Round Table - Amy Meissner - The TimeEdge Weekly Options Strategy - Class #1
17 July 2025
Questions
Why did you backtest only from 2022?
You mention that TimeEdge is traded in SPY &/or SPX, can this be traded in the XSP for the same benefits in SPX but at a lower risk/price?
Will there be a PDF of the slides?
Will there be a "class trade" that we can follow the next several days?
Kajabi app cannot access community, any fixes available
Once registered to a class, can we see zoom link right there under respective class, please? Right now the zoom link is only in email after registration to a class.
Can we watch replays at faster than normal speed?
There is nothing inherently wrong with 2 trades overlapping. Hypothetically, if last week's trade #1 is set to capture profit on the next Friday, but you get a good setup for trade #2 on that next Wednesday,...is there really anything wrong with having both on simultaneously? Assuming you have the required capital / margin?
Won't you get better tax treatment in a taxable account by doing the TimeEdge trade on SPX?
Why do you have SMBU on the slides?
Can we have trade log for OptionNET Explorer so we can import the backtest trades you did and review those examples? Thanks!
With calanders the drop in vol kills the profits and we go up more than down so has limited use??
My borker , Tastytrade allows Calenders in margin accounts. What are the downside to using Calenders (TimeEdge) in a margin account? I dont think PDT is an issue (weekly trades). Can i use margin acct and implement the trade and all the adjustments ?
If I want to use the RUT or SPX, how do I calculate planned capital and lot size?
Is there a risk to be assigned if you trade SPY? Have you seen that in your live trades?
Does expanded margin mean using a larger account or actually using margin like Reg-T margin? I plan to trade this in a retirement account (margin not allowed)
What is the average loss and max loss for this trade with loss triggers?
What's the max risk in the situation when the market drops 10% a day, then halts for a couple of days. Theoretically... Can I lose more than required margin and go into negative?
Just a quick comment on positive vega structures. Calendar and diagonal spreads have positive vega and can benefit from rising implied volatility, but this depends on the term structure. In contango, back-month IV is higher, which helps if it continues to rise after entry. In backwardation, front-month IV is elevated, making the trade more sensitive to short-term shifts. Success requires monitoring not just the current structure, but how it may evolve.
Have you ever tried it on QQQ, NDX, NQ, MES/ ES or equities? If so, how did it preform? Also, what is the differnce if you used futures instead of an ETF
Would you expound on a compounding strategy in the context of the TimeEdge?
Is XSP liquid enough to use instead of SPY so avoid the assignment risk?
How large of an account can be traded using TE? What are some things to watch out for if trading a larger size?
For large accounts, its preferable that we trade SPX assuming that I meet margin and liquidity requirements, correct? I don't see any rationale to trade SPY if we can afford SPX options. The SPY bid-ask spread is the tighest I've seen, but I think the slippage impact is very minimal.
In your backtesting, how many trades *did* get assigned? Can you comment on the frequency of when it happened?
If I trade w SPX, what are the min contracts I should use to allow adjustments?
Why PUTs vs CALLs?
Have you experimented with different days and did you find any advantage at all? You prefer to enter on Thursday, how about Wednesday?
If short-dated options have much lower IV compared to longer-dated options (typical contango), how does that impact Calendar pricing?
Do you have a challenge placing these (ie liquidity?) I have been testing calendars in TOS in papermoney (I know its not real!) however I have been having trouble filling trades. Have you run into this?
If the market is moving a lot when you want to enter a trade, is there anything we should do differently during trade entry?
What happens to a Calendar spread if the term structure of volatility shifts from Contango to Backwardation?
If you're already trading A14 and want to use SPX to trade TimeEdge, are there any tricks to be aware of?
Did you try it or do backtesting for every week so we know it will work?
For people OVERSEAS, can you give an estimated time list of approx periods of USA slow periods?
When we have elevated vols and we go up and vols drop the calander get crushed that is hard to tell in back testing and seen more so in live trading
Please show an example where the back expiration volatility is about 1 pt or more higher than the front expiration.
Is the closest put strike nerest to ATM , the one that is OTM pr ITM?
Which adjustment is the preferred adjustment? Minimal or expanded?
Would there be any issues if we make our adjustments within the first 15 minutes after market closes?
Is there also an adjustment to counter a drop in volatility (front and/or back)
Clarify what Amy means between front and back cycles? front equals the short put that expires in 5 days? Back put is the long put that is 10-11 DTE?
How do you choose what strikes to use for the adjustment?
Can you give example of this adjustment - hard to follow you
When you say ATM, is there an “ideal” delta? Are aiming for 50 delta as close as possible, or slightly OTM? Never ITM, correct? Do you even consider Delta?
Do you set up alerts somehow from the broker re: the "trigger" to just close and sell?
You mentioned adjusting the calendar at the breakeven points. Would it be better to adjust earlier, when price is nearing breakeven, say within 10%, rather than waiting until it's breached?
When you say if the move reverses and breaches other side of then then exit? What does that mean? Do we wait for the breach? Put a stop lost order, if its already outside of the tent and max loss? We can wait maybe to see if it reverses?
If there's no adjustment at all, is the profit target also 10%?
