Vertex Algo runs 100+ programmatically designed exit strategies against your options contracts, then ranks them by Sharpe, P&L, and win rate — so you can find the best stop loss idea for your strategy.
Three real SPY contracts from April 2026 — same fills, same data, only the exit rule changes. Pick a scenario to see how stop selection alone moves the outcome.
Traders spend months tuning entry ideas and market timing, then slap on a stop-loss not fitted to the strategy's niche movements.
A stop sized for calm markets gets clipped by normal noise, turning winning trades into losses before the move even starts.
A stop sized for volatile regimes bleeds capital in quiet ones, dragging down Sharpe and eroding trust in the system.
One stop distance rarely fits pre-earnings chop, trending momentum, and low-liquidity overnight sessions equally well.
Paste an OCC-format options contract with an entry time and the engine fetches 1-minute bars, then walks every bar applying each strategy exactly as it would have fired live — no lookahead, no approximations.
Watches for: whether your risk-to-reward ratio actually holds up against the real win rate on your contracts.
Watches for: how much open profit it gives back before locking in a gain, since a trail set too tight gets chopped out.
Watches for: how sensitive the stop is to its lookback window during high-volatility regimes.
Watches for: how the stop reacts to your actual risk profile, not just the raw price move.
Watches for: volatility mean-reverting after an event, so you can exit before an IV crush eats the position.
Watches for: how closely the exit tracks both the underlying price action and the option premium.
Enter OCC-format contracts with entry time — one per line (e.g. SPY260112C00690000, 09:30). The engine fetches 1-minute bar data automatically. No CSV, no manual data prep.
100+ strategies — bracket TP/SL, trailing %, ATR, VWAP, delta thresholds, IV triggers, greek-based exits — replay bar-by-bar against the same bars and fills. Greeks are computed live per bar where needed.
Full ranking table sorted by Sharpe, total P&L, win rate, or profit factor. Exit reason breakdown per strategy. Overlay any stop trace on the price chart. Hit the AI Summary button for an instant narrative analysis of what worked and why.
Every subscriber gets the full backtesting engine and the Discord channel where the math and code is explained line by line.