Get good at 0DTE SPX before it gets expensive.

A 0DTE position lives and dies in one afternoon — and one bad afternoon can erase a month. Learn on days you can rewind, keep only the ideas that survive 900+ sessions of proof, and take a tested edge into today's market instead of a hunch.

Watch today's market

100% free · real market data · no real money at risk

SPX
Exp. Move
VIX
market closed
900+
trading days of history
1-second
option-chain snapshots
$0
every feature included
API + AI
scriptable & agent-ready
Practice

A year of screen time in a month of evenings.

Open any past trading day and take the clock: jump ahead, fast-forward the chop, rewind the minute that got away and trade it differently. Every practice day hands you a fresh $100,000 — mistakes here cost exactly nothing.

  • Real chains at 1-second resolution — bid/ask, delta, Greeks, IV, exactly as they printed
  • "Would that limit order have filled?" — answered instantly
  • Replay the same session as many times as it takes
Pick a day to practice
Practice · 2024-11-14$103,240
1:47 PM
9:3011:0012:302:004:00
Rewind the day. Try again. Sessions drop you in at a random mid-morning moment — no peeking at the close first.
Strategy builder

From a hunch to hard evidence in minutes.

Turn "what if I sold the same iron condor every morning?" into a saved strategy in a few clicks — strikes picked the way you actually think about them, exits by rule. And the preview beside the form isn't a sketch: it's a real backtest, streaming in while you build.

  • No code, and no naked risk — every structure is defined-risk by construction
  • One entry per session keeps every result honest and comparable
  • Describe it in plain English and let the assistant write it
Open the builder
New strategy · live preview
StructureIron condor
Short strikes16Δ / 16Δ
Entry09:35 ET
Exit50% credit · or 4:00 PM
"16-delta iron condor, take profit at half the credit." Got it — held to 4:00 PM as a backstop.
Backtesting 900+ sessions… 648 done
Backtesting

Know your worst drawdown before you live it.

No cherry-picked windows, no lucky samples: every strategy is judged on all 900+ sessions, run second by second through the same engine that fills your trades, on $100,000 a day. Same data, same rules for everyone — so any two strategies compare honestly.

  • Return, CAGR, Sharpe, Sortino, max drawdown, win rate, profit factor — and the equity curve against SPX buy-and-hold
  • Click any day for its orders, decision log, and second-by-second chart
  • Every number shown net of your own fees and slippage
See strategies & results
Results · every session
Total return
+41.8%
Sharpe
1.72
Max DD
−9.4%
Win rate
68%
Profit factor
1.9
CAGR
22.6%
Portfolios

Choppy alone. Smoother together.

Blend up to 20 strategies into one book and watch ideas that stumble on different days carry each other. Every member runs a fully funded $100k sleeve, so diversification shows up where it should — a higher Sharpe and a shallower drawdown, never an invented return.

  • Combined equity curve, metrics, and P&L calendar for the whole book
  • Live preview updates as you pick members
  • The clean way to run several entries in one day
Build a portfolio
Combined equity · 4 strategies
Sleeves
4 × $100k
Sharpe
↑ 2.14
Max DD
↓ 6.1%
Live paper trading

Build the reflexes without the account damage.

When research starts feeling easy, graduate to the market's clock: trade today's session tick by tick, wait on real fills, and settle at the 4:00 PM close whether you're ready or not. There's no rewind button here, and the balance carries into tomorrow — a real account in every way except the one that hurts.

  • Orders push to you in real time — pending, filled, expired, rejected
  • Every settled day stays replayable — scrub back through your fills, moment by moment
  • The live SPX chart is public — watch today's tape before you even sign in
Go live
Live · order activity streaming
SELL 6215/6220 call spread ×2 filled
BUY 6180 put ×1 pending
SELL 6250 call ×1 expired
Real states, real fills. Once terminal, they stay terminal — just like your broker.
Fees, margin & settlement

A simulator you can't negotiate with.

Fantasy fills teach fantasy lessons, so nothing here flatters you: every order pays a brokerage-grade fee, obeys buying power and margin, fills at the mid with real tick validation, and settles at the close — exercise, assignment, and expiry included. If a number looks good here, it earned it.

