THE DECAY LAB
Statistical Edge, Rigorously Tested
Quantitative options and futures strategies with real statistical validation. Monte Carlo simulation, walk-forward testing, and backtesting across thousands of trading days. Learn more
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Live 1-DTE SPX
Call credit spreads — 8 delta, $5 wide, 80% profit target
25-2
Record
2W
Streak
$46
Gross P&L
93%
Win Rate
Live Signals on Telegram
Every trade posted in real time — entries, exits, daily summaries. Free during validation.
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Same strategy — 7.5 year backtest
Call 8-delta, $5 wide, 80% target — 1,878 trading days (Sep 2018 – Mar 2026)
8.03
Sharpe Ratio
99.1%
Win Rate
$39K
Net P&L
$784
Max Drawdown
Paper Bots
Futures ORB strategies — 5min, TP5/SL3, both sides
| Bot | Record | Win Rate | Net P&L | Status |
|---|---|---|---|---|
| ES (micro) | 15W / 30L | 33% | $+123.50 | ACTIVE |
| NQ (micro) | 15W / 18L | 45% | $+108.90 | ACTIVE |
| RTY (micro) | 10W / 25L | 29% | $+20.50 | ACTIVE |
Portfolio Totals
All strategies combined
$+46
g
/
$-94
n
Live (1-DTE)
$+332
g
/
$+253
n
Paper (ORB Futures)
$+378
g
/
$+159
n
Portfolio Total
Weekly Digest
THE DECAY LAB — Week 15 Apr 06 – Apr 10, 2026 1-DTE SPX CALL CREDIT SPREADS ─────────────────────────────────── + 2026-04-06 1x profit_target $+30 + 2026-04-07 1x profit_target $+20 × 2026-04-08 1x gap_stop $-385 + 2026-04-10 1x profit_target $+35 Week: 3W/1L $-300 All-time: 24-2 $+26 FUTURES ORB (PAPER) ─────────────────────────────────── ES: 0W/8L $-40.00 NQ: 0W/3L $-6.00 RTY: 1W/6L $+10.00 ORB total: $-36.00 PORTFOLIO WEEK: $-336 gross NOTES ─────────────────────────────────── Solid week on 1-DTE, 3W/1L. ES had a rough week — 8 losses. Still within Monte Carlo bounds. NQ had a rough week — 3 losses. Still within Monte Carlo bounds.
THE DECAY LAB — Week 14 Mar 30 – Apr 03, 2026 1-DTE SPX CALL CREDIT SPREADS ─────────────────────────────────── + 2026-03-30 1x profit_target $+50 × 2026-03-31 1x expiration $-965 + 2026-04-02 1x profit_target $+65 Week: 2W/1L $-850 All-time: 21-1 $+326 FUTURES ORB (PAPER) ─────────────────────────────────── ES: 3W/5L $+90.00 NQ: 2W/5L $+30.00 RTY: 1W/4L $+20.00 ORB total: $+140.00 PORTFOLIO WEEK: $-710 gross NOTES ─────────────────────────────────── Solid week on 1-DTE, 2W/1L.
THE DECAY LAB — Week 13 Mar 23 – Mar 27, 2026 1-DTE SPX CALL CREDIT SPREADS ─────────────────────────────────── + 2026-03-23 2x profit_target $+50 + 2026-03-24 2x profit_target $+50 + 2026-03-25 2x profit_target $+36 + 2026-03-26 2x profit_target $+70 Week: 4W/0L $+206 All-time: 19-0 $+1,176 FUTURES ORB (PAPER) ─────────────────────────────────── ES: 3W/8L $-10.00 NQ: 6W/5L $+68.00 RTY: 3W/4L $+35.00 ORB total: $+93.00 PORTFOLIO WEEK: $+299 gross NOTES ─────────────────────────────────── Perfect week on 1-DTE — 4/4 wins. Still undefeated at 19-0.
THE DECAY LAB — Week 12 Mar 16 – Mar 20, 2026 1-DTE SPX CALL CREDIT SPREADS ─────────────────────────────────── + 2026-03-16 2x profit_target $+40 + 2026-03-17 2x profit_target $+40 + 2026-03-18 2x profit_target $+50 + 2026-03-19 2x profit_target $+70 + 2026-03-20 2x profit_target $+160 Week: 5W/0L $+360 All-time: 15-0 $+970 FUTURES ORB (PAPER) ─────────────────────────────────── ES: 5W/3L $+80.00 NQ: 6W/3L $+42.00 RTY: 4W/5L $+25.00 ORB total: $+147.00 PORTFOLIO WEEK: $+507 gross NOTES ─────────────────────────────────── Perfect week on 1-DTE — 5/5 wins. Still undefeated at 15-0.