95
§ Backtest Results · Jan 2021 – Apr 2026

One level.
Every morning.

1,323 trading days. The D95 Bull Put — read the level at open, place the trade, hold to close.

93.80%
Win Rate
+995
Net Wins
+189.5
Wins / Year
64 / 64
Prof. Months
186
Win Streak

* Based on 5-year backtest using modeled +1% win / estimated stop exit outcomes.
Past performance does not guarantee future results. Stop day losses vary significantly in practice.

The System

Ruthlessly simple.
Statistically precise.

Every morning at 9:30am, the 99th Floor indicator gives you one level. You place the trade. You watch that number intraday. You either collect full credit at 3:30pm, or you exit when price approaches your strike. That's the entire system.

91.99%
Win rate · 0.5% stop
1,217 wins · 106 stops
93.80%
Win rate · 0.3% stop
1,241 wins · 82 stops
3
Max consecutive stops
In 5 full years. Never more.
+15.8
Avg wins per month
Per 21 trading days · modeled estimate
+3.77%
Avg return per week
Per 5 trading days · modeled estimate
~2.6%
Avg D95 distance from open
~$10.53 on QQQ · $400–650 range
Performance

+995 wins.
Five years. Every market.

Cumulative P&L · 0.3% stop rule
Jan 2021 — Apr 2026
+1% modeled win · stop exits estimated · 1,323 trading days · 2022 bear market included · 2025 tariff crash included
Annual wins by year
Every year profitable
2022 bear market: +146 wins
YearNet winsWin rateGrowth
2021+22796.8%
2022+14686.4%
2023+24099.2%
2024+16590.0%
2025+15987.4%
2026 *+5892.3%
0.3% vs 0.5% stop — head to head
0.3% stop wins every metric
Only 24 days separate the two strategies
Metric0.5% stop0.3% stop
Win rate91.99%93.80%
Net wins+899+995
Per year+171.2+189.5
Profit factor3.83×5.04×
Max drawdown23 wins15 wins
Worst month−7+1
Losing months2 / 640 / 64
Longest win streak185 days186 days
Max loss streak3 days3 days
The Edge

80.9% of days,
price never came close.

On the vast majority of sessions, QQQ finished the day 1–3% away from the D95 strike — completely uncontested. The stop trigger is a rare event, not a regular occurrence.

Distance from D95 at closest intraday point
All 1,323 trading days
How far QQQ actually stayed from the strike throughout the session
> 3% away
64 days
2 – 3% away
579 days
1 – 2% away
500 days
0.5 – 1%
84 days
Stop fired
82 days
93.80%
days stop never triggered
6.20%
stop trigger days · strike never breached
0
unprotected breaches with stop active
Risk Management

The stop prevents
catastrophe.

When the stop triggers at 0.3% from the strike, you exit. The strike is never breached. What you lose on exit depends entirely on how quickly price moved there.

27
Slow approach
Price drifted gradually to the trigger over multiple bars. More time to react. Exit loss closest to modeled estimates. Strike avoidance confirmed.
32
Fast approach
Price moved quickly in one or two bars. IV spiked on the way. Actual exit loss likely elevated above modeled estimates. Strike still avoided.
23
Violent spike
$5–8+ drop in a single candle. Spread marked severely before exit. Actual losses significantly worse than any estimate. Stop still prevented full capital loss.

Important: Stop day exit losses shown throughout are modeled estimates using a fixed assumption. In reality, losses on stop days range from minimal on slow approaches to severely elevated on violent fast moves. The stop rule is catastrophe prevention — it eliminates full spread capital loss. The exact exit loss on any given stop day is not predictable in advance. Win rates and overall equity direction are accurate. Individual stop day P&L is an estimate only.