IWM
iShares Russell 2000 ETF
stock NYSE ETF

Hey I’m in. I’m running trading bot trading 1dte option spreads on SPY QQQ IWM and building new one for trading futures

At this point in my trading "career," I'm almost strictly an ETF guy and primarily only in broad market (SPY, IWM, QQQ), sector ETF's (e.g., SMH, XBI, etc.), the most liquid crypto ETF's (IBIT, ETHA), and TLT.
I like things simple and don't want to be looking at a spaghetti-works when I open up my account, don't want to spend a ton of time managing positions on a week-to-week basis, want to be comfortable not having to sweat over shit, and don't want to have to navigate around earnings announcements.
There are two things with market crashes: (1) Having BP in reserve so that you can take advantage of them; and (2) Managing what you've got on with some degree of patience.
The first is somewhat easy: don't be in 100% all the time and don't add positions if they aren't better than what you currently have on. Let the stuff with a decent entry ride, fall off, and then re-deploy, laddering out at intervals, assuming you can get in at break evens better than what you currently have on, etc.
Patience with stuff you're bag holding for whatever reason can be tough (looking at you, ETHA and IBIT). Do I want to be rolling my short calls out 90 days or greater to get paid a decent premium without giving up max profit? No.

I trade penny stocks and got tired of either missing real catalysts or trying to filter out ones that are just noise. So I built a scanner. Not selling anything; looking for feedback, and message me if you are interested in the idea.
https://preview.redd.it/9xgtahp2kryg1.png?width=3024&format=png&auto=webp&s=fa23f63b63c99414f9fa69eeb9cd8c48db22542f
**What it pulls:** SEC filings (8-K, Form 4, S-3, proxies, 10-Qs, 14As), PR Newswire, Globe Newswire, FDA approvals, [ClinicalTrials.gov](http://ClinicalTrials.gov), USA Spending contract awards, Nasdaq halts. About 80-100 events make it through to me every day after deduplication and ticker resolution.
**What it does with each event:**
* Classifies into one of 22 catalyst types (FDA approval, M&A, government contract, dilution, partnership, etc.)
* Scores using per-keyword weights learned from historical outcomes — "definitive merger agreement" weighs more than "merger talks"
* Multiplies by structural context: float, market cap, ATR, short interest, today's price action, sector momentum, market regime (IWM trend)
* Runs a GBM model trained on real outcomes that predicts whether certain setups will result in a move; it retrains nightly on new events that come through so hopefully will get more accurate over time
* Three gates must all pass to alert: catalyst score ≥ per-type threshold, GBM probability ≥ 30%.
**What you see:** a real-time alert in the dashboard with ticker, catalyst type, the structural setup it landed in (panic recovery, breakout from consolidation, fresh catalyst, multi-spike continuation, pushback in uptrend), sector ETF day-direction, score breakdown, and a "high conviction" badge if 6 of 8 quality criteria pass — small float, mcap ≤ $300M, ATR ≥ 4%, not already extended today or 5d, entry-friendly setup, etc. After alert, a 24-hour (after running it realize I will probably switch to 4 hours or less as 24 hours hasn't been helpful) watch window monitors price and other metrics such as volume; if it actually moves, a "confirmed move" alert fires too.
**Some of the better tricks:**
* Generic headlines like "Filed Form 10-Q" get scanned for actual newsworthy sentences — output becomes "Revenue +35% YoY to $12.8M" or "EPS $0.42 vs $0.35 consensus"
* Per-ticker tradability score — some tickers don't move on news, the model learns which ones do
* Self-correcting: every alert's outcome (peak return, time-to-peak, fade) feeds back into nightly model retrains
**Why I think it's useful:** the hardest part of catalyst trading isn't seeing the news, it's filtering. This scanner cross-references against learned outcomes, ticker structural profile, and same-day saturation — keeps the actually-tradable setups, drops the routine noise. I'm sure a lot of things like this exist already but I couldn't find anything that actually fit what I wanted to build. Not buying in at the moment because Im waiting for more data in order for predictions to be more accurate, but have made one trade so far; I bought on CYCU on april 27 right after notification came in, headline: "**Cycurion Delivers on 2026 Profitable Growth Strategy with $6 Million Win and $112 Million Backlog Powered by Innovative AI Solutions**" and made around $2800 in one minute, sold at +30 something %
Personal project. Open to feedback. attached image of what main screen looks like.

