Scan and back test 3dHL estimate month HL options strategy

It’s 13th trading day of the month.

[type = stock] and [country = us] and [sma(20,volume) > 5000000] and
[today's high > yesterday's daily max(12,high)] and
[today's high >= 10 days ago daily max(3,high)*1.021] and
[yesterday's daily max(12,high) < 10 days ago daily max(3,high)*1.021] and
[daily min(13,low) >= 10 days ago daily min(3,low)*0.979]

Back test shows I would profit $40 for every $500 margin with bull put spread.

Jan 9 heat day and Jan 13 heat day again.

Jan 6 COB

Jan 9, Exit Price $0.77, heat $30 per pair.

Jan 9, Exit Price $0.40, break even. no heat.