Replay GEX snapshots against the 0DTE flow strategy. Tests mean reversion, momentum breakout, and flow exhaustion entries with stop/target exit simulation on 1-min bars.
GEX Price Correlation
Test GEX hypotheses: H1 (negative GEX = higher volatility) and H4 (Vol Trigger as support/resistance).
Options Strategy Backtest
Replay options structures against historical chain snapshots with five-tier exit simulation, regime gates, and bid-ask slippage modeling.