The 5 day range was 4.65 - 5.21, FYI. The stock is moving differently than in the past, so it's hard to make predictions. Many are convinced we'll melt up until June 29, but it looks to me like volume has dropped off snd there's a lot of money to be made in other sectors right now. I also notice the continued pattern of sharp drops in sympathy with SPY/IWM along with weak recovery.
CCs could be a good play, as long as you're ok with missing some gains. They've worked well over the past few years. I've sold some June $6 calls myself, only on about 15% of my shares. I usually close after 50% or by 21 DTE.

The spread is the obvious one, but the more interesting edges are structural rather than predatory.
Index rebalancing predictability is probably the biggest underappreciated source. When a stock gets added to the S&P 500 (or any major index), passive ETFs \*must\* buy it at the close on a known future date. That demand is fully telegraphed weeks in advance.
The creation/redemption arbitrage is another structural edge that doesn't cost ETF holders directly but generates significant revenue. Authorized Participants (JS is one of the largest) can deliver a basket of underlying securities to create ETF shares, or redeem ETF shares in-kind for the basket.
Options and vol surface edge might be the biggest of all. JS writes a huge portion of the options market on SPY, QQQ, IWM. Their equity desk's ETF inventory and hedging activity gives them the best possible delta-hedging execution costs. When retail buys SPY calls and implicitly pays a volatility risk premium, JS earns that premium while being better-hedged than anyone else.
Front-running in the illegal sense? Almost certainly not. But having better models, lower hedging costs, and trading against mechanically predictable institutional flows? That's the actual edge.

Hey I’m in. I’m running trading bot trading 1dte option spreads on SPY QQQ IWM and building new one for trading futures

At this point in my trading "career," I'm almost strictly an ETF guy and primarily only in broad market (SPY, IWM, QQQ), sector ETF's (e.g., SMH, XBI, etc.), the most liquid crypto ETF's (IBIT, ETHA), and TLT.
I like things simple and don't want to be looking at a spaghetti-works when I open up my account, don't want to spend a ton of time managing positions on a week-to-week basis, want to be comfortable not having to sweat over shit, and don't want to have to navigate around earnings announcements.
There are two things with market crashes: (1) Having BP in reserve so that you can take advantage of them; and (2) Managing what you've got on with some degree of patience.
The first is somewhat easy: don't be in 100% all the time and don't add positions if they aren't better than what you currently have on. Let the stuff with a decent entry ride, fall off, and then re-deploy, laddering out at intervals, assuming you can get in at break evens better than what you currently have on, etc.
Patience with stuff you're bag holding for whatever reason can be tough (looking at you, ETHA and IBIT). Do I want to be rolling my short calls out 90 days or greater to get paid a decent premium without giving up max profit? No.

