ThetaFlow results

Each strategy on its own, every position normalized to one contract.

SPY breakout

+$67.00 +24.6% on capital committed
Sep 23, 09:46 +$9.00 → +$9.00 Sep 24, 10:07 +$18.00 → +$27.00 Sep 25, 10:05 +$17.00 → +$44.00 Sep 25, 12:02 +$23.00 → +$67.00
Win rate100%
Record4W – 0L
Trades4
Average trade+$16.75
Closed (ET)HeldResultReturnEntry
2026-09-25 12:02 1 min +$23.00 +24.5% $94.00
2026-09-25 10:05 < 1 min +$17.00 +24.6% $69.00
2026-09-24 10:07 6 min +$18.00 +24.7% $73.00
2026-09-23 09:46 3 min +$9.00 +25.0% $36.00

IWM breakout

+$11.00 +15.5% on capital committed
Sep 23, 09:47 +$6.00 → +$6.00 Sep 24, 10:50 −$3.00 → +$3.00 Sep 25, 10:04 +$8.00 → +$11.00
Win rate67%
Record2W – 1L
Trades3
Average trade+$3.67
Closed (ET)HeldResultReturnEntry
2026-09-25 10:04 2 min +$8.00 +25.8% $31.00
2026-09-24 10:50 1 min −$3.00 −17.6% $17.00
2026-09-23 09:47 1 min +$6.00 +26.1% $23.00

QQQ breakout

−$2.00 −0.7% on capital committed
Sep 23, 09:53 −$16.00 → −$16.00 Sep 24, 09:41 −$24.00 → −$40.00 Sep 25, 09:41 +$16.00 → −$24.00 Sep 25, 10:19 +$22.00 → −$2.00
Win rate50%
Record2W – 2L
Trades4
Average trade−$0.50
Closed (ET)HeldResultReturnEntry
2026-09-25 10:19 1 min +$22.00 +24.7% $89.00
2026-09-25 09:41 2 min +$16.00 +25.8% $62.00
2026-09-24 09:41 3 min −$24.00 −27.0% $89.00
2026-09-23 09:53 1 min −$16.00 −27.1% $59.00

GLD breakout

−$18.00 −12.7% on capital committed
Sep 23, 10:32 −$14.00 → −$14.00 Sep 24, 10:41 +$10.00 → −$4.00 Sep 25, 10:07 −$14.00 → −$18.00
Win rate33%
Record1W – 2L
Trades3
Average trade−$6.00
Closed (ET)HeldResultReturnEntry
2026-09-25 10:07 1 min −$14.00 −23.3% $60.00
2026-09-24 10:41 7 min +$10.00 +25.0% $40.00
2026-09-23 10:32 14 min −$14.00 −33.3% $42.00