SPY Options Strategy With Proven Edge – Quant Trader Wanted

Title: SPY Options Strategy With Proven Edge – Backtested & Ready to Automate Description: I am a professional trader looking for a rule-based SPY options strategy with demonstrated positive expectancy, not just generic algo code. I am interested in defined-risk options structures (e.g. vertical spreads, iron condors, calendars/diagonals) on SPY/SPX with 0–60 DTE. I’m only interested in strategies that are already built and tested. You should be able to show that the rule has worked historically and ideally has been traded live. In your proposal, please answer briefly: 1. Strategy outline – What structure? (e.g. SPY 30–45 DTE short put spreads, 0–5 DTE intraday spreads, etc.) – Basic rules in 2–3 lines (no need to reveal every detail yet). 2. Evidence of edge – Backtest period (start year – end year) and number of trades. – Key stats: • Win % • Avg win / avg loss • Max drawdown • Sharpe or profit factor – Whether you have out-of-sample or live trading results that roughly match the backtest. 3. Tech stack & deliverables – What platform / language do you use? (Python, QuantConnect/LEAN, IB API, etc.) – Can you provide full source code + instructions so I can rerun the backtests myself? Project structure: • Phase 1 (small fixed price): You share one SPY strategy (code + backtest report). I review the rules and stats and rerun the backtest. • Phase 2 (optional, separate contract): If the edge looks robust, we refine and automate it for paper/live trading via IB or QuantConnect. Please do NOT apply if: • You only offer generic “I can build any bot/algo,” • You do not have proper backtests, • Or you cannot show performance statistics. I am only interested in transparent, tested strategies with quantifiable edge. Apply tot his job