An SPX iron condor algorithm that trades in the open.
Every entry, every exit, every week, in the order it happened. Positions are opened on an Alpaca account by rules enforced in code, with a model making the judgment calls inside them. Nothing here is edited after the fact.
DateEntryRecord
test
Backtest: baseline rules 2012 to 2026, 10 contracts, up to 7 spreads
day
Oct 20: no fill