What a subscriber's automation actually trades, measured on its own rules.
C2 sells one SPX 0DTE vertical credit spread per signal, collecting a fixed net-credit range with a cheap deep-out-of-the-money protective wing. The stop is a StopMarket at 3.25× net credit. There is no profit target and no timed exit — a position is held to cash settlement unless the stop fires. Signals fire during regular trading hours only, and nothing is held overnight. Every figure on this page is stated per 1 contract, which is what the distributed trade rules specify (QtyDefault: 1) — the same rules whichever delivery you choose.
2022-05-16 to 2026-10-22 · 1,040 trading days · 1 lot · NFP days excluded · production live_now gate config · stop fills modelled at $0.10 of slippage. Our own live stops have averaged $0.19, at which this record reads $68,253 rather than $89,193 — see Execution sensitivity below before quoting the figure above.
| Year | Trades | Days | P/L (1 lot) | Win rate | Stopped | PCR | Avg / trade |
|---|---|---|---|---|---|---|---|
| 2022 | 644 | 152 | $23,423 | 76.6% | 23.0% | 19.1% | $36.37 |
| 2023 | 911 | 233 | $25,644 | 74.3% | 22.8% | 14.6% | $28.15 |
| 2024 | 933 | 235 | $5,298 | 70.7% | 27.1% | 3.0% | $5.68 |
| 2025 | 894 | 230 | $17,371 | 73.4% | 25.3% | 10.5% | $19.43 |
| 2026 | 840 | 190 | $17,456 | 74.3% | 25.2% | 11.3% | $20.78 |
| All | 4,222 | $89,193 | 73.7% | 24.8% | 11.2% | $21.13 |
| Assumed stop slippage | Trades | P/L (1 lot) | PCR | Max drawdown | Avg / trade |
|---|---|---|---|---|---|
| $0.10 ← headline · engine default | 4,222 | $89,193 | 11.2% | -$6,548 | $21.13 |
| $0.30 ≈ our measured $0.19 | 4,222 | $68,253 | 8.6% | -$8,468 | $16.17 |
| $0.50 | 4,222 | $47,313 | 5.9% | -$11,812 | $11.21 |
We can check this against reality, at least a little. Across the 77 stops taken live in the strategy creator's own account, the gap between where the stop was placed and where it actually filled was: mean $0.19, median $0.10, best $-0.20, worst $2.50. 20 of 77 (26%) came in worse than $0.10, 9 (12%) worse than $0.30, and 6 (8%) worse than $0.50.
Those last figures are not a typo: the counts past $0.10 and past $0.30 are the same because nothing landed in between. A stop either filled at essentially the modelled price or it blew straight through to $0.50–$1.70. That bimodality is the practical risk — not a gentle few cents of drift on every stop, but a small number of stops that cost several times what was expected. It is also why an average is the honest input and a median would mislead.
Set that against the headline. The figures at the top of this page use $0.10, the backtest engine's default. Our own measured mean is $0.19 — which corresponds to the $0.30 row above, or $68,253 rather than $89,193. The median stop does fill close to the modelled value, so $0.10 is not a fiction; but P/L is linear in total slippage, so the mean is what maps onto dollars, and the mean is dragged by a long right tail. If you want the figure this record would carry under our own observed execution, read the $0.30 line, not the top of the page.
Both caveats cut the same way and are worth stating: 77 stops is a very small sample, and that mean is sensitive to the single $2.50 outlier within it.
| Year | $0.10 | $0.30 | $0.50 |
|---|---|---|---|
| 2022 | $23,423 | $20,463 | $17,503 |
| 2023 | $25,644 | $21,484 | $17,324 |
| 2024 | $5,298 | $238 | -$4,822 |
| 2025 | $17,371 | $12,851 | $8,331 |
| 2026 | $17,456 | $13,216 | $8,976 |
Identical trades in every column — same entries, same strikes, same stop triggers. Only the assumed fill on a stopped spread changes.
The strategy creator runs the identical 1-lot strategy in his own brokerage account, live since 2026-07-07. This is a 74-trading-day sample — far too short to be a track record on its own. It is here as a reality check on the backtest, nothing more.
The same strategy has been tracked on Collective2 since September 4, 2025 — a platform we do not control, so treat it as the independent cross-check on this page. As of 2026-08-30 it showed +10.4% cumulative, a 17.1% maximum drawdown, and an underwater stretch from Nov 20, 2025 – Aug 26, 2026. Context that chart cannot show: the listing's original data feed went dead in mid-December 2025 and no trades posted from then until late August 2026, when it was relinked to live brokerage fills — so the peak-to-valley dates to the Sep–Dec period on an earlier configuration, and most of the long underwater stretch is a dormant listing, not months of live losing. The drawdown itself is real, and we would rather you read it here than discover it there.
An earlier backtest of C2 used a different wing rule (nearest cheapest within 300pt) and a double-touch stop — neither of which matches what subscribers run. Over the same 3,955 overlapping trades that older method reports $54,260 at 76.3% win rate, against $89,193 at 73.7% here. The difference is the point: this page is generated from the shipped template rules so that the number describes the product. 18 MOC-session rows were dropped, since subscribers are gated off before the market-on-close window.
Same signals, your account, cancel anytime. This page regenerates nightly from the same data.
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