zero-dte-weekly-review
Weekly 0DTE Playbook Review: Week of September 28, 2026
Verified SPY, QQQ, IWM, and AMZN 0DTE results across 8 resolved setups, broken down by ticker and strategy cohort.
Weekly 0DTE record
During the weekly period from September 28, 2026, through October 4, 2026, a total of 8 setups were resolved within the 0DTE playbook.
Observed Results:
- Total Resolved Setups: 8
- Wins: 6
- Win Rate: 75.0%
- Average Recorded Return: +35.0%
- Average Tracked Peak: +103.7%
Performance Interpretation: The data shows a positive average recorded return of +35.0% across the 8 resolved setups. There is a notable variance of 68.7 percentage points between the average recorded return (+35.0%) and the average tracked peak (+103.7%). This variance indicates that while setups achieved significant positive price movement at their highest tracked points, a portion of those maximum theoretical gains was not captured in the final recorded returns.
Statistical Note on Sample Size: A sample of 8 resolved setups over a single week constitutes an extremely small sample. These outcomes represent short-term performance and do not provide sufficient statistical evidence to prove a long-term trading edge.
SPY, QQQ, IWM, and AMZN
Performance varied significantly when categorized by individual tickers. No setups were recorded for AMZN during this period.
Observed Results:
- IWM (3 setups): 3 wins, 100.0% win rate, +83.3% average return, +132.5% average tracked peak.
- SPY (3 setups): 1 win, 33.3% win rate, -10.0% average return, +112.2% average tracked peak.
- QQQ (2 setups): 2 wins, 100.0% win rate, +30.0% average return, +47.7% average tracked peak.
- AMZN (0 setups): No setups resolved.
Performance Interpretation: IWM was the strongest performing index ticker in the ledger, yielding both the highest realized average return (+83.3%) and the highest average peak (+132.5%) across its 3 setups. QQQ also demonstrated positive realized performance, averaging a +30.0% return across 2 setups.
Conversely, SPY generated a negative average recorded return of -10.0% despite having a high average tracked peak of +112.2%. This suggests that SPY setups experienced sharp intraday moves toward profit targets that subsequently reversed, or that drawdowns offset the gains of the single winning trade.
Statistical Note on Sample Size: With only 2 to 3 setups per active ticker, these figures are highly sensitive to individual trade outcomes. No definitive conclusions regarding ticker-specific advantages can be drawn from this dataset.
Strategy cohorts
The 8 resolved setups were distributed across four distinct strategy cohorts.
Observed Results:
- 15m 200ma Bounce Rejection (4 setups): 4 wins, 100.0% win rate, +82.5% average return, +156.6% average tracked peak.
- Opening Drive Reversal (2 setups): 0 wins, 0.0% win rate, -65.0% average return, +41.5% average tracked peak.
- Spy Opening Range Retest Confirmation (1 setup): 1 win, 100.0% win rate, +50.0% average return, +74.8% average tracked peak.
- Zero Dte Ema13 Bounce (1 setup): 1 win, 100.0% win rate, +30.0% average return, +45.6% average tracked peak.
Performance Interpretation: The "15m 200ma Bounce Rejection" cohort was the most active strategy, accounting for half of all resolved setups. It delivered a 100.0% win rate and the highest average recorded return (+82.5%). The "Opening Drive Reversal" cohort underperformed, resulting in a -65.0% average return across its 2 setups. The remaining two strategies each had only a single resolved setup, both ending in positive recorded returns.
Statistical Note on Sample Size: Cohorts with only 1 or 2 setups provide zero statistical reliability. Even the 4 setups in the "15m 200ma Bounce Rejection" cohort represent too small of a sample to confirm strategy efficacy.
What worked
Based strictly on the ledger data, the following elements performed well:
- The 15m 200ma Bounce Rejection Strategy: This cohort was the primary driver of positive performance, delivering a +82.5% average return and reaching an average peak of +156.6% across 4 setups.
- IWM Setups: IWM achieved a 100.0% win rate across 3 setups, leading all tickers with an average return of +83.3%.
- High Peak Potential: Across all 8 setups, the average tracked peak reached triple digits (+103.7%), demonstrating that the playbook identified volatile intraday moves.
What needs more evidence
The following areas underperformed or suffered from a lack of data:
- Opening Drive Reversal Strategy: This cohort finished with a 0.0% win rate and an average loss of -65.0% over 2 setups. However, its average peak of +41.5% indicates that some positive movement occurred before the setups failed. More data is required to determine if this strategy is structurally unviable or if execution parameters need adjustment.
- SPY Execution and Trade Management: SPY setups reached a high average peak (+112.2%) but finished with a negative average return (-10.0%). This gap suggests that trade management, exit rules, or trailing stops on SPY require closer examination to protect open profits.
- Single-Setup Cohorts: "Spy Opening Range Retest Confirmation" and "Zero Dte Ema13 Bounce" combined for only 2 setups. Their positive returns (+50.0% and +30.0% respectively) cannot be validated without a larger sample size.
- AMZN Playbook: With zero setups recorded, there is no evidence to evaluate AMZN's performance within the current playbook parameters.
Next week's checklist
To systematically gather more evidence, next week's focus should prioritize:
- Analyze the SPY Peak-to-Return Gap: Review individual SPY trade logs to identify why setups reaching an average peak of +112.2% ultimately resulted in a -10.0% average recorded return.
- Monitor Opening Drive Reversal Performance: Track future "Opening Drive Reversal" setups to see if the negative performance persists or reverts toward a positive mean over a larger sample.
- Accumulate Data on Single-Setup Cohorts: Continue logging "Spy Opening Range Retest Confirmation" and "Zero Dte Ema13 Bounce" setups to build a statistically meaningful sample size.
- Scan for AMZN Setups: Observe if market conditions trigger any valid setups for AMZN to begin establishing a baseline for this ticker.
- Maintain Strict Risk Controls: Given the high volatility indicated by the gap between average returns (+35.0%) and tracked peaks (+103.7%), enforce strict risk parameters on all 0DTE setups while data collection is ongoing.
Educational only. Past performance is not indicative of future results. This review does not constitute financial advice.
Verified scorecard
Overall: 8 resolved setups, 6 wins, 75.0% win rate, +35.0% average recorded return, +103.7% average tracked peak.
By ticker
| Ticker | Setups | Wins | Win rate | Avg return | Avg peak |
|---|---|---|---|---|---|
| IWM | 3 | 3 | 100.0% | +83.3% | +132.5% |
| SPY | 3 | 1 | 33.3% | -10.0% | +112.2% |
| QQQ | 2 | 2 | 100.0% | +30.0% | +47.7% |
By strategy cohort
| Strategy | Setups | Wins | Win rate | Avg return | Avg peak |
|---|---|---|---|---|---|
| 15m 200ma Bounce Rejection | 4 | 4 | 100.0% | +82.5% | +156.6% |
| Opening Drive Reversal | 2 | 0 | 0.0% | -65.0% | +41.5% |
| Spy Opening Range Retest Confirmation | 1 | 1 | 100.0% | +50.0% | +74.8% |
| Zero Dte Ema13 Bounce | 1 | 1 | 100.0% | +30.0% | +45.6% |