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🎯Systematic SPX 0DTE Options Strategy

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Sep 19, 2025
5:12

Systematic SPX 0DTE Options Strategy Read the article for more details on this strategy: https://www.alphacrunching.com/blog/spx-0dte-put-credit-spread-strategy Use code SPX50 at Alpha Crunching for 50% discount. In this video, I walk through a brand-new SPX 0DTE strategy that I’ve just started trading myself. We’ll cover the backtest, performance stats, and the exact setup so you can see how it works. The backtest runs nearly 3 years (since 2023) with 124 trades, a 72% win rate, and an expectancy of $61 per trade—risking about $300 to make $200 (roughly a 20% return on risk). In portfolio terms, that’s about 19% annual returns trading only this one strategy with 2–3 setups per week. This strategy is powered by Alpha Crunching’s ASD (Average Strength Deviation) metric, which highlights days where intraday strength is significantly higher than the recent 3-week average. Only those days make it onto the Trade Ideas tab before each trading week, so you know exactly when to look for setups without watching the charts all day. Inside the video, I show: ✅ How the ASD filter works (green vs red days) ✅ Example setups from this week (Tuesday & Thursday triggers) ✅ Technical filters we confirm before entry ✅ How it scales across portfolio sizes 👉 If you want the full breakdown (with backtest visuals and rules), check out the linked article above.

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🎯Systematic SPX 0DTE Options Strategy | NatokHD