Research Database

v62 snapshot · April 18, 2026 · 445 SPY tests + 15 external · Single source of truth

Curated snapshot from the Summary sheet. Top performers by profit factor with realistic $0.05/leg slippage. Star ratings indicate candidate tier: ★★★ = monthly-validated, ★ = promising but unvalidated.

Master database of every backtest conducted. 445 SPY tests across multiple structures, entry times, deltas, wings, and filters. Click column headers to sort. Use filters below to narrow by structure or PF threshold.
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Structure: Session: PF ≥: Candidates only: Search:

Actual Wealthsimple executions. Real fills, real P&L, real slippage observations. This is the ground-truth validation layer for the backtest database.

Research contributed by external sources (colleagues, cross-ticker studies, published research). Retained per methodology: categorize, don't discard. These findings are not fed into SPY candidate selection unless explicitly replicated under our framework.

Column definitions, data quality tiers, and conventions used across the database.