% -0.13 1.01 54% 13 13
#2 K1 RIC30_d35_w10_tp65 RIC $ 6,722.50 $ 398.00 -3,277.50 -20% -32.8%* -97.0% -0.34 0.50 41% 17 13
#3 K2 RIC30_d30_w10_tp65 RIC $ 5,533.40 $ 352.40 -4,466.60 -30% -44.7%* -97.3% -0.46 0.41 32% 19 14

K1 — RIC30_d35_w10_tp65 RIC

RIC d=35Δ w=10p · DTE=30 · TP=65% av max_profit

Main — SPY-baseline-validerat (Calmar 2.18 från backtest)

Equity
$6,722.50
Cash
$398.00
P&L since start
-3,277.50
-20% av premie
Open positions
13
Closed trades
17
Win-rate
41%

Öppna positioner

+strike = LONG (vi köper) · −strike = SHORT (vi säljer)
EntryExp Inner P/C Wing P/C Contracts Entry premiumCurrent cv P&L grossFeeP&L net PnL % VIX
2026-05-25 2026-06-26 +735.0P / +760.0C −725.0P / −770.0C 1 5.48 3.18 -229.90 −4.00 -233.90 -43% 16.6
2026-05-26 2026-06-26 +740.0P / +764.0C −730.0P / −774.0C 1 5.36 4.52 -84.55 −4.00 -88.55 -17% 16.8
2026-05-27 2026-06-26 +740.0P / +764.0C −730.0P / −774.0C 1 5.38 4.52 -86.20 −4.00 -90.20 -17% 17.0
2026-05-28 2026-06-26 +740.0P / +762.0C −730.0P / −772.0C 1 5.39 4.53 -86.20 −4.00 -90.20 -17% 16.3
2026-05-29 2026-06-26 +748.0P / +769.0C −738.0P / −779.0C 1 5.38 7.11 +172.90 −4.00 +168.90 +31% 15.6
2026-06-01 2026-06-30 +746.0P / +767.0C −736.0P / −777.0C 1 5.49 5.70 +20.60 −4.00 +16.60 +3% 16.1
2026-06-02 2026-07-02 +747.0P / +770.0C −737.0P / −780.0C 1 5.42 5.70 +27.50 −4.00 +23.50 +4% 16.1
2026-06-03 2026-07-02 +746.0P / +768.0C −736.0P / −778.0C 1 5.52 5.50 -1.55 −4.00 -5.55 -1% 16.4
2026-06-04 2026-07-02 +744.0P / +765.0C −734.0P / −775.0C 1 5.42 5.10 -31.60 −4.00 -35.60 -7% 16.2
2026-06-05 2026-07-02 +739.0P / +760.0C −729.0P / −770.0C 1 5.67 4.29 -138.25 −4.00 -142.25 -25% 16.3
2026-06-08 2026-07-10 +729.0P / +755.0C −719.0P / −765.0C 1 5.73 4.27 -146.75 −4.00 -150.75 -26% 18.7
2026-06-09 2026-07-10 +733.0P / +757.5C −723.0P / −767.0C 1 5.50 4.30 -119.60 −4.00 -123.60 -22% 17.6
2026-06-12 2026-07-10 +725.0P / +751.0C −715.0P / −761.0C 1 5.64 4.56 -108.50 −4.00 -112.50 -20% 19.6

Senaste 10 stängda trades

EntryExitReason PremiumP&L PnL %
2026-05-20 2026-06-18 EXP 0.00 -526.50 —
2026-05-19 2026-06-18 EXP 0.00 -515.75 —
2026-05-18 2026-06-18 EXP 0.00 -555.55 —
2026-05-15 2026-06-12 EXP 0.00 -504.55 —
2026-05-14 2026-06-12 EXP 0.00 -404.65 —
2026-05-13 2026-06-12 EXP 0.00 -537.90 —
2026-05-12 2026-06-12 EXP 0.00 -534.50 —
2026-05-11 2026-06-12 EXP 0.00 -500.10 —
2026-05-08 2026-06-05 EXP 0.00 -465.85 —
2026-05-07 2026-06-05 EXP 0.00 -252.70 —

