options_strategy_test

live.gex/gex-mcp · Verify this server

Test an SPX 0DTE options strategy — a condor, strangle, straddle or any leg set — against every session in the gex.live archive on real quotes and real settlement. One call runs 63 variants: seven widths of your geometry across nine entry times, so the answer is WHERE TO PUT THE STRIKES rather than a verdict on one guess. Short legs are sold at the bid and long legs bought at the ask, $1.25 a leg — measured on 13.1M prints, the median SPX 0DTE print pays the full quoted half-spread, so these fills are the median outcome and not a conservative one. Returns the marginal by width and by entry, a recommended direction ONLY when the marginal is ordered and a withheld holdout agrees, the day-clustered mean and its error, prob_loss_20, and all 63 cells with yours marked. It never names a best cell: with 63 variants the best one is best by chance. Spends 10 credits, refunded on failure. Requires a Lab token (Authorization header).