Shownotes
Watch the full video version of this episode:
https://youtu.be/2RgGjxUe35w?si=m1BU5TwEq973he2k
Links & Discounts:
- Option Omega → https://optionomega.com (Use code SMOT for a discount)
- Alpha Crunching → https://alphacrunching.com (Use code SPX50 for 50% off your first year)
In this episode, I sit down with Matt from Option Omega to break down how I’m using their platform to backtest and execute strategies from Alpha Crunching—with a focus on the Trend Spread Engine (TSE).
We dig into the core problem many traders are facing right now: what should I actually be trading in this market? With volatility shifting, trends changing, and many swing strategies not triggering, the goal is to find something repeatable that can be traded consistently.
That’s where the Trend Spread Engine comes in.
We walk through:
- Why high-probability spreads alone don’t create an edge
- How intraday time-of-day + trend + strike selection changes outcomes
- The idea of tracking trades every 15 minutes to uncover intraday seasonality
- Using a rolling 90-day dataset to adapt to changing market conditions
- How I turn that data into actual trades using Option Omega
We also get into real examples of how certain time slots (like 10:30am vs 11:30am) rotate in and out of effectiveness—and how that impacts execution week to week.
If you’re trading SPX options—or trying to build a more mechanical, data-driven approach—this is a great behind-the-scenes look at how I’m thinking about strategy development right now.