Shared Strategy Desk

SPX 0DTE Strategy Lab

Build a multi-leg structure on top of the replay archive already loaded by Replay, then evaluate contract value, intraday PnL, and spot-versus-surface behavior inside one strategy desk.

Replay owns archive transport and exact time navigation. Strategy Lab intentionally starts one step later: it consumes the same loaded date and cache, then focuses on structure design and scenario replay.
Flow
Shared SessionReplay Owns Load / Unload BuilderLegs + Presets ScenarioValue + PnL Curve Surface LinkSpot vs IV Low
Open Replay Live Chain
Shared Replay Session
Strategy page now shares the same replay archive load and unload state as replay.html. Use one date source, one RAM cache, and one shared backend session.
Session
Checking replay session... -
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Session Contract
Replay Owns Transport
Back to Replay
Use Replay to decide the date and inspect the raw chain. Use Strategy only after the archive is ready, so the desk can focus on structure composition and session-level pricing rather than transport mechanics.
1
Confirm the date in Replay
Replay remains the source of truth for archive load, unload, and exact timeline positioning.
2
Design and price here
Once history is ready, build one or more legs, choose the pricing source, and replay the strategy curve across the session.
Strategy Desk Mid Mark 1 Leg 历史待载入

Custom Strategy

Custom Strategy
No archive selected
先在上方 Load 当前日期的 shared replay session，再确认腿结构并生成策略曲线。
共享 replay 未就绪
Replay Setup
Mid 适合盯市回放，Natural 更接近 long 用 ask / short 用 bid 的成交估值。
Replay Compute
先 Load 当前 shared replay date，再根据左侧腿结构点击生成。
先在上方 Load 当前日期的 shared replay session，历史上下文才会就绪；确认左侧腿结构后再点击生成。
Session Coverage
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Entry Premium
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Current Mark
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Current PnL
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Session Best
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Session Worst
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Scenario Graph

Session Curve

Replay Date -
Archive Frames -
Entry Time -
Latest Tick -
Price Source Mid Mark
Surface Signal

Spot vs IV Low Strike

Track how spot moved against the predicted IV-minimum strike, and optionally overlay a fitted IV-low curve rebuilt from the recorded quotes.

先在上方 Load 共享 replay 日期，再定义至少一条腿并点击生成。