I trade penny stocks and got tired of either missing real catalysts or trying to filter out ones that are just noise. So I built a scanner. Not selling anything; looking for feedback, and message me if you are interested in the idea.
https://preview.redd.it/9xgtahp2kryg1.png?width=3024&format=png&auto=webp&s=fa23f63b63c99414f9fa69eeb9cd8c48db22542f
**What it pulls:** SEC filings (8-K, Form 4, S-3, proxies, 10-Qs, 14As), PR Newswire, Globe Newswire, FDA approvals, [ClinicalTrials.gov](http://ClinicalTrials.gov), USA Spending contract awards, Nasdaq halts. About 80-100 events make it through to me every day after deduplication and ticker resolution.
**What it does with each event:**
* Classifies into one of 22 catalyst types (FDA approval, M&A, government contract, dilution, partnership, etc.)
* Scores using per-keyword weights learned from historical outcomes — "definitive merger agreement" weighs more than "merger talks"
* Multiplies by structural context: float, market cap, ATR, short interest, today's price action, sector momentum, market regime (IWM trend)
* Runs a GBM model trained on real outcomes that predicts whether certain setups will result in a move; it retrains nightly on new events that come through so hopefully will get more accurate over time
* Three gates must all pass to alert: catalyst score ≥ per-type threshold, GBM probability ≥ 30%.
**What you see:** a real-time alert in the dashboard with ticker, catalyst type, the structural setup it landed in (panic recovery, breakout from consolidation, fresh catalyst, multi-spike continuation, pushback in uptrend), sector ETF day-direction, score breakdown, and a "high conviction" badge if 6 of 8 quality criteria pass — small float, mcap ≤ $300M, ATR ≥ 4%, not already extended today or 5d, entry-friendly setup, etc. After alert, a 24-hour (after running it realize I will probably switch to 4 hours or less as 24 hours hasn't been helpful) watch window monitors price and other metrics such as volume; if it actually moves, a "confirmed move" alert fires too.
**Some of the better tricks:**
* Generic headlines like "Filed Form 10-Q" get scanned for actual newsworthy sentences — output becomes "Revenue +35% YoY to $12.8M" or "EPS $0.42 vs $0.35 consensus"
* Per-ticker tradability score — some tickers don't move on news, the model learns which ones do
* Self-correcting: every alert's outcome (peak return, time-to-peak, fade) feeds back into nightly model retrains
**Why I think it's useful:** the hardest part of catalyst trading isn't seeing the news, it's filtering. This scanner cross-references against learned outcomes, ticker structural profile, and same-day saturation — keeps the actually-tradable setups, drops the routine noise. I'm sure a lot of things like this exist already but I couldn't find anything that actually fit what I wanted to build. Not buying in at the moment because Im waiting for more data in order for predictions to be more accurate, but have made one trade so far; I bought on CYCU on april 27 right after notification came in, headline: "**Cycurion Delivers on 2026 Profitable Growth Strategy with $6 Million Win and $112 Million Backlog Powered by Innovative AI Solutions**" and made around $2800 in one minute, sold at +30 something %
Personal project. Open to feedback. attached image of what main screen looks like.

The 5 day range was 4.65 - 5.21, FYI. The stock is moving differently than in the past, so it's hard to make predictions. Many are convinced we'll melt up until June 29, but it looks to me like volume has dropped off snd there's a lot of money to be made in other sectors right now. I also notice the continued pattern of sharp drops in sympathy with SPY/IWM along with weak recovery.
CCs could be a good play, as long as you're ok with missing some gains. They've worked well over the past few years. I've sold some June $6 calls myself, only on about 15% of my shares. I usually close after 50% or by 21 DTE.

The spread is the obvious one, but the more interesting edges are structural rather than predatory.
Index rebalancing predictability is probably the biggest underappreciated source. When a stock gets added to the S&P 500 (or any major index), passive ETFs \*must\* buy it at the close on a known future date. That demand is fully telegraphed weeks in advance.
The creation/redemption arbitrage is another structural edge that doesn't cost ETF holders directly but generates significant revenue. Authorized Participants (JS is one of the largest) can deliver a basket of underlying securities to create ETF shares, or redeem ETF shares in-kind for the basket.
Options and vol surface edge might be the biggest of all. JS writes a huge portion of the options market on SPY, QQQ, IWM. Their equity desk's ETF inventory and hedging activity gives them the best possible delta-hedging execution costs. When retail buys SPY calls and implicitly pays a volatility risk premium, JS earns that premium while being better-hedged than anyone else.
Front-running in the illegal sense? Almost certainly not. But having better models, lower hedging costs, and trading against mechanically predictable institutional flows? That's the actual edge.

U might be right but I generally only play selling puts (or bull put spreads) or sell covered calls on the indices (IWM, QQQ, SPY, SPX) cos I believe in the long run they will go up
I do have some other stocks like GLD (cos I believe gold will rise in the long run so I sell covered calls on it) and some AI stocks and silver which are more of the holdover from the beginning of my options journey and somehow never get called away yet

IWM 261 cc and NBIS 120 cc will get called away today
I'm bigly cash gang by Monday.

