I Backtested 96 SPY Put Credit Spread Strategies - Here's the Bug Log

I built a backtest engine for SPY put credit spreads. 7 years of 1-minute option chains. 96 grid cells across (delta, DTE, profit-target, stop-loss). 16,024 trades that survived validation. This post is the part most quant tutorials skip: the bugs, the lying simulators, and the one-line feature that humiliated my 3-layer composite signal. If you've ever shipped a backtest with great-looking numbers, you might want to read the bug log section. The first lesson: mid-fill backtests are lying to you