A Trading Journal Built for 0DTE and SPX
Zero-days-to-expiration trading breaks ordinary journals: dozens of fills a day, spreads opened and closed within hours, and index options that settle in cash. QuantLog handles all three without spreadsheet gymnastics.
Same-day open and close, one trade
Open a put credit spread at 10:00 and close it at 14:30 and QuantLog matches the closing fills to the opening legs automatically — same day, same batch. You get one closed trade with real realized P&L, not two unlinked entries waiting for review.
Cash-settled indexes handled correctly
SPX, XSP and NDX never assign. An in-the-money leg that expires is settled in cash, and QuantLog uses the actual settlement value from your broker statement instead of recording a worthless $0.00 expiration that would turn a real loss into a fake profit.
Performance by DTE, time and structure
Filter analytics to 0 DTE and compare it against 1–7 and 8–14 day trades. See win rate, average winner, average loser and expectancy for each bucket, and find out whether your same-day trades actually pay for their risk.
Volume-friendly import and review
High-frequency days produce long statements. Import from Interactive Brokers, Robinhood, Schwab, Fidelity, Tradier or Webull, review the grouped trades before saving, and regroup any legs the detector matched differently than you intended.
0DTE journal — FAQ
Does QuantLog support SPX and XSP?
Yes. Index options are recognized as cash-settled, with a 100x multiplier and settlement-based expirations rather than assignment.
Can I track many trades in the same day?
Yes. Same-day openings and closings are matched first-in-first-out inside each import, so each round trip becomes its own closed trade.
Can I see results for 0 DTE only?
Yes. Analytics groups trades by days to expiration, so 0 DTE performance can be isolated from longer-dated positions.