K2 — RIC30_d30_w10_tp65 RIC

RIC d=30Δ w=10p · DTE=30 · TP=65% av max_profit

Defensiv delta — testa robusthet (validerade 0.30-0.35 sweet spot)

Equity
$5,533.40
Cash
$352.40
P&L since start
-4,466.60
-30% av premie
Open positions
14
Closed trades
19
Win-rate
32%

Öppna positioner

+strike = LONG (vi köper) · −strike = SHORT (vi säljer)
EntryExp Inner P/C Wing P/C Contracts Entry premiumCurrent cv P&L grossFeeP&L net PnL % VIX
2026-05-25 2026-06-26 +729.0P / +764.0C −719.0P / −774.0C 1 4.48 1.99 -248.40 −4.00 -252.40 -56% 16.6
2026-05-26 2026-06-26 +735.0P / +768.0C −725.0P / −778.0C 1 4.42 3.16 -126.05 −4.00 -130.05 -29% 16.8
2026-05-27 2026-06-26 +735.0P / +767.0C −725.0P / −777.0C 1 4.53 3.16 -137.15 −4.00 -141.15 -31% 17.0
2026-05-28 2026-06-26 +736.0P / +766.0C −726.0P / −776.0C 1 4.44 3.40 -104.15 −4.00 -108.15 -24% 16.3
2026-05-29 2026-06-26 +744.0P / +773.0C −734.0P / −783.0C 1 4.43 5.72 +129.40 −4.00 +125.40 +28% 15.6
2026-06-01 2026-06-30 +741.0P / +771.0C −731.0P / −781.0C 1 4.44 4.44 +0.20 −4.00 -3.80 -1% 16.1
2026-06-02 2026-07-02 +742.0P / +773.0C −732.0P / −783.0C 1 4.52 4.60 +7.70 −4.00 +3.70 +1% 16.1
2026-06-03 2026-07-02 +741.0P / +772.0C −731.0P / −782.0C 1 4.46 4.33 -12.95 −4.00 -16.95 -4% 16.4
2026-06-04 2026-07-02 +739.0P / +768.0C −729.0P / −778.0C 1 4.52 4.01 -50.10 −4.00 -54.10 -12% 16.2
2026-06-05 2026-07-02 +733.0P / +764.0C −723.0P / −774.0C 1 4.45 3.09 -136.15 −4.00 -140.15 -31% 16.3
2026-06-08 2026-07-10 +723.0P / +759.0C −713.0P / −769.0C 1 4.80 3.15 -164.90 −4.00 -168.90 -35% 18.7
2026-06-09 2026-07-10 +727.0P / +761.0C −717.0P / −771.0C 1 4.67 3.29 -138.55 −4.00 -142.55 -31% 17.6
2026-06-11 2026-07-10 +711.0P / +749.0C −701.0P / −759.0C 1 4.87 3.98 -89.45 −4.00 -93.45 -19% 21.5
2026-06-12 2026-07-10 +720.0P / +755.0C −710.0P / −765.0C 1 4.87 3.48 -138.90 −4.00 -142.90 -29% 19.6

Senaste 10 stängda trades

EntryExitReason PremiumP&L PnL %
2026-05-22 2026-06-18 EXP 0.00 -437.72 —
2026-05-21 2026-06-18 EXP 0.00 -465.88 —
2026-05-20 2026-06-18 EXP 0.00 -465.55 —
2026-05-19 2026-06-18 EXP 0.00 -456.40 —
2026-05-18 2026-06-18 EXP 0.00 -465.78 —
2026-05-15 2026-06-12 EXP 0.00 -442.35 —
2026-05-14 2026-06-12 EXP 0.00 -388.87 —
2026-05-13 2026-06-12 EXP 0.00 -458.80 —
2026-05-12 2026-06-12 EXP 0.00 -445.35 —
2026-05-11 2026-06-12 EXP 0.00 -418.88 —

