Backtesting lets you study how a same-day-expiration approach would have behaved on historical data — before you put real capital at risk. It is a learning and planning tool, not a promise of future results.

What 0DTE backtesting should show you

• Defined-risk outcomes: max loss, max profit, and breakeven for each structure on historical days.
• Regime sensitivity: how a setup behaved on trend days vs. rangebound days vs. high-volatility sessions.
• The full distribution: not just the winners — the losing days, the worst drawdown, and how often the plan was simply "no trade."

How to use it honestly

A backtest is hypothetical. It does not include slippage, fills, fees, or the emotions of trading live, and it can suffer from selection bias if you only study the days that worked. Use it to pressure-test a process — entry rules, strike placement against the expected move, exit discipline — not to find a setup that "always wins" (none does).

From backtest to plan

Pair what you learn here with the calculators (expected move, position size, risk/reward) and a written trade plan. The goal is a repeatable, defined-risk process you understand — not a prediction.

Risk notes

Hypothetical and historical performance does not indicate future results. 0DTE options can lose their entire value the same day. Backtesting reduces uncertainty about a process; it does not reduce market risk.