Lot

What is a realistic estimate of backtest-to-live slippage when trading SPX 0DTE iron condors? I am seeking to calibrate expectations before scaling a same-day expiry iron condor strategy on SPX. My setup involves entries between 9:45 and 10:15, short strikes positioned at approximately 15-20 delta on each side, with wings 20 points wider. Positions are managed with a 50 percent profit target or 21 percent stop-loss on the spread, otherwise held to expiration. Backtests over 18 months indicate a 68 percent win rate, with average winners capturing 22 percent of maximum profit and average losers reaching 55 percent of maximum loss. Paper trading produced similar though slightly worse results. Live trading with one-lot sizes has shown noticeably poorer fills, typically 5 to 10 cents worse on entry credits. For traders running automated or semi-automated 0DTE systems, what delta in credit received have you observed between backtested and live results? Additionally, does entering via market order at a fixed time versus working a limit order at the mid-price for several minutes produce meaningfully different outcomes?

How should traders determine position sizes to prevent margin calls when using high leverage in forex trading?

What changes occur in trader psychology and profit-and-loss results when transitioning from trading micro lots to standard lots in options strategies?

What is the best way to calculate maintenance margin requirements before entering a forex trade?

Is there a reliable method to distinguish genuine volume interest from noise when scanning for high-volume option strikes?