It trades in silence. It proves everything.
An automated options system built on defined-risk SPX and XSP spreads. It researches, monitors and reports on its own. No strategy gets real money until it passes its tests — and every result is published, including the failures.
Defined risk. One rulebook. Zero emotion.
S&P 500 index options (SPX and XSP), US session only. The system sells time on both sides of the market with spreads whose maximum loss is known before entry — exit planned before entry.
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i.
Read the market
Prices, economic calendar and account status — verified before anything moves.
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ii.
Pick the playbook
Volatility decides which strategy runs that week. Only one runs at a time.
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iii.
Clear the guard
An independent risk module can veto any trade. The strategy can’t overrule it.
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iv.
Enter defined
Every position is a spread with its worst case known before it opens. No naked options.
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v.
Reconcile, report
Orders and balances checked every minute. Every trade on the record.
We publish what fails.
Others show a winning chart. We show the scorecard — six gates drawn from published research. Below is our first strategy, a futures breakout: it did not pass all six, so it never traded real money.
Tested and retired: 5-minute breakout · VWAP mean reversion · late-day momentum · forex & gold trend.
| GATE | REQUIRED | TODAY | STATUS |
|---|---|---|---|
| Statistical significance | t > 3.00 | 2.88 | NOT YET |
| Overfitting probability | < 0.10 | 0.12 | BORDERLINE |
| Deflated Sharpe ratio | > 0.95 | 0.29 | NOT YET |
| Walk-forward, unseen data | OOS/IS ≥ 0.5 | ≈ 0.5 | PASS |
| Slippage stress | 4 ticks / side | holds | PASS |
| Prop-rule Monte Carlo | fail rate OK | within | PASS |
Hypothetical results: backtests do not represent actual trading, may under- or over-state the effect of market factors such as liquidity, and are designed with the benefit of hindsight. No account is likely to achieve similar results. Read more.
The account comes first. Always.
If data, calendar or account can’t be verified, it doesn’t trade. It never raises risk to win back a loss.
Max loss known first
Each spread’s worst case is checked against a set dollar limit. Over it, the trade is skipped.
Daily loss limit
Reached, and the system rests until the next session.
Drawdown ceiling
A hard cap on total decline, checked live including open trades.
Kill switch
One tap pauses the bot so it opens nothing new.
No duplicate orders
Orders are never blindly retried. An unexpected fill stops the bot until it is checked.
News-day discipline
Major economic news days are on the calendar. The system adds protection or stands aside.
Displayed profit isn’t income. We track the gap.
EQUITY CURVE BEGINS WITH THE FIRST LIVE TRADE
Follow the build quietly.
One email a month: the scorecard, what passed, what failed, and the real numbers.
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