The full rules and backtested results for my 0DTE opening range breakout strategy on SPY, returning 59% over 2 years with a 7.6% max drawdown across 303 trades.
Related To: Backtesting Options
I used AI to brainstorm, prototype, and backtest a 0DTE opening range breakout strategy on SPY in one session. The result: 55% returns over two years with a 7.6% max drawdown.
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