{
  "generatedAt": "2026-09-15T17:36:09.085672-04:00",
  "sourceSha256": "c940c45e9eb7813de1bb568c7817655e994ace1b5bf693bf2515039f69949d59",
  "symbol": "SPY",
  "dates": [
    "2026-08-17",
    "2026-08-18",
    "2026-08-19",
    "2026-08-20",
    "2026-08-21",
    "2026-08-24",
    "2026-08-25",
    "2026-08-26",
    "2026-08-28",
    "2026-08-31",
    "2026-09-01",
    "2026-09-02",
    "2026-09-03",
    "2026-09-04",
    "2026-09-08",
    "2026-09-09",
    "2026-09-10",
    "2026-09-11",
    "2026-09-14",
    "2026-09-15"
  ],
  "shares": 500,
  "deltaBudget": {
    "targetDelta": 0.8,
    "contracts": 6,
    "maxContracts": 10,
    "capped": false
  },
  "option": {
    "pnl": 3431.27,
    "pnlLow": 2901.97,
    "pnlHigh": 4426.41,
    "trades": 72,
    "unpriced": 0,
    "wins": 51,
    "losses": 21,
    "costs": 2369.1
  },
  "optionModel": {
    "targetDelta": 0.8,
    "minEntryDelta": 0.6,
    "volMultiplier": 0.8,
    "volBand": 0.2,
    "commissionPerContract": 0.65,
    "slipPoints": 0.02,
    "sigmaWindowBars": 30,
    "exitsMatchLive": false,
    "scope": "configured-rule"
  },
  "fillLagBars": 1,
  "fillRule": "next-bar-open",
  "exit": {
    "id": "none+gb20+arm0.2+sl1+tp3+so60+sc60+mx0.1+dp0.7+pp1",
    "label": "NONE · giveback 20% after 0.2pt · stop 1pt · target 3pt · skip 60/60m · MACD entry <= 0.1pt",
    "policy": "none",
    "peakGivebackFrac": 0.2,
    "peakArmPoints": 0.2,
    "stopLossPoints": 1,
    "takeProfitPoints": 3,
    "maxHoldBars": 0,
    "staleBars": 0,
    "skipOpenMinutes": 60,
    "skipCloseMinutes": 60,
    "macdEntryMax": 0.1,
    "dayEntryMaxPos": 0.7,
    "dayMinMidCrosses": 0,
    "vwapEntryMaxZ": 0,
    "macdEntryMaxSigma": 0,
    "bbEntryMaxPctile": 0,
    "rvolEntryMin": 0,
    "oracleWindowBars": 30
  },
  "description": "Snapshot of the configured-rule option model, not live account returns. Dates are recorded sessions only. The volatility sensitivity range is not a confidence interval. Starting capital and option premium history are not supplied by this artifact."
}