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.
Alongside the trading, I run ongoing empirical studies on the models that backtesting platforms
take for granted. A fill probability model
measuring how often limit orders actually execute, calibrated on live trade data. An options
pricing model comparing
Black-Scholes and SABR against millions of real market quotes across 11 underlyings. Both update
daily as new data comes in.
The backtesting engine behind all of it is free to use. 14 years of data, walk-forward validation,
Monte Carlo simulation. Futures, stocks, and options.
Or log in with Telegram:
MNQ
LIVE5-min ORB, TP50/SL25, server-side stops — since Jun 24, 2026
All-Time Portfolio Total
$+1,096All strategies, all configs, since Feb 2026. Gross, before commissions.
1-DTE SPX Credit Spreads
PAUSED10-delta, $5 wide, 80% target — Feb – Jun 2026 — shelved until account supports the sizing
MES Opening Range Breakout
SHELVED5-min ORB — Jun 4 – Jul 24 — consolidated to 3x MNQ
M2K Opening Range Breakout
SHELVED5-min ORB — Jun 4 – Jul 24 — consolidated to 3x MNQ
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.