K3 — RIC30_d35_w15_tp65 RIC

RIC d=35Δ w=15p · DTE=30 · TP=65% av max_profit

Bredare wing — testa relativ skydd

Equity
$8,746.25
Cash
$329.25
P&L since start
-1,253.75
-6% av premie
Open positions
13
Closed trades
13
Win-rate
54%

Öppna positioner

+strike = LONG (vi köper) · −strike = SHORT (vi säljer)
EntryExp Inner P/C Wing P/C Contracts Entry premiumCurrent cv P&L grossFeeP&L net PnL % VIX
2026-05-25 2026-06-26 +735.0P / +760.0C −720.0P / −775.0C 1 7.43 4.04 -339.35 −4.00 -343.35 -46% 16.6
2026-05-26 2026-06-26 +740.0P / +764.0C −725.0P / −779.0C 1 7.26 5.81 -145.10 −4.00 -149.10 -21% 16.8
2026-05-27 2026-06-26 +740.0P / +764.0C −725.0P / −779.0C 1 7.27 5.81 -146.20 −4.00 -150.20 -21% 17.0
2026-05-28 2026-06-26 +740.0P / +762.0C −725.0P / −777.0C 1 7.25 5.82 -143.55 −4.00 -147.55 -20% 16.3
2026-05-29 2026-06-26 +748.0P / +769.0C −733.0P / −784.0C 1 7.16 9.43 +226.35 −4.00 +222.35 +31% 15.6
2026-06-01 2026-06-30 +746.0P / +767.0C −731.0P / −782.0C 1 7.35 7.64 +29.10 −4.00 +25.10 +3% 16.1
2026-06-02 2026-07-02 +747.0P / +770.0C −732.0P / −785.0C 1 7.24 7.71 +46.60 −4.00 +42.60 +6% 16.1
2026-06-03 2026-07-02 +746.0P / +768.0C −731.0P / −783.0C 1 7.41 7.42 +0.95 −4.00 -3.05 -0% 16.4
2026-06-04 2026-07-02 +744.0P / +765.0C −729.0P / −780.0C 1 7.24 6.85 -38.60 −4.00 -42.60 -6% 16.2
2026-06-05 2026-07-02 +739.0P / +760.0C −724.0P / −775.0C 1 7.56 5.67 -188.20 −4.00 -192.20 -25% 16.3
2026-06-08 2026-07-10 +729.0P / +755.0C −714.0P / −770.0C 1 7.80 5.58 -222.30 −4.00 -226.30 -29% 18.7
2026-06-09 2026-07-10 +733.0P / +757.5C −718.0P / −772.0C 1 7.55 5.70 -184.60 −4.00 -188.60 -25% 17.6
2026-06-11 2026-07-10 +717.0P / +745.0C −702.0P / −760.0C 1 7.95 6.72 -123.45 −4.00 -127.45 -16% 21.5

Senaste 10 stängda trades

EntryExitReason PremiumP&L PnL %
2026-05-14 2026-06-12 EXP 0.00 -585.20 —
2026-05-13 2026-06-12 EXP 0.00 -741.00 —
2026-05-12 2026-06-12 EXP 0.00 -729.65 —
2026-05-11 2026-06-12 EXP 0.00 -691.82 —
2026-05-08 2026-06-05 EXP 0.00 -625.88 —
2026-05-07 2026-06-05 EXP 0.00 -442.85 —
2026-05-05 2026-06-05 EXP 0.00 +359.60 —
2026-05-04 2026-05-29 TP 0.00 +535.70 —
2026-05-01 2026-05-29 TP 0.00 +591.33 —
2026-04-30 2026-05-26 TP 0.00 +581.62 —
Genererad 2026-06-23 22:59:48 CEST • SPY Paper-Bot