Systematic Trading
1-DTE ETH Options Bot: Rules, Guardrails and Risks
Automation is bounded by data, liquidity, exposure, monitoring, and explicit human-review conditions.
Educational research only. Not investment advice, a recommendation to trade options, or a performance claim. Options and digital assets involve substantial risk, including the potential for losses and assignment-related exposure.
A one-day-to-expiry (1-DTE) ETH options bot can automate a narrow, repetitive workflow: obtain permitted market data, exclude contracts that fail predefined checks, place or manage an order within…
Fine-Tuning ETH Options Bot: Adding RSI-Based Assignment Logic
After two weeks of live testing and iteration, we made another meaningful upgrade to our algo trading bot.
For the past 14 days, the Terramatris ETH options engine has been running continuously in production, managing short-duration ETH put strategies on Bybit.
So far, results have been encouraging: the bot has maintained a 100% win rate during the initial live testing period while automatically managing expiries, scanning new opportunities, rolling winning positions forward, and tracking performance metrics in real time.
But despite the strong early performance,…
Backtesting Ethereum: How Often Does ETH Drop 5% in a Day?
While working with the TerraM trading bot, I conducted a backtest to quantify the frequency of significant daily drawdowns over the past 365 days (May 4, 2025 – May 3, 2026). Specifically, I analyzed how often the daily price change exceeded -5% or more. The results are notable.
The dataset is based on historical price data sourced from CoinMarketCap, with calculations performed in Google Sheets. Daily performance was measured as the percentage change between the open and close prices.
Out of 365 trading days—reflecting the continuous nature of crypto markets—194 days closed…