End-of-Day Debit Spread Strategy

Problem Statement

Intraday trading presents several challenges for traders, including:

1. Noise and Lack of Movement: Intraday price fluctuations can be highly erratic or stagnant, making clear signals difficult to identify.

2. Difficult Predictions: Forecasting intraday moves is inherently challenging due to randomness and frequent reversals.

3. Theta Decay: The ti…