ET
Energy Transfer LP Common Units representing limited partner interests
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**📊 Key U.S. Economic Data (ET)**
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⚠️ For informational purposes only. Not financial advice.
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"This market will resolve to “Yes” if the United States federal government formally charges or announces a criminal indictment of MicroStrategy Chairman Michael Saylor between market creation and December 31, 2026, 11:59 PM ET. Otherwise, this market will resolve to “No”.
13% seems way too high. private class action sure, but DOJ involvement would be insane

Opens at 5 ET bro. So about 1 hour left. But still pure gold.

TACO BY 17:40 ET

I love ET and O. I’ve Been holding and reinvesting dividends for years. I bought some extra ET when it dropped to the $6 range… sure wish I bought more

I'm sorry to hear about that. I definitely understand the need for information you take time to set up to be saved between instances.
While I'll be sure to bring awareness to this to the relevant teams on my end, whenever you have time, I'd recommend reaching out to our Technical Support team, so they can troubleshoot the issue with you. Associates are available Monday through Friday from 8:30 a.m. to 9:00 p.m. ET. Please say "technical support" when prompted by the automated system to be connected to the right group.
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In the meantime, if there's anything else we can do to assist, please feel free to let us know.

Thanks for commenting on this thread.
If you're receiving an error message when attempting to set up recurring activity, then I recommend trying some troubleshooting to see if this resolves your issue. Go ahead and try these steps:
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If any questions come up, please let me know.

I think $MLPI is a better choice than $ET. They handle the K-1 so you don’t have to, & it’s also diversified. But these companies should continue to see love in the future 🤙

0DTE spreads are brutal, you are brave to do it :)
A few things worth checking: are your entries clustering around open (9:30-10am ET)? Spreads are widest then. Limit orders pegged slightly through mid can help fill rate without blowing up your edge entirely. But the harder question is whether the edge still exists once you assume realistic fills - in my experience, any strategy that needs mid-fill to work usually doesn't survive the transition.
What delta range are you targeting and are you using market or limit orders on entry?

We need the resolve the sex robot shortage **now** otherwise all the sex robots in American households will be Chinese.
This is a national security issue. I know it's 3:17 AM ET, but I need you to wake up and get this solved now.

BREAKING: The Pentagon reportedly delayed announcing the U.S. strikes on Iran until after the stock market closed at 4 p.m. ET on Friday, with the timing intended to minimize the immediate impact on financial markets, according to NBC News.

I was going to jump in and say, "Yeah, options trade till 4:15 EST," which I'd always heard. But then I wondered why they didn't stop at 4:00 like shares, so I asked Claude. Interesting history if you care to read it:
# First: Not All Options Trade Until 4:15
Only **certain ETF and index options** get the extra 15 minutes. These include SPY, QQQ, IWM, DIA, and index options like SPX, VIX, RUT, and NDX. Most equity and ETF option contracts trade Monday through Friday 9:30 AM to 4:00 PM ET — same as stocks.
The 4:00-4:15 window is called the **"Curb session"** on CBOE.
# Why the Extra 15 Minutes Exists
There are two main reasons:
**1. Contra-Exercise Risk.** This is the big one. The additional 15 minutes of live trading post-RTH close allows investors to close positions upon an after-market event that occurs during the expanded time window. Stocks keep trading after 4:00 PM, which means an option that was OTM at 4:00 could become ITM by 4:15 (or vice versa). Without that extra 15 minutes, you'd be trapped — watching your option flip from worthless to valuable (or the reverse) with no ability to act. This risk exists today when an options contract closes out-of-the-money but is exercised due to an event that moves the price of the underlying security after the RTH close, resulting in significant economic impact and potential tax consequences.
**2. End-of-Day Rebalancing and News.** Major market-moving events — earnings releases, economic data, Fed statements — often drop right at or just after 4:00 PM. Index and broad ETF option holders need the ability to react to these events rather than waiting helplessly until 9:30 AM the next day facing a potential gap.
# The Historical Twist
Here's the interesting part: all equity options used to trade every day until 4:10 PM. So historically, the stock market closed at 4:00 and ALL options had an extra 10 minutes. Over time, most individual stock options lost that extended window, while the major index and ETF options kept it (and extended it to 4:15).
# What's Coming
As we discussed in our SOXX extended-hours conversation, CBOE just got SEC approval to expand this further starting July 13, 2026:
* **Pre-market:** 7:30 AM – 9:25 AM for select equity options
* **Curb session:** 4:00 PM – 4:15 PM for select equity options
To qualify, the option class needs average daily volume of 150,000+ contracts, underlying market cap of $50 billion+, and underlying average daily volume of 10 million+ shares. So only the most liquid names — think NVDA, AAPL, MSFT, TSLA — will get extended hours initially.
# The Bottom Line
The 4:15 close exists because stocks keep moving after 4:00, and options traders need a brief window to manage the risk of their positions being affected by after-hours price action. It's a safety valve, not a convenience feature. The fact that it used to be universal (4:10 for all options) and was narrowed to just index/ETF products shows that the exchanges decided the risk was most acute for broad market products where portfolio-level exposure is highest

