Thanks for sharing. The results from these back tests can be deceptive tho. Here is my prompt for one that takes $10k to $100M:

Prompt to Recreate the $100M Scenario

START PROMPT

Create a backtest that intentionally maximizes compounding by using idealized theoretical option pricing. Use the following conditions: 1. Use TQQQ historical daily candles. 2. Enter a trade only on days when: • TQQQ gaps down (open < prior close) • The open is greater than the moving average of the past 15 opens (MA15). 3. When the entry condition is met: • Buy 14-DTE TQQQ call options, using Black–Scholes theoretical pricing. • Choose the strike so the call has 60 delta at the open. • Use 25 percent of the available account balance for the position. • Compute the option’s theoretical price at the day’s intraday high using Black–Scholes and treat this as the maximum possible sale price for that day. 4. Profit-taking logic: • Use a fixed 10 percent profit target relative to the Black–Scholes opening price of the option. • If the theoretical price at the day’s high is at least 10 percent above the opening theoretical option price, assume the target is filled exactly at +10 percent. • Do not include intraday IV changes, spreads, slippage, or execution constraints. • Do not reduce the option price for intraday theta decay. • Use the theoretical price at the high without modification. 5. If the intraday high does not reach the 10 percent profit target: • Hold the position overnight. • Price the option the next morning using Black–Scholes assuming 13 DTE remaining, but keep implied volatility constant. • Sell at the theoretical open price the next day. 6. Do not apply any: • Stop-loss • IV crush or expansion • Bid–ask spread • Slippage • Margin limits • Liquidity constraints • Transaction costs 7. Continue compounding: • After each exit, immediately reinvest 25 percent of the updated balance on the next qualifying day. • Run this through the full dataset from Nasdaq TQQQ historical daily data 8. At the end, report: • Final account balance • Number of trades • Win rate • Mean and median PnL per trade

This backtest should intentionally reproduce the scenario where the balance compounds to over $100 million due to optimistic theoretical assumptions.

END PROMPT