Quantitative analysis for the serious options trader.
79%
Win Rate
$40K
Avg Monthly P&L · 5 contracts
123×
Profit Factor
71/72
Months Profitable
HOW IT WORKS
From pre-market setup to intraday execution — three tools working as one.
Enter SPX open and VIX. The platform calculates butterfly strikes, expected move, and debit cost — calibrated to today's volatility regime.
Receive exact call and put butterfly order strings ready for your broker. Enter both positions in the first 15 minutes when premium is widest.
A composite scoring engine monitors SPX movement and tells you when — and whether — to add a center trap at optimal theta decay windows.
6 YEARS OF REAL DATA · 2019–2025
Backtested across every VIX regime — low volatility to crisis — using real historical SPX and VIX data.
79%
Win Rate
Score-filtered traps + directional hedge on extended days.
123×
Profit Factor
$123 returned for every $1 lost across 1,560 trading days.
$40K
Avg Monthly P&L
5 contracts · 21 days · $488 average daily return.
71/72
Months Profitable
71 of 72 backtested months finished in the green.
CUMULATIVE EQUITY — DUAL BUTTERFLY · 2019–2025
Real SPX/VIX Data · BS-calibrated debits
Backtested results using real historical SPX and VIX data (2019–2025). Debits modeled via Black-Scholes at market open. Actual fills vary based on bid-ask spread, execution timing, and commissions. Past performance does not guarantee future results. Not financial advice.
WHAT'S INCLUDED
SPX and VIX auto-populate at market open. Butterflies sized to your risk profile with order strings ready for TOS, Schwab, and IBKR.
A 0–100 composite score grades each day's trap opportunity — so you know when to press an advantage and when to stay out.
Six years of real data. Regime breakdowns by VIX. Four directional overlay signals. See how the strategy performs in every market environment.
RECENT PERFORMANCE
Per-contract results · Moderate risk profile · SPX $100 multiplier applied.
| DATE | SPX OPEN | VIX | WIDTH | DEBIT | MAX PROFIT | SETTLE MOVE | NET P&L |
|---|---|---|---|---|---|---|---|
| Loading trade data… | |||||||
Batman butterfly P&L per contract. Debit = combined call + put butterfly cost × $100. Max Profit = (width − debit) × $100. Net P&L = butterfly payout at settlement − debit, × $100. P&L is always between −Debit (total loss) and +Max Profit (settlement at center strike). Debits modeled via Black-Scholes at market open. Actual fills will vary based on bid-ask spread, execution timing, and broker commissions (~$0.65/contract). Past performance ≠ future results.
PRICING
Everything unlocked from day one. Try it free for 5 days.
$500
per month · cancel anytime
Research and analysis tool only. Not financial advice. Risk Disclosures