Strategy #3 (revised) — VWAP-retest, 3-min — 30-day charts

After each new HOD/LOD, retrace to VWAP on the 3-min chart, trade the side price holds. Strike ATM/+1/+2 OTM delta>=0.30, PfZ max-loss $275. Profit ladder: cut first 2 contracts at 2x, then 1 at 3x, 1 at 4x...; breakeven (1x) stop on runners after the first scale; 1-hour time stop; no entries after 15:00; daily loss cap $600. Real Alpaca 1-min premiums.

2x first-scale + breakeven stop1-hour time stop3-min entries$600 daily cap

Window shown: May 1 – Jun 12, 2026 (in-sample, +$330 over these 30 days). Honest full picture: over 6 months (Dec 15 – Jun 12) the revised strategy is −$666 (train −$290 / test −$376) — a ~10x improvement vs the old #3 (−$8k to −$16k/yr) but still net-negative out-of-sample. The keeper remains Strategy #5 (40-DTE condor).

DayTradesP/L
Fri May 012+$24
Mon May 043-$44
Tue May 054+$50
Wed May 062+$499
Thu May 073+$12
Fri May 082+$125
Mon May 112+$63
Tue May 123-$45
Wed May 131-$146
Thu May 142-$15
Fri May 153-$317
Mon May 183+$128
Tue May 193-$282
Wed May 202+$418
Thu May 214-$207
Fri May 222-$160
Tue May 262+$281
Wed May 274-$267
Thu May 281-$51
Fri May 292+$39
Mon Jun 012+$46
Tue Jun 021-$132
Wed Jun 032-$194
Thu Jun 041+$266
Fri Jun 051+$4
Mon Jun 082-$56
Tue Jun 092+$2
Wed Jun 101+$202
Thu Jun 114+$27
Fri Jun 123+$60
30-day total — May +$105 / June +$225; 69 trades, 30 winners (43%), 17/30 green days+$330

Revised exits (2x first-scale, breakeven stop, 1-hr cut, 3-min, $600 cap) cut the old #3's bleed ~10x; full 6-month result -$666 (still net-negative OOS). These 30 days are an in-sample sample, not the verdict.

Fri May 01 — 2 trade(s) — +$24

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Mon May 04 — 3 trade(s) — -$44

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Tue May 05 — 4 trade(s) — +$50

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Wed May 06 — 2 trade(s) — +$499

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Thu May 07 — 3 trade(s) — +$12

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Fri May 08 — 2 trade(s) — +$125

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Mon May 11 — 2 trade(s) — +$63

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Tue May 12 — 3 trade(s) — -$45

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Wed May 13 — 1 trade(s) — -$146

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Thu May 14 — 2 trade(s) — -$15

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Fri May 15 — 3 trade(s) — -$317

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Mon May 18 — 3 trade(s) — +$128

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Tue May 19 — 3 trade(s) — -$282

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Wed May 20 — 2 trade(s) — +$418

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Thu May 21 — 4 trade(s) — -$207

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Fri May 22 — 2 trade(s) — -$160

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Tue May 26 — 2 trade(s) — +$281

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Wed May 27 — 4 trade(s) — -$267

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Thu May 28 — 1 trade(s) — -$51

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Fri May 29 — 2 trade(s) — +$39

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Mon Jun 01 — 2 trade(s) — +$46

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Tue Jun 02 — 1 trade(s) — -$132

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Wed Jun 03 — 2 trade(s) — -$194

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Thu Jun 04 — 1 trade(s) — +$266

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Fri Jun 05 — 1 trade(s) — +$4

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Mon Jun 08 — 2 trade(s) — -$56

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Tue Jun 09 — 2 trade(s) — +$2

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Wed Jun 10 — 1 trade(s) — +$202

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Thu Jun 11 — 4 trade(s) — +$27

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Fri Jun 12 — 3 trade(s) — +$60

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Strategy #3 test only; live strategy unchanged. Not financial advice.