I've been an OO subscription member since late 2022.

Options Omega recently changed their backtest method for handling 0dte stops. It’s a bad change.

Prior to the last month’s change, OO used to go by 1-minute data, and they would simulate intra-minute stops by including any fill prices within the minute that were over a certain threshold. This would catch essentially all real-world stops. It would overestimate real-world slippage, but you could adjust for this by combining the choices for capping stops at the chosen threshold and by adding a custom average slippage. I liked it.

As of late May 2026, OO now uses 1-second mid-price data without any additional fill price data, which misses many of the slight intra-second price excursions in the real world that can trigger stops.

I do not like the idea behind this change. And by comparing with my actual trading, I have seen this new method underestimate high price triggers in actual trading.

Here’s one example from Thursday, 6/18/2026.

In the afternoon, the SPX P7480 had an intra-minute high price of $6.0 at 15:10, a high of $5.9 at 15:11, and a high of $5.8 at 15:12. Options Omega claims the high mid price was $5.75 at 15:12, so it seems to miss entirely the real-world prices of the previous two minutes.

Including intra-interval high and fill prices, not just going by interval-based mid prices, is needed for 0dte backtests to be realistic.

Thank you for your attention to this matter.