IWM
iShares Russell 2000 ETF
stock NYSE ETF

the math namespace addition is huge for custom logic like rolling volatility-adjusted spreads without breaking the vectorization. did the linregangle shift to degrees affect any of your backtests on smaller tickers like IWM where the slope can get pretty steep?

for real, i tried a similar scalp setup on IWM last week and the lag on non-vectorized indicators was killing my execution. did you notice any significant drift in the Supertrend values compared to the original ta-lib version or is it basically 1:1?

Why would you put money in corn when you get ATHs with SPY, IWM, QQQ?

Final Results for the month of April:
$VIX -33.11%
$SPY +10.51%
$QQQ +15.69%
$IWM +12.08%
$DIA +7.22%

I bought IWM 258p expiring tomorrow and I already regret it. I just feel it's going to pump past its ATH.
Can I get a refund, Mr. Market?

First time buying 100 contracts but was worth it. IWM was very strong today.

IWM +2.4% today is just disgusting

Entered IWM puts again, I can see them printing, crash this fast

I think its rotation. Look at IWM and Dow Jones and the equal weight indexes

how in the hell is IWM up while QQQ is down and oil is high

why is IWM pumping like crazy

I fucking hate IWM

Go for alpaca, their demo account has live information and good to forward test. I didn't go for tradier.
what do you mean small caps strategy? is it options? I am testing on options on like ETFs like SPY, IWM, QQQ etc. Only issue I have is that all they treat all accounts as 'margin' even with a small account of less than $500. They don't have the concept of cash account, so this means it is hit by PDT rule, just make sure if you are trading shares, you have this in your logic if you want to sell when in a position.

IWM has lots of room to run up today

Solid analysis. A few notes on robustness.
1. Multiple-hypothesis correction. If the search window is "any 5-min spike >4σ across SPY/QQQ/IWM 0DTE during regular trading hours," you'd expect a handful of false positives every year under the null. Worth specifying the prior search universe. The 99.999th percentile sounds extreme until you account for how many windows you scanned.
2. Skew shifted in the right direction here, but does the implied mean typically lead live spot moves on event-free days? A baseline of 0DTE mean vs spot lag during quiet windows would help separate whether the 1:02 / 1:08 shifts were unusual in magnitude or just unusual in context.
3. On the systematic backtest you mentioned: match event windows (Trump Truth posts triggering >X% moves) against random same-time-of-day controls. If the signal only fires on event days, that's much stronger evidence than a single case study. Mergers and FOMC windows are clean test events too.

the math namespace addition is huge for custom logic like rolling volatility-adjusted spreads without breaking the vectorization. did the linregangle shift to degrees affect any of your backtests on smaller tickers like IWM where the slope can get pretty steep?

for real, i tried a similar scalp setup on IWM last week and the lag on non-vectorized indicators was killing my execution. did you notice any significant drift in the Supertrend values compared to the original ta-lib version or is it basically 1:1?

Why would you put money in corn when you get ATHs with SPY, IWM, QQQ?

Final Results for the month of April:
$VIX -33.11%
$SPY +10.51%
$QQQ +15.69%
$IWM +12.08%
$DIA +7.22%

I bought IWM 258p expiring tomorrow and I already regret it. I just feel it's going to pump past its ATH.
Can I get a refund, Mr. Market?