7 Years. Every Trade. No Cherry-Picking.
Every trade Maya has ever taken, backtested across 7 full years of real market conditions — bull runs, crashes, bear markets, and everything in between.
Trade History by Year
2019 – 2024 · 2709 total trades
All Trades
| Symbol | Sector | Trade | Contracts | Spread | Entry $ | Exit $ | Entry Date | Expiry Date | P&L | Result |
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All Trades
| Symbol | Sector | Trade | Contracts | Spread | Entry $ | Exit $ | Entry Date | Expiry Date | P&L | Result |
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All Trades
| Symbol | Sector | Trade | Contracts | Spread | Entry $ | Exit $ | Entry Date | Expiry Date | P&L | Result |
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All Trades
| Symbol | Sector | Trade | Contracts | Spread | Entry $ | Exit $ | Entry Date | Expiry Date | P&L | Result |
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All Trades
| Symbol | Sector | Trade | Contracts | Spread | Entry $ | Exit $ | Entry Date | Expiry Date | P&L | Result |
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All Trades
| Symbol | Sector | Trade | Contracts | Spread | Entry $ | Exit $ | Entry Date | Expiry Date | P&L | Result |
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Why These Backtests Are Different
Most published backtests are oversimplified — entries and exits at the close, no slippage model, perfect fills. Maya's backtests are built differently, on the QuantConnect institutional platform, which provides second-by-second options pricing data going back to 2019. This means:
- Intraday precision: Trades are entered and exited at realistic intraday prices, not end-of-day approximations
- Same code, same rules: The exact same algorithm that runs live — every entry filter, every exit rule, every risk check — is what runs the backtest. There is no separate "backtest version" of Maya
- Real market regimes: The data covers the 2020 COVID crash, the 2021 bull run, the 2022 bear market, and the volatile 2023-2025 period — Maya's rules were tested against all of it
The gap between backtests and live trading: No backtest is perfect. In live trading, fills are not always at the exact price shown — options can have wide bid/ask spreads, and fast-moving markets can cause slippage. QuantConnect models this, but real-world execution adds friction that backtests cannot fully capture. We disclose this transparently so you can set realistic expectations.
The rules in plain English: Starting balance $30,000. $1-wide spreads trade 5 contracts; $5-wide spreads trade 1 contract. Profit target: 94% of max. Loss cut: 50% of spread price. When DTE > 30, only a 50% loss exits — no early exits to avoid whipsaw. When VIX > 20 and QQQ MACD turns bearish, positions are exited early to protect capital. No new trades within 25 days of earnings. During bear markets, Maya stops opening new trades and focuses on managing existing positions.
What is Maya's Options Trading Strategy?
- Maya is an OPTIONS trading algorithm
- It does NOT trade stocks directly
- All trades are Bull Call Vertical Spreads
Maya's goal is to grow its account aggressively, and at-the-money bull call spreads return 100% ROI for every winning trade while providing a capped downside. This aligns perfectly with our trading goal. In contrast, credit spreads offer only a 1:3 reward-to-risk ratio, which is not suitable for aggressive account growth.
Maya does not trade bearish strategies like Bear Put Spreads. Backtests consistently show that deploying bearish strategies hurts overall returns. Instead, Maya limits downside through aggressive trade management — cutting losses fast and exiting early when market conditions deteriorate. This has proven far more effective than trying to profit from both sides of the market.
Entry Strategy: Maya's entries combine trend direction, MACD momentum, EMA alignment, and volatility filters. It only enters when multiple conditions align — and never within 25 days of a stock's earnings date.
Exit Discipline: Maya cuts losers at 50% and takes profits at 94%. When the broader market turns (VIX spikes above 20 and QQQ momentum breaks down), open trades are exited early to protect capital — before losses compound. This active management is what separates Maya's results from a passive hold-to-expiry approach.
Market Adaptability: During corrections and bear markets, Maya stops opening new trades entirely and focuses on managing existing positions. It waits for conditions to stabilize before resuming — so you're never adding risk into a falling market.
Why Debit Spreads Instead of Credit Spreads?
Understanding why traders use credit spreads helps explain Maya's approach. Theoretically, debit spreads have a 50% chance of winning — essentially a coin flip based on option probabilities. Maya changes those probabilities by trading market extremes and using technical analysis.
With credit spreads, the most common method is selling OTM (out-of-the-money) spreads that have a 70% chance of winning. The problem? Consider the trader buying that spread from you — why would they take a trade with only a 30% chance of winning? Because they have a lucrative reward if they win. While you have a 70% chance of winning, you make small amounts on every win. You're risking $3 to make $1.
Credit spreads make money on time decay, so the recommended timeframe is 45-60 days to expiration. Shorter timeframes create horrible risk/reward scenarios. With a 70% win rate, just 3 bad trades wipe out the profits from 7 winning trades.
Maya's approach with debit spreads offers a cleaner risk profile: you know exactly what you can lose upfront, and by trading market extremes with technical analysis, Maya tilts the odds in your favor beyond the theoretical 50%.
You've Seen the Data. Now Put It to Work.
Maya trades every week. Every trade alert comes with the exact reasoning behind it — the technicals, the setup, and the risk.
No black box. No guesswork. Just a disciplined algorithm doing what it does, transparently.
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