You note that you only check the trade once at the end of the day. Why do you not place and emergency alert in case price runs up waaay beyond the tent mid day?
In the expanded scenario when the underlying is near the high limit, the long diagonal adjustment is done with a long put (as opposed to a long call) diagonal?
Is there a high VIX threshold (when VIX above a certain number) when these Timeedge trades should not be placed?
Once the adjustment is made, you don’t worry about a “tent breach”. The losses are “contained” - not sure what that means, but, regardless, you mitigate any losses by setting a stop loss?
So that’s why there typically isn’t overlap? Because the position is exited on Thursday, and the new one is put on Thursday? But if the market ‘reverses’ after an adjustment, doesn’t a ‘reversal’ mean the SPY is returning to the sweet spot; the peak of the tent in the profit zone. I had the impression you were conveying the idea that a reversal is not good. Perhaps not good for the adjustment…but good for the original trade structure…correct?
Do Amy’s students get a discount on OptionNet Explorer? [Discounted ONE]
If you have a certain allocated to the Time Edge, what percentage of that would you actually use? < ~40-50% if we want to use expanded margin adjustments?
If you're using TOS for position entry and adjustment, is there way to display the delta, theta, and vega on the position being considered
Is there any advantage to using a volatility filter?
How do we know when ex dividend dates happen.
Could we do various underlyings/ETFs once a week to get more profits - instead of just do one of them per week
Can this be automated?
If we pick stocks, what are the additional rules needed for our stock picks?
What happen if there’s a sudden market fall not planned – e.g. Liberation Day
Why don’t you put a take profit contingent order all the time?
What about drawdown on the first week of Aug 2024?
How long have you done real trades vs back test? Have the results been similar?
What are your TT discount codes?
Have you tested entering the calendars with front leg Friday, and long leg the following Monday (3-day spread)? Perhaps this has less vol spread risk and cheaper to enter?
When you make an adjustments, you are using Diagonals and not Calendars. I suppose because you aim to flatten the Delta of the overall position and the Diagonals give more delta than an ATM calendar?
Still when we adjust, what strike do we need to use for long diagonal? Any one as long as we keep the overall delta within +/-1 is that right?
Is the crash in April 2025 included in your trade log?
We exit when the tent is breached, but only 30 mn before the end of the day or can we exit during the day?
Is there a rule regarding the strike prices and DTE we choose?
Kajabi does not work with Firefox browser. How can I get the videos? [check your settings in Firefox or extensions as it may be blocking the video.]
Same question for profit, if we see it has reached the profit target during the day, would you suggest we still wait until 30 mn before the end of the trading session?
Can you explain capped structure?
Is there a reason that you prefer to use the 22DTE back month expiration rather than the 18DTE expiring the Monday immediately following the Friday expiration?
After adjustment is done, will we be able to put conditional order to exit once profit target is reached intraday?
Would you mind posting the slides within the next hour? I noticed in prior classes that it could take a while (i.e. more than a day) prior to getting them and I missed some things during the presentation today that I'd like to study ASAP.
If you only plan to use the expanded margin adjustment method, does the 2-lot rule still apply since you are adding a diagonal of the same lot size as the calendar? Or will one of the calendar legs be required for that adjustment?
Between TimeEdge and AIC22, which one is more safe in massive down market?
[FYI] TT does not allow calendar trades in accounts with less than 15K (margined like a naked short)
Are all the trades opened on Mondays?
With expanded method on upside...could we use call options...seems better on graphs
If the calendar is completely breached, couldn't you layer on another calendar? Or is this more of a strategy / adjustment you will cover in the other Time course?
How much of your portfolio would you recommend to allocate for this trade?
If already tarding A14 and doing TimeEdge with SPX, can we use 14/21 DTE Time Edge so we have different expirations?
Why spec 22DTE and 15DTE? is 7-days the sweet spot for Vega to move in tandem?
How soon do you expect the Time zone course to be completed?
What were your results for 2025? The numbes you used on the YouTube video started in the middle of April and from what I could see didn’t include the big Vol spikes from Trump. I’d like to know how it preformed YTD, including drawdowns.
When you say 3-5 days in trade is that calendar or business days?
Do you typically use GTCs to close the trade at 10% profit, or close it at the daily check time?
Is there a discount available for anyone that doesn't have the A14 method yet? [ Summer Sale ]
What happen if there’s a sudden market fall not planned – e.g. Liberation Day Why don’t you put a take profit contingent order all the time?
How did you account for daylight savings in ONE when backtesting? I was just doing some tests :-)
Will you give us examples of doing this more than once a week?
How did you come up with 10% take profit? Did you conclude this from your back-testing? Most suggest 15-50% for calendars from what I’ve researched, altthough most were for 45DTE trades.
Do you find that Calendars work best over the weekend? Is that why you choose, Thursdays? Do you get full time decay of theta over the weekend?
Will you do a breakdown on calendars and why the upside move causes a loss?
Trading calls instead puts are more expensive. Do we still take 10% target?
The bundle for the A14 method is actually cheaper ($ 697)than buying them separately on the summer sale (~$400 ea). Is there a discount for the bundle (A14 + Advanced Strategies) in the Summer sale?