Maya's Past Trades

How did the algorithm really do?
Curious about Maya's performance? Explore every system trade closed by Maya's algorithm.
These are real trades executed on TradeStation — not backtests.
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What is Maya's Options Trading Strategy?
  • Maya is an OPTIONS trading algorithm
  • It does NOT trade stocks directly
  • All trades are Bull Call Vertical Spreads

Maya's goal is to grow its account aggressively, and at-the-money bull call spreads return 100% ROI for every winning trade while providing a capped downside. This aligns perfectly with our trading goal. In contrast, credit spreads offer only a 1:3 reward-to-risk ratio, which is not suitable for aggressive account growth.

Maya does not trade bearish strategies like Bear Put Spreads. Our extensive backtests reveal that bearish strategies negatively affect our win rate over the long run. Instead, Maya limits downside through its aggressive trade management rules, which has proven to be far more effective than deploying bearish trading strategies.

Entry Strategy: Maya's entries are grounded in deep technical analysis — combining trend, momentum, volume, and volatility indicators to identify high-probability setups during market uptrends.

Exit Discipline: Maya cuts losers brutally. When a trade violates key technical levels or risk thresholds, it exits immediately without hesitation. This ruthless loss management is what creates positive expectancy — letting winners run while preventing small losses from becoming big ones.

Market Adaptability: When the market enters a correction or pullback, the system shifts to a conservative mode. Instead of opening new trades, its primary focus becomes managing the existing portfolio. It then waits for the pullback to conclude before it resumes entering new bullish positions.

This disciplined methodology has historically achieved win rates between 65% and 75%.

Why Debit Spreads Instead of Credit Spreads?

Understanding why traders use credit spreads helps explain Maya's approach. Theoretically, debit spreads have a 50% chance of winning — essentially a coin flip based on option probabilities. Maya changes those probabilities by trading market extremes and using technical analysis.

With credit spreads, the most common method is selling OTM (out-of-the-money) spreads that have a 70% chance of winning. The problem? Consider the trader buying that spread from you — why would they take a trade with only a 30% chance of winning? Because they have a lucrative reward if they win. While you have a 70% chance of winning, you make small amounts on every win. You're risking $3 to make $1.

Credit spreads make money on time decay, so the recommended timeframe is 45-60 days to expiration. Shorter timeframes create horrible risk/reward scenarios. With a 70% win rate, just 3 bad trades wipe out the profits from 7 winning trades.

The bottom line: There's no free lunch. You might argue — instead of buying an ATM (at-the-money) call spread, why not sell an ATM put spread for the same risk/reward? The key difference is that debit spreads have defined maximum loss at entry, while credit spreads face assignment risk and margin requirements that complicate trade management.

Maya's approach with debit spreads offers a cleaner risk profile: you know exactly what you can lose upfront, and by trading market extremes with technical analysis, Maya tilts the odds in your favor beyond the theoretical 50%.

Maya's Live Performance

Real-time performance including currently running trades • Live Data
P&L YTD
Closed: --
MAYA
Maya ROI Since Launch
YTD: --
S&P 500
Performance Benchmark
S&P 500 Since Jan 2025
YTD: --
NASDAQ
Nasdaq Since Jan 2025
YTD: --
Results shown are from a paper (simulated) trading account. Past performance is not indicative of future results. Risk Disclosure.
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Sharpe Ratio
Most funds target >1.0
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Profit Factor
Gross wins / gross losses
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Max Drawdown
Worst peak-to-trough (weekly)
Why These Numbers Matter More Than "X% in 3 Months"

Sharpe Ratio measures return per unit of risk. A Sharpe above 2.0 is considered excellent by institutional standards. Algo vendors claiming 100%+ returns in short windows almost always have a Sharpe below 0.5 — meaning they're taking 4–10x the risk to get there.

Profit Factor above 2.0 means every dollar lost is recovered by $2+ in gains. Sustained over 200+ live trades, this is statistically significant — a lucky streak can't maintain this ratio.

Max Drawdown measures the worst peak-to-trough decline across Maya's live history. A low drawdown means capital is preserved even during losing streaks — so the strategy can keep compounding when conditions improve.

Results shown are from a paper (simulated) trading account. Past performance is not indicative of future results. Risk Disclosure.

Past Expirations

40 Realized PnL: $10,200
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