Aftershock
NQ ● holds overnight ● live testing 24/7A calendar edge from options-dealer hedging: in the week after monthly expiration (the 3rd Friday), charm and vanna hedges unwind and the Nasdaq-100 drifts up. Aftershock is long one NQ through those five sessions, held close-to-close (it holds overnight to capture the full drift — ~$155k over 7 years), and flat the rest of the month. Pure calendar, no external data and no fitted parameters, so the whole history is effectively out-of-sample. Uncorrelated to the rest of the line-up. Prefer no overnight risk? See Aftershock Day. Live since June 2026 — the seven-year backtest is shown alongside the growing live track record.
- Options expiration (OPEX)
- Charm/vanna hedge unwind
- Calendar drift
- Held overnight
Signals
$100/mo
- Daily bias + exact execution plan via API
- Live event feed (entries, scale-outs, exits)
- Dashboard view + one URL for Claude/LLM use
- Cancel anytime
Full source code
$9,999 one-time
- Complete strategy source (Rust) incl. the model
- Backtest harness + parameters
- Own it, run it, modify it — no lock-in
- Delivered within 24h to your account email
Track record
Backtest
Backtest 2019-03-18 → 2026-02-27 · 6.9y — lookahead-free, fills on real trade prints only, 1 contract incl. commission + slippageLive paper-trading
Live paper-trading on tickstream data since 2026-06-01| Date | Side | Entry | Exit | P&L | Reason |
|---|---|---|---|---|---|
| 2026-07-27 | FLAT | — | — | +$0 | post-opex |
| 2026-07-26 | FLAT | — | — | −$5 | post-opex |
| 2026-07-24 | LONG | — | — | −$6,630 | post-opex |
| 2026-07-23 | LONG | — | — | −$10,920 | post-opex |
| 2026-07-22 | LONG | — | — | −$3,010 | post-opex |
| 2026-07-21 | LONG | — | — | +$10,520 | post-opex |
| 2026-07-20 | LONG | — | — | +$345 | post-opex |
| 2026-07-19 | LONG | — | — | +$65 | post-opex |
| 2026-07-17 | FLAT | — | — | +$0 | post-opex |
| 2026-07-16 | FLAT | — | — | +$0 | post-opex |
| 2026-07-15 | FLAT | — | — | +$0 | post-opex |
| 2026-07-14 | FLAT | — | — | +$0 | post-opex |
| 2026-07-13 | FLAT | — | — | +$0 | post-opex |
| 2026-07-10 | FLAT | — | — | +$0 | post-opex |
| 2026-07-09 | FLAT | — | — | +$0 | post-opex |
| 2026-07-08 | FLAT | — | — | +$0 | post-opex |
| 2026-07-07 | FLAT | — | — | +$0 | post-opex |
| 2026-07-06 | FLAT | — | — | +$0 | post-opex |
| 2026-07-05 | FLAT | — | — | +$0 | post-opex |
| 2026-07-03 | FLAT | — | — | +$0 | post-opex |
Live results are paper-traded on real tickstream market data (1 NQ contract, $4.50 commission, 1-tick slippage). The backtest is lookahead-free: weekly CFTC data is anchored on its actual publication day and fills are simulated on real trade prints only — the live agent runs the identical model. Past performance, simulated or live, does not guarantee future results. Not financial advice.