Option Alpha, Sep 2021 to Sep 2026, all weekdays, VIX ≤ 35. Late Day = $1.75 short, 75 wide, 200% stop (LDP put, LDC call), 1 lot. RIC = long 20Δ, short 15 further out, debit, hold to expiry, VIX-down gate, 1 lot. ORB = 60-min range, 10:30–13:00, 150% stop: CCS $1.00 / 50 wide × 4 lots, PCS $4.00 / 100 wide × 1 lot. Marks 13:30 14:15 15:00 15:15 from the slot sweep for reference ($4.00, 80 wide, 90% stop). Trend = SPX 50-day EMA above or below the 200-day at month end. VIX band = monthly average VIX close (pivot) or VIX at entry (VIX table).
Tips: VIX by calendar month = Data "Monthly P&L", Rows "VIX band", Columns "Calendar month" (VIX band there is the monthly average VIX). The weekday and VIX-at-entry tables come from Option Alpha as separate summaries, so they cannot be crossed with month or year.
Pearson correlation of monthly P&L between bots (pair = put side + call side of the same bot). Low numbers mean the slots earn in different months. Note from the fill log: on the single worst days every bot loses together, so this is month-to-month diversification, not tail protection.
Mon/Tue/Fri and Wed/Thu split from the weekday table. Per-day = P&L divided by trade count for that day set. Years positive counts 2022 through 2025 (full years only). Risk columns use the pair's monthly P&L: month DD = worst peak-to-trough on month-end equity (OA's own drawdown is intra-month and larger), Sortino = annualized mean / downside deviation of months, P&L / DD = 5Y total over month DD.