Sell SPY by Jun 12, 2026.

For context, I have been trading a 0dte automated quant system since January. Up around 18% YTD. I used to run leveraged ETF based strategies before I discovered options. I made some money from the bull run the last few years. But I really became disenchanted with the idea of holding SPY being a good investment. * even with my rotational LETF Strategy, sharpe ratio barely gets above 1 out of sample. Compare that to the 8+ sharpe from my …