What is SpySignalBot?
SpySignalBot is an automated paper trading bot that monitors SPY and trades 0DTE options.
It uses machine learning models trained on 2 years of historical data to generate trading signals,
then automatically manages positions using configurable trading strategies.
Important: This is paper trading only - no real money involved.
It's for educational and entertainment purposes.
Position Management
Strategy A uses fixed take-profit and stop-loss percentages on the options contract price
(not the SPY underlying). Positions are set to:
- Take Profit: 20% gain
- Stop Loss: 20% loss
So if you open a contract at $1.00, it will automatically close at $1.20 if it hits take profit,
or at $0.80 if it hits stop loss. All positions also close automatically at 3:50 PM ET before market close.
Strategy B uses fixed take-profit and stop-loss percentages on the options contract price
(not the SPY underlying). Positions are set to:
- Take Profit: 35% gain
- Stop Loss: 35% loss
So if you open a contract at $1.00, it will automatically close at $1.35 if it hits take profit,
or at $0.65 if it hits stop loss. All positions also close automatically at 3:50 PM ET before market close.
Strategy C uses a tiered trailing stop system on the options contract price
with dynamic adjustments based on profit levels and market conditions:
- Tier A (Profit <10%): Fixed stop loss at -30% (not trailing)
- Tier B (Profit ≥10%): Stop moves to break-even at entry price (not trailing)
- Tier C (Profit ≥20%): 20% trailing stop
- Tier D (Profit ≥40%): 15% trailing stop
- Tier E (Profit ≥80%): Lock in 50% profit, trail remainder at 10%
Time-Based Adjustments:
- Before 11:30 AM ET: Standard trailing stop percentages apply (20%, 15%, or 10% depending on tier)
- 11:30 AM - 2:30 PM ET: Standard trailing stop percentages apply (no time adjustment)
- After 2:30 PM ET: Trailing stops tighten by an additional 5% (e.g., 20% → 15%, 15% → 10%, 10% → 5%)
Dynamic Features:
- Trailing stops only tighten if the candle closes below the 5-period EMA (momentum confirmation)
- If below EMA, trailing stops can tighten by an additional 2% (on top of any time-based adjustments)
- Optional: No new entries after 2:30 PM ET (configurable via
STRATEGY_C_NO_ENTRIES_AFTER_230)
All positions also close automatically at 3:50 PM ET before market close.
Strategy D uses fixed take-profit and stop-loss percentages on the options contract price
(not the SPY underlying). Positions are set to:
- Take Profit: 15% gain
- Stop Loss: 15% loss
So if you open a contract at $1.00, it will automatically close at $1.15 if it hits take profit,
or at $0.85 if it hits stop loss. All positions also close automatically at 3:50 PM ET before market close.
ML Models
The bot uses LSTM neural networks that analyze sequences of 50 bars to spot patterns.
They were trained on 2 years of SPY 1-minute data with 60+ technical features (RSI, MACD, VWAP, momentum, etc.).
The models output win probabilities for both calls and puts, which the bot uses to decide when to trade.
Bottom line: This is for learning and fun. Always do your own research and never risk money you can't afford to lose.
Options trading, especially 0DTE, can wipe you out fast.