Another month of results from running low delta **Short Put Verticals** aka Bull Put Credit Spreads!
I finished the month up $ 34,383 in profit closing out 300 SPVs.
Here are the highlights:
* **Top 3 in profit: SNDK - $12,696 ( 37%)**
* **MU - $ 11,660 (34%)**
* **LITE - $2,268 (7%)**
* **These 3 tickers were 77.7% of total profit**
* **Traded 57 individual tickers**
* **300 SPVs closed for the month**
* **Only 10 losing trades for the month -** ***97% Win Rate***
* **Average profit per SPV-** ***$ 114***
* **Average time held per SPV -** ***4 days***
* ***Average % of premium on close - 23.27 %***
I have been day trading these spreads closing at 20% profit due to the market instability hence the lower average per spread for this week.
 Here are my rules for trading credit spreads:
* **All SVP's will be opened 35 to 49 DTE**
* **Short put strike chosen at .20 delta or lower (I have been choosing 13/6 deltas for new verticals).**
* **Long put chosen to achieve a net delta of .07**
* ***All the following criteria must be met prior to opening trade***
* **Analysis of spreads Max Profit must show 80% or more probability for Maximum Profit**
* **Analysis of spread's Break Even must show 80%or more probability for Any Profit**
* **Analysis of Max Loss must show 10% or less Probability for Maximum Loss**
* **ROI for premium collected (premium divided by collateral required for spread) must be 10% or more**
**Below are profits for all 57 tickers:**
|Ticker|Profit +/-|
|:-|:-|
|SNDK|$12,696|
|MU|$11,660|
|LITE|$2,268|
|AMZN|$2,052|
|SMH|$1,354|
|STX|$1,250|
|TSM|$977|
|GOOGL|$852|
|BE|$728|
|WDC|$693|
|AVGO|$640|
|MSFT|$522|
|NVDA|$481|
|AAPL|$431|
|TSLA|$413|
|AXTI|$401|
|INTC|$398|
|AMD|$353|
|CIEN|$348|
|DIA|$331|
|VOO|$309|
|VRT|$269|
|CAT|$245|
|GEV|$219|
|GLW|$211|
|IWM|$196|
|AGX|$167|
|ASTS|$150|
|CCJ|$140|
|ORCL|$102|
|APP|$92|
|LRCX|$92|
|PWR|$89|
|AEHR|$80|
|EWY|$78|
|EQIX|$69|
|GOOG|$65|
|GDX|$63|
|TQQQ|$60|
|NBIS|$55|
|CRWV|$50|
|SHOP|$41|
|VTI|$34|
|QQQ|$29|
|MRVL|$22|
|SPY|$20|
|NOW|$19|
|HOOD|$17|
|QCOM|$17|
|NFLX|$16|
|WMT|$14|
|ARM|$13|
|RDDT|$12|
|APLD|$11|
|AMC|$7|
|XLF|($0)|
|META|($3,588)|
|CAR|($3,947)|
|Totals|$34,383|

I don't put stop loss. If you are more comfortable to put it, up to you.
With futures, I am automating the strategy as only NinjaTrader offer ninja script with has all functioanlities to airo trade. I only trade options on ETFs like SPY, QQQ, IWM with a small profit of $10-15 per contract. On options, I immediately put the take profit on TastyTrade as soon as I get in. I built a small app which uses the API of TastyTrade and I only need to click on 1 button to enter a trade and it put the automatic take profit.
I don't complicate things with the exteremly low probabilities. Trading is not just about mathematics to the letter, otherwise all the mathematical models will be performing extermely well with all the backtesting and amount of data available. When I started, I was putting SL but it was being hit more or less immediately. With options, I got the confidence as I can only trade once a day with a cash account.

Seriously though what is the thesis for IWM/Small Caps to be pumping like all hell right now?

All In IWM Puts

IWM -2% PLEASE

Went with IWM which is holding up so far, fortunately

Sounds great as a project for fun. If day trading, there is no need to run on 10 years + data. Is that minute data? trading what stocks, options, futures, account size starter?
I don't see the benefit of doing 200 stocks for day trading while it is easy to run on only a few ETFs last 2-3 years like SPY, QQQ, IWM with a simple strategy and back test in python if automated rules and be far more profitable
\- backtesting in database (clickhouse or another other database storing the data) but switching it to live is the hassle to run via API.
\- I am running mine on tradingview + python + alpaca/tastyTrade for options day trading

I think today will decide the market for me personally. If we don’t have any type of gap fill or pull back today even like a .5 percent then SPY will hit 750 and IWM 285-290 with no pullbacks. No use being bear till then if at all