Fine-Tuning Your SPX 0DTE Credit Spread Entries Using Data and Patience
If you trade SPX credit spreads — especially 0DTE — execution matters just as much as strategy.
Recently on the Stock Market Options Trading podcast, I expanded on a concept from Episode 175 with Brian Terry that has noticeably improved my own 0DTE execution in the current volatile environment.
The idea is simple:
Don’t rush your entries. Improve your positioning.
And when combined with the Alpha Crunching Trend Spread Engine (TSE), this approach becomes even more powerful.
The Core Idea: Entering Separately Improves Structure
In Episode 175, Brian discussed his breakeven iron condor strategy using 7 days to expiration. One key detail stood out:
- He waits for a rally to sell the call side.
- He waits for a pullback to sell the put side.
- He builds the position in pieces.
Why?
Because selling into strength inflates call premiums.
Selling into weakness inflates put premiums.
That allows for:
- Better credit
- Further out-of-the-money strikes
- Wider condor structure
- Higher probability positioning
Even if you’re not trading iron condors, the concept applies directly to single credit spreads.
Applying This to 0DTE with the Trend Spread Engine
In Episodes 172 and 173, I introduced the Trend Spread Engine (TSE) here at AlphaCrunching.com.
Quick recap:
- The TSE posts 0DTE credit spreads every 15 minutes from 10:00am to 3:00pm ET.
- Direction is based on the intraday trend.
- Two spreads are posted each interval (Delta 20 and Delta 15).
- Every trade is recorded in our database.
- A weekly report shows which time blocks historically perform best if held to expiration.
We are already seeing clear patterns.

High Probability Doesn't Have To Mean Instant Entry
Let’s walk through a real example.
The market sells off hard in the morning.
The TSE posts call credit spreads.
The short strike might be, for example, 50–60 points out of the money.
Historically, those strikes have shown 90%+ expiration win rates.
Instead of entering immediately, here’s what I’ve been doing:
- Mark the short strike on the chart.
- Treat it as a statistically backed level.
- Wait for a relief bounce.
When the bounce occurs:
- Call premiums inflate.
- I can often sell higher strikes.
- Or collect better credit for the same strikes.
Either way, I improve the structure.
This is the same principle Brian uses on 7DTE — just compressed into intraday timeframes.
Why This Has Been Especially Effective Recently
We are currently in a highly volatile market environment here in early 2026.
Volatility creates:
- Whipsaws
- Relief rallies
- Sharp pullbacks
- Multiple intraday opportunities
In this environment, you often get:
- Second chances
- Better pricing
- Better positioning
There is rarely a need to chase the very first signal.
Improving an Already Data-Backed Edge
The TSE provides statistical probabilities.
But execution determines realized performance.
If you can:
- Sell higher call strikes during a bounce
- Sell lower put strikes during a pullback
- Or collect better credit
You improve:
- Distance from price
- Breakeven positioning
- Capital efficiency
- Psychological comfort
This does not guarantee a winning trade.
Risk management still matters.
Position sizing still matters.
Defined risk still matters.
But patience improves structure.
This Applies Beyond 0DTE
Although we’re discussing 0DTE specifically, this concept applies to:
- 7DTE spreads
- 30DTE spreads
- Iron condors
- Directional premium selling strategies
If you’re bullish, wait for a pullback.
If you’re bearish, wait for a rally.
Let the market come to you.
The Big Takeaway
The Trend Spread Engine provides the statistical framework.
Volatility provides opportunity.
Execution is where profitability improves.
Fine-tuning your SPX credit spread entries — instead of rushing — can materially improve long-term consistency.
Additional Resources
🎧 Podcast Episodes Referenced
- Episode 175 – Breakeven Iron Condor Strategy (7DTE)
- Episode 173 - What the 0DTE Trend Spread Engine Is Already Revealing
- Episode 172 – The 0DTE Trend Spread Engine: Building in Public
You can listen to the Stock Market Options Trading Podcast on:
- Apple Podcasts
- Spotify
- And all major podcast platforms. Search it up now!
If you’d like to explore the Trend Spread Engine in more detail, including weekly performance reports and live Discord alerts, sign up to Alpha Crunching and be sure to use code SPX50 for a discounted trial.

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