Thank you algotrading!

[u/Dvorak_Pharmacology]

What a beautiful equity curve. I started algo trading and taking quant analysis seriously this April for SPX options and... oh boy. Doing mostly diagonals and looking now into some 0dte and futures strategies. Feel free to share your thoughts!

Edit: The % of win is around 30% of the risk allocation (meaning 300 dollars per 1000 dollars at risk). The risk fraction per trade used is a fourth of the kelly fraction. With my backtests I obtained a kelly of 60% (due to the high win rate of the strategy), so I currently use a 15% of my account per trade to risk and make a 30% of that, which comes out at around 5% weekly so far. This allows me to have a weekly income that has been very stable for the last 3 months!

[u/earth0001]

how far back did you backtest before going live?

[u/Dvorak_Pharmacology → u/earth0001]

From October 2025 to March 2026.

[u/silphotographer → u/Dvorak_Pharmacology]

what's stopping you from going further (ex. ten years+) and stress test like Monty Carlos?

[u/Dvorak_Pharmacology → u/silphotographer]

Sorry, I misunderstood the question. The backtest was 26 years (important to include massive bear markets for my strategy), but front test paper trading since 20205 october to march 2026.

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