Anyone know how to better sell DTE 0 SPXW?

I created a strategy to sell SPXW DTE 0 call or put at delta 0.01 at price > 0.999 spx day high or price < 1.001 spx day low.

Sharpe ratio is super high but return is bad < 2.5% annual return.

Any suggestion on how to improve return to more than 15% but sharpe ratio still above 3? Maybe i should sell spread instead?

I wish the framework would do these calculations for me, it shows really small exposure and drawdowns even for thousands of contracts ;)

Here is a backtest for 60 contracts of SPY options. Not sure how much margin this requires…

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