⏪ Replay Simulator

SPY · QQQ · 0DTE · 5-min bars ⚠ Options = Black-Scholes MODEL prices — not historical quotes Account: $—

1 · Pick a session

2 · Realism settings (visible before you start — §6)

Fills: buys pay the model ask, sells receive the model bid. Spread = max(min $, % of model mid). No partial fills in Phase 1 (SPY/QQQ ATM liquidity simplification — labeled, per §6).

⚠ Data-quality warning (§18)
Historical options quotes are not available in the current data plan. What is missing: historical bid/ask, historical Greeks, and the true historical IV surface. Options here are therefore Black-Scholes model values from real underlying bars + your IV input. Disabled until real chain data exists: spreads and multi-leg orders. This limitation is recorded in every session report and journal export. Underlying bars are actual historical data (Twelve Data); indicators are derived calculations; option prices are simulated values; coach text is rule-based interpretation. Nothing here is hindsight analysis during the session.

3 · Premarket thesis (§9) — locks when the session starts

Evaluation mode requires a bias + floor/ceiling. Anti-Autumn rules are ON in Evaluation: $250 premium cap · no stop-loss · resting limit at DOUBLE · hard exit 1:00 PM ET · one play · no reload.

Sim account history

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