SPX scalping algo with a prediction model base
sorry in advance if this doesn't fit the post requirements - and it's not self-promotion (thought it could sound like it)
i made some sort of prediction model on SPX EOD close, and from there i made a scalping algorithm that basically edges in the sweet-zone where delta is most tickly, your 0.30 call becomes 0.55 in 30 seconds, and off you go type of thing.
full disclosure, i left maths (and school) after bad choices etc at the vector level, i have trigonometry and stuff, but i left out there.
basically, the SPX prediction model is a 5x5x5 cubic vector system with bull-bear sides (ABC sides each have their bull-bear counterpart) prediction thing with a Random Forest 9x9x9 model over it to go crazy, and a 7th point inside the cube as the sniper prediction, while the trading algo focusses on scalping in that "sweet-zone", based on the prediction algo results
i'm having those messages about "posts related to backtesting engines" .. i'm actually looking for a place to test this thing "safely", without having to share it or what not ..
sorry if it's a redundant thing
the prediction model lands +/-7 point when only fired at 13h15, but lands +/-2 points when fired at 04h00 and 13h15 ... aka the 04h00 prediction is roughly +/-8 to 9 points off at 4am
thanks for the help .. i need to figure out Python n stuff .. i guess i'm an accidental genius or something like that - have a nice weekend!
Posted Dec 7, 2025, 4:57 AM UTC