THE DECAY LAB
Statistical Edge, Rigorously Tested
I'm a physicist by training. My first meeting with my PhD advisor, he told me how valued physicists were in finance — people who could extract real signals from noisy data. That stuck with me. When I started researching systematic trading, I treated it the same way I'd treat any physics problem: find documented edges with a structural reason to persist, build a model, test it against data, and only act when the evidence meets a rigorous threshold. The result is this platform — backtesting, Monte Carlo simulation, walk-forward validation, and paper trading, before a dollar of real capital goes in. Read how it started →
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Live 1-DTE SPX
Call credit spreads — 10 delta, $5 wide, 80% profit target
Same strategy — 7.5 year backtest
Call credit, 10-delta, $5 wide, 80% target — 1,878 trading days (Jan 2018 – Apr 2026) — before commissions
Flat Black-Scholes pricing, before commissions. Switched from put credit May 11, 2026 after full parameter sweep showed calls outperform puts by 3.5× Sharpe over 2 years. See journal for context.
Paper Bots
Morning ORB — 5-min range, TP8/SL1 (ES & RTY), TP10/SL1 (NQ) — paper trading (Mar–May 2026)
| Bot | Record | Win Rate | Gross P&L | Status |
|---|---|---|---|---|
| ES (micro) | 55W / 47L | 54% | $+1,720.00 | PAPER |
| NQ (micro) | 17W / 12L | 59% | $+287.00 | PAPER |
| RTY (micro) | 39W / 50L | 44% | $+1,097.50 | PAPER |
Portfolio Totals
All strategies combined — before commissions
Weekly Digest
THE DECAY LAB — Week 22 May 25 – May 29, 2026 1-DTE SPX CALL CREDIT SPREADS ─────────────────────────────────── + 2026-05-26 1x profit_target $+20 + 2026-05-27 1x profit_target $+15 + 2026-05-28 1x profit_target $+20 + 2026-05-29 1x profit_target $+20 Week: 4W/0L $+75 All-time: 41-4 $+51 FUTURES ORB (PAPER) ─────────────────────────────────── ES: 3W/4L $+87.50 NQ: 2W/0L $+38.00 RTY: 2W/3L $+55.00 ORB total: $+180.50 PORTFOLIO WEEK: $+256 gross NOTES ─────────────────────────────────── Perfect week on 1-DTE — 4/4 wins.
THE DECAY LAB — Week 21 May 18 – May 22, 2026 1-DTE SPX CALL CREDIT SPREADS ─────────────────────────────────── + 2026-05-18 1x profit_target $+15 + 2026-05-19 1x profit_target $+65 + 2026-05-20 1x expiration $+45 + 2026-05-22 1x profit_target $+85 Week: 4W/0L $+210 All-time: 37-4 $-24 FUTURES ORB (PAPER) ─────────────────────────────────── ES: 3W/7L $+85.00 NQ: 9W/0L $+180.00 RTY: 3W/3L $+105.00 ORB total: $+370.00 PORTFOLIO WEEK: $+580 gross NOTES ─────────────────────────────────── Perfect week on 1-DTE — 4/4 wins. NQ went 9/9 this week.
THE DECAY LAB — Week 20 May 11 – May 15, 2026 1-DTE SPX CALL CREDIT SPREADS ─────────────────────────────────── + 2026-05-11 1x profit_target $+5 + 2026-05-12 1x profit_target $+35 + 2026-05-13 1x profit_target $+35 + 2026-05-15 1x profit_target $+15 Week: 4W/0L $+90 All-time: 33-4 $-234 FUTURES ORB (PAPER) ─────────────────────────────────── ES: 2W/6L $+50.00 NQ: 1W/5L $+10.00 RTY: 0W/8L $-40.00 ORB total: $+20.00 PORTFOLIO WEEK: $+110 gross NOTES ─────────────────────────────────── Perfect week on 1-DTE — 4/4 wins. RTY had a rough week — 8 losses. Still within Monte Carlo bounds.
THE DECAY LAB — Week 19 May 04 – May 08, 2026 1-DTE SPX CALL CREDIT SPREADS ─────────────────────────────────── + 2026-05-04 1x profit_target $+5 + 2026-05-05 1x profit_target $+15 + 2026-05-06 1x profit_target $+10 + 2026-05-07 1x profit_target $+5 × 2026-05-07 1x profit_target $+0 Week: 4W/1L $+35 All-time: 29-4 $-324 FUTURES ORB (PAPER) ─────────────────────────────────── ES: 1W/4L $+20.00 NQ: 1W/4L $+12.00 RTY: 4W/3L $+145.00 ORB total: $+177.00 PORTFOLIO WEEK: $+212 gross NOTES ─────────────────────────────────── Solid week on 1-DTE, 4W/1L.