The engine · daily pipeline
A research desk in a loop.
Hour by hour, gate by gate.
Every trading day follows the same ritual: scan the whole optionable universe, filter through 14 standing gates, post the survivors as cards, wait for your yes, then watch triggers all