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Maybe I should take the credit It is a tongue in cheek comment, so take it in that spirit. I kept on complaining and emailing them screenshots and lists of trades that I did not get filled when others here got filled even when I placed the trade earlier than them... thanks to the various members here who shared the screenshots of their fills so that I can send it to Tasty.

I have noticed recent improved execution with Tradier as well. It is likely because Apex eliminated Liquidpoint and Susquehanna as destinations and now send the vast majority of limit option orders to Citadel and Wolverine. Yesterday was a good example. I opened the CRM trade after Kim opened the Discussion but before he placed the trade (which was less than an hour apart). Therefore, it was likely Kim and I were trying to get filled during the same time period. I was filled at 6.08 on the straddle vs. the official trade of 6.13 (I opened a different short strangle so I can't compare there).

I believe the new return matrix would show that, except it's showing the return of a straddle entered at T-X and exited at T-Y. But that's only for a straddle long only position, doesn't take into account any strangle selling like the hedge straddle strategy done with SO. For example : https://www.volatilityhq.com/backtester/return_matrix/?symbol=QCOM&start_date=2017-02-17&strategy_type=Straddle&submit=Run+backtest