  • Set your broker's exact rates — every number on the platform recomputes under your costs
  • Optional slippage worsens every fill in the market maker's favor
  • No fantasy fills, no ignored margin, no free exits
How costs work
Order · iron condor ×2
Sell to open · 4 legs ×2−$13.76
Buy to close · 4 legs ×2−$5.76
Settlement · 1 ITM strike−$5.00
Gross P&L+$412.00
Net P&L+$387.48
Default $1.72/contract to open, $0.72 to close, $5.00/strike at settlement — or your broker's exact rates.
The path

Research runs on your clock. Trading runs on the market's.

One question sorts every screen on the platform: can you rewind the clock? While you can, you're researching — and mistakes are free.

01 · IDEA

Start with a question

"What if I sold a put spread every morning?" A structure and a rule is enough.

02 · BACKTEST

Kill it or keep it

See it across every trading day in minutes. Bad ideas die cheap here.

03 · REHEARSE

Trade its worst days

Numbers say whether an edge exists. Practice shows you how it feels to hold.

04 · GO LIVE

Take it to the real clock

Paper-trade today's session in real time — same engine, same settlement.

REST + WebSocket API

Everything you can click, you can script.

There's no second-class API here: the site itself runs on the same public one you get — accounts, orders, strategies, backtest results, and 1-second market data over HTTP and WebSocket.

  • OpenAPI 3 spec at /openapi.yaml
  • /llms.txt — the whole platform in one machine-readable index
  • Live ticks and session events over WebSocket
# Option-chain snapshot — any second, any day
curl "https://api.0dtespx.com/v1/chain?date=2024-11-14&at=13:47" \
  -H "Authorization: $TOKEN"

# → 1-second bids, asks, and Greeks per strike
{
  "underlying": 6214.83,
  "expected_move": 34.10,
  "strikes": [
    { "k": 6215, "call_bid": 8.90, "delta": 0.51 }
  ]
}
AI agents

Bring your AI agent. It already knows the way.

The whole platform is published where agents look for it — so any tool-using agent, from Claude Code to one you built yourself, can read the docs, call the API, and run the research loop for you while you sleep.

  • /llms.txt — every doc and endpoint in one agent-readable index
  • OpenAPI 3 spec at /openapi.yaml for typed tool definitions
  • Simple bearer auth and plain-text errors — trivial for an agent to drive
Starting prompt · paste into your agent

Read https://www.0dtespx.com/llms.txt to learn the 0DTESPX platform and its API. Then, using my API token, backtest this idea: sell a 16-delta SPX iron condor at 9:35 AM ET with a 50% take-profit, held to the close otherwise. Compare it against 10Δ and 25Δ variants, and report total return, Sharpe, and max drawdown for each — then tell me which one survives.

Your agent reads the docs, calls the API, and comes back with a verdict. Strategies it saves show up in your account like any other.
FAQ

Questions traders actually ask.

Is it really free?

Yes. Every feature — practice, live paper trading, backtesting, portfolios, market data, and the API — is included with a free account. There's no paid tier and nothing to upgrade to.

Is the market data real?

Yes. Real SPX options market data from every session — quotes, trades, Greeks, and IV at 1-second resolution. Practice and backtests replay exactly what printed.

Do I need a brokerage account?

No. Nothing connects to a broker and no real orders are placed anywhere. It's a research and training environment, not a brokerage.

How realistic are the fills?

Orders fill at the mid with real tick validation, pay a configurable brokerage-grade fee schedule, respect buying power and maintenance margin, and settle automatically at the 4:00 PM ET close. You can add slippage to make it harsher.

Can I automate my research?

Everything on the platform is scriptable over the REST + WebSocket API, with an OpenAPI 3 spec at /openapi.yaml and an AI-readable index at /llms.txt. Bots that run saved strategies live are coming soon.

Can I lose real money here?

No. Balances are simulated and nothing is routed to a market. The whole point is to make your expensive mistakes where they cost nothing. Nothing on the platform is investment advice.

0DTESPX.com is a free paper-trading simulator for education and research. No real orders are placed and no real money is at risk. Nothing here is investment advice.