\*EXPLOSIONS IN SOUTHERN IRAN
\*CENTCOM: ADDITIONAL STRIKES TODAY IN RESPONSE TO IRANIAN DRONE ATTACK ON COMMERCIAL
\*CENTCOM: M/T KIKU HIT BY ONE-WAY DRONE AT 4:30AM ET
\*CENTCOM: AIRSTRIKES TARGETING COMM, AIR DEFENSE, DRONE STORAGE, MINELAYAR CAPABILITIES

You've all heard the 80% rule: when price opens outside the prior day's value area, comes back, and accepts inside, it trades all the way through to the other side of value \~80% of the time. It's quoted everywhere like it's settled. So I actually measured it.
**Setup (lookahead-free):**
* NQ 5-min bars, 2019–2026.
* Build the prior day's *cash-session* value area the standard way — 70% TPO zone, so you get VAH / VAL / POC.
* On each new day, wait for price to return to that value area from outside (opened above the VAH and came back down, or below the VAL and came back up).
* From the first re-touch, measure how far through the area it travels before the close.
**What 7 years actually says, once price has returned to value:**
reaches the midpoint / POC ............ ~68%
fills the whole area (far edge) ....... ~45%
fills it after accepting inside ....... ~50%
So the "fill" the rule is actually about is **\~45–50%**. A coin flip, not 80%. The chart shows the full curve — probability of penetrating *at least* X% into the value area. It's a smooth decay from the edge to the far side, with no special cliff at 80%, acceptance or not.
**The part that should settle it — a control.**
I re-ran the identical measurement on a **random band of the same width**, shifted away from the value area. A fake "value area" with zero Market Profile meaning. If VAH/VAL were genuinely magnetic levels, the real value area should fill way more often than a random band.
It doesn't. The random band fills the far edge **47%** of the time vs the real value area's **45%**, and reaches its midpoint **67%** vs **68%**. Statistically identical (grey dashed line sits right on the green one in the chart).
**Conclusion:** the traversal odds are governed entirely by how wide the band is relative to the day's range — pure geometry — not by whether it's "the value area." The width is doing the work; the VAH and VAL are along for the ride.
**Why it looks true anyway:** selection (you remember the clean rotations, forget the stalls and rejections) plus a definitional slide — "reaches into value" (\~68% to the POC) gets reported as "fills value" (\~45–50%).
And before anyone says "50/50 with the right payoff is still tradeable" — it isn't here. Fading the edge toward the far side gets stopped on the \~50% that don't fill (those run, because price left value for a reason), while your winners are capped at the value-area width. Mechanical versions lose after costs.
Happy to run variations if you have a specific definition of the rule you think holds up — post it and I'll test it on the same 7 years. But bring a control.
*(Methodology: prior-day 9:30–16:00 ET cash VA, 70% TPO; traversal from first re-touch after opening outside; acceptance = a close inside; control band = same width shifted one full width away.)*

Appreciate the detailed response — you're right on the implementation, and it changes my numbers.
The missing piece was the entry logic: first trigger TOUCH locks direction, that same
candle must close beyond or the setup is dead, no later candle confirms. Once I implemented
that exactly, my SPY count drops from 85 to your range — and with a 14:00 ET entry cutoff
I reproduce N=38 exactly. SPY trigger-fill total comes to +55.24 vs your +57.37 (within 4%).
My earlier 85-trade version was a genuinely looser strategy, so that critique of mine was off.
(What's your actual entry cutoff? 14:00 reconciled my count — curious if that's it.)
One residual gap: my win rate lands \~68% vs your 84% — I book more small losers on what's
otherwise the same day set. Best guess is my data runs a few June sessions short plus
next-bar fill granularity, not a rule difference.
The part that I think actually matters, though: I ran your EXACT rules in other years.
Because price levels differ across eras I express results in basis points of underlying
(bps), so they're comparable:
2026 H1 2022 2023
SPY +13.1 bps +2.2 +4.8
QQQ +12.6 bps -1.4 +0.1
The underlying edge is strong in 2026 H1 and \~zero (QQQ negative) in 2022 and 2023, with
your exact entry logic. Win rates stay high (56-69%) in those years too — but expectancy is
flat-to-negative. That's the scale-out signature: lots of small wins, a few scaled stops,
high win% that doesn't translate to P&L. Whatever positive shows up OOS comes almost entirely
from the short side in down/chop tape, not a stable edge.
So I'd push back gently on "confident with the strategy overall." On the underlying it looks
robust in-sample and regime-dependent out-of-sample — exactly the profile that tends to
disappoint live.
On options: fully agree neither of us priced the contracts, so I won't claim theta/spread
"kills" it. But the flip side is the same — a high underlying win rate doesn't prove option
profitability either, and the underlying base outside 2026 is \~0, so the options version would
start from flat-to-negative in a normal regime. The thing worth doing before risking capital
is pricing it against historical 0DTE quotes or honest paper fills. That's the only test that
settles it.
When I was starting I did this exact thing between gpt and Claude. Anyways, that’s it from me good luck dude 👍🏼

Happy to clarify!
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We hope you enjoy the rest of your weekend!

