THE DECAY LAB
Statistical Edge, Rigorously Tested
I build automated futures and options strategies and run them with bots I write myself.
They run on a server, trade independently, and report back to me throughout the day.
Morning check-ins, entries, exits, daily summaries. I don't touch anything unless something breaks.
The numbers below are real. Every trade, every loss, every stop-out is logged and published.
The journal covers what broke, what I fixed, and what I learned along the way.
The backtesting engine behind it is free to use. 14 years of data, walk-forward validation,
Monte Carlo simulation. Futures, stocks, and options.
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Live Bots
Opening Range Breakout — 5-min range, server-side stops, 3x MNQ — live since June 4, 2026
| Bot | Record | Win Rate | Gross P&L | Status |
|---|---|---|---|---|
| MNQ (micro) | 17W / 20L | 46% | $+1,464.00 | LIVE |
Portfolio Total
ORB futures — before commissions
$+1,464
MNQ
$+1,464
Combined Gross P&L
1-DTE SPX Credit Spreads
PAUSED10-delta, $5 wide, 80% target — Feb – Jun 2026 — shelved until account supports the sizing
50-6
Record
89%
Win Rate
$+86
Gross P&L
56
Trades
MES Opening Range Breakout
SHELVED5-min ORB — Jun 4 – Jul 24 — consolidated to 3x MNQ
16-27
Record
37%
Win Rate
$-162
Gross P&L
43
Trades
M2K Opening Range Breakout
SHELVED5-min ORB — Jun 4 – Jul 24 — consolidated to 3x MNQ
13-17
Record
43%
Win Rate
$+54
Gross P&L
30
Trades
Weekly Digest
THE DECAY LAB — Week 29 Jul 13 – Jul 17, 2026 1-DTE SPX CALL CREDIT SPREADS ─────────────────────────────────── No trades this week All-time: 50-6 $+86 FUTURES ORB (PAPER) ─────────────────────────────────── ES: 3W/3L $-24.55 NQ: 2W/0L $+226.40 RTY: 2W/1L $+32.60 ORB total: $+234.45 PORTFOLIO WEEK: $+234 gross NOTES ─────────────────────────────────── Business as usual. Strategy performing within expectations.
THE DECAY LAB — Week 28 Jul 06 – Jul 10, 2026 FUTURES ORB (LIVE) ─────────────────────────────────── ES: 3W/2L $+29.75 NQ: 1W/5L $-141.80 RTY: 2W/1L $+31.10 ORB total: $-80.95 WEEK TOTAL: $-81 gross NOTES ─────────────────────────────────── Red week. 6W/8L (43% WR).
THE DECAY LAB — Week 27 Jun 29 – Jul 03, 2026 FUTURES ORB (LIVE) ─────────────────────────────────── ES: 3W/2L $+82.25 NQ: 2W/3L $+3.50 RTY: 1W/3L $-92.20 ORB total: $-6.45 WEEK TOTAL: $-6 gross NOTES ─────────────────────────────────── Red week. 6W/8L (43% WR).
THE DECAY LAB — Week 26 Jun 22 – Jun 26, 2026 FUTURES ORB (LIVE) ─────────────────────────────────── ES: 1W/3L $-67.20 NQ: 2W/2L $-44.20 RTY: no trades ORB total: $-111.40 WEEK TOTAL: $-111 gross NOTES ─────────────────────────────────── Red week. 3W/5L (38% WR).
THE DECAY LAB — Week 25 Jun 15 – Jun 19, 2026 1-DTE SPX CALL CREDIT SPREADS ─────────────────────────────────── × 2026-06-15 1x gap_stop $-230 + 2026-06-18 1x profit_target $+15 Week: 1W/1L $-215 All-time: 50-6 $+86 FUTURES ORB (LIVE) ─────────────────────────────────── ES: 2W/4L $-38.30 NQ: 4W/4L $+667.10 RTY: 3W/3L $+35.45 ORB total: $+664.25 WEEK TOTAL: $+664 gross NOTES ─────────────────────────────────── Green week. 9W/11L (45% WR).
THE DECAY LAB — Week 24 Jun 08 – Jun 12, 2026 1-DTE SPX CALL CREDIT SPREADS ─────────────────────────────────── × 2026-06-08 1x profit_target $-5 + 2026-06-10 1x profit_target $+15 + 2026-06-11 1x profit_target $+25 + 2026-06-12 1x profit_target $+60 Week: 3W/1L $+95 All-time: 50-6 $+86 FUTURES ORB (LIVE) ─────────────────────────────────── ES: 1W/8L $+6.30 NQ: 0W/5L $-6.50 RTY: 0W/6L $-25.80 ORB total: $-26.00 WEEK TOTAL: $-26 gross NOTES ─────────────────────────────────── NQ had a rough week, 0 wins in 5 trades. RTY had a rough week, 0 wins in 6 trades. Red week. 1W/19L (5% WR).
THE DECAY LAB — Week 23 Jun 01 – Jun 05, 2026 1-DTE SPX CALL CREDIT SPREADS ─────────────────────────────────── + 2026-06-01 1x profit_target $+55 + 2026-06-02 1x profit_target $+30 + 2026-06-03 1x profit_target $+25 + 2026-06-04 1x profit_target $+15 + 2026-06-05 1x profit_target $+30 Week: 5W/0L $+155 All-time: 46-4 $+206 FUTURES ORB (PAPER) ─────────────────────────────────── ES: 1W/2L $+30.70 NQ: no trades RTY: 2W/3L $+66.40 ORB total: $+97.10 PORTFOLIO WEEK: $+252 gross NOTES ─────────────────────────────────── Perfect week on 1-DTE — 5/5 wins.
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.
THE DECAY LAB — Week 18 Apr 27 – May 01, 2026 1-DTE SPX CALL CREDIT SPREADS ─────────────────────────────────── No trades this week All-time: 25-3 $-359 FUTURES ORB (PAPER) ─────────────────────────────────── ES: 0W/2L $-10.00 NQ: 0W/1L $-2.00 RTY: 1W/1L $+35.00 ORB total: $+23.00 PORTFOLIO WEEK: $+23 gross NOTES ─────────────────────────────────── Business as usual. Strategy performing within expectations.