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0DTE SPY Iron Condor - TikTok Fact Check
Explore 0DTE SPY Iron Condor - TikTok Fact Check on NexusTrade: portfolio performance, risk metrics, and the creator's strategy notes.
Built by an Aurora agent from a TikTok link — 7 iterations, $0.091 — and the whole run is public: https://nexustrade.io/share/agent/6a9ed6c78e1e8c68c04ae8ae — Web Ingest pulled the video in as a Source, Enrich Source read it with native video understanding (muse-spark-1.2, modality muse_video) rather than scraping a transcript, Generate Portfolios coded the rules below, and Backtest ran them on Minute data over 12 months. Its verdict: "Is zero losers in August real? No."
The rules are @bridgingcycles' own, as he states them: enter 15 minutes after the open, short legs at delta 0.15 (just outside the daily expected range), long wings 2.5% OTM (his 100-wide SPX wings, scaled 1:10 for SPY), take profit at 25% of max profit, flat by minute 50.
Backtest: 516 trades, 55.44% win rate, profit factor 0.86, −1.22% return against SPY +19.67% over the same window. Winners smaller than losers.
Caveats, up front: SPY is a labelled proxy because the lake cannot trade 0DTE index options, and wings are scaled 1:10. "Just outside the daily expected range" has no formula in the source, so delta 0.15 is my reading of that phrase and is labelled as an assumption in the strategy itself. Do not deploy as-is.
If I got a rule wrong, tell me and I will correct it. Fork it, change the rule, re-run it — that is why it is public and unobfuscated.
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