The Pentagon reportedly delayed announcing the U.S. strikes on Iran until after the stock market closed at 4 p.m. ET on Friday, with the timing intended to minimize the immediate impact on financial markets, according to NBC News.

I used ChatGPT and Codex to develop and refine these strategies, then used Codex to build the automated bot in Python. I launch, configure and manage it through PowerShell.
My broker is **Interactive Brokers**, and the bot connects to **Trader Workstation (TWS)** running on my desktop to receive market data and place/manage orders.
I downloaded 5-minute SPY/QQQ data from TradingView and backtested Jan 1–Jun 25, 2026: 120 trading days. Targets and stops measure movement in the underlying, not the option premium.
**SPY**
* 9:30–10:30 ET opening range using 5-minute candles.
* Trigger: $1 above or below the range.
* Enter a same-day expiry call/put after a completed 5-minute candle closes beyond the trigger.
* Max 20% available cash; one setup per day.
* Exit 25% at +$1.50, 25% at +$2.25 and 25% at +$3.00.
* The final 25% is the runner, targeting +$5.50.
* Hard stop: −$3.
* If TP1 has not hit within 60 minutes and SPY is below +$0.50, exit.
* Force-close at 3:30 ET.
The SPY runner is only allocated if the opening range is at least $4.50 wide and at least four contracts were filled. At TP2, it must pass three of four conditions: TP2 within 30 minutes; SPY moved at least +$1.50 within 30 minutes; pullback before TP2 was no more than $0.50; and no completed 5-minute candle closed back through the trigger. Pass = keep the runner open for +$5.50. Fail = sell the runner around TP2. The SPY runner does not move to breakeven.
**QQQ**
* 9:30–10:00 ET opening range.
* Only trade if the range is $4.28–$5.14 wide.
* Trigger: $0.75 above or below the range; no confirmation candle.
* Max 20% available cash; one setup per day.
* Exit 40% at +$1, 40% at +$2 and keep 20% as a runner targeting +$5.50.
* Hard stop: −$5.
* After TP2, move the runner stop to breakeven.
* Force-close at 4:00 ET.
**Entry execution**
The bot submits a buy limit order at the current option ask, then raises it by $0.02 every 0.5 seconds for up to three seconds. It cancels the unfilled quantity if the underlying moves more than $0.25 beyond the trigger. Partial fills are kept and there is no retry.
**IBKR/TWS pacing protection**
Interactive Brokers counts new orders, modifications and cancellations as order operations. Before every place/change/cancel action through Trader Workstation, the bot checks its pacing limiter and stays below six operations per two seconds and 60 per ten minutes. If it is near the limit, it waits rather than spamming TWS. This protects entries, profit targets, hard stops, stale exits and forced closes.
**Backtest results**
SPY: 38 trades, 32 wins/6 losses, +57.37 points, +1.51 average.
QQQ: 27 trades, 25 wins/2 losses, +34.10 points, +1.26 average.
Combined: active on 58/120 days (48%), 50 winning days/8 losing days, **+91.47 points and +1.58 per active day**.
SPY only: 31 days. QQQ only: 20 days. Both: seven days.
Whenever both triggered, they were always in the same direction, so QQQ is not a hedge—it mainly adds more opportunities. Running both at full size produced +91.47 points. Splitting allocation when both triggered would have produced approximately +79.01 points with less correlated exposure.
Monthly combined: Jan +7.99, Feb +16.60, Mar +22.06, Apr +13.34, May +11.46, Jun +20.02.
This is a six-month chart-data backtest, not proof of future profitability. The next step is paper trading through Interactive Brokers TWS and measuring real fills, spreads, slippage and live option execution.

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If your issue persists, please contact our Technical Support team for additional troubleshooting. Associates are available Monday through Friday from 8:30 a.m. to 9:00 p.m. ET.
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We're glad to hear you've been enjoying our app so far and appreciate you sharing your experience.
In addition to reinstalling the app, we also suggest ensuring your device and app are up to date. While I will send this on as feedback on your behalf, you can also speak with our Technical Support team for additional troubleshooting. Associates are available Monday through Friday from 8:30 a.m. to 9:00 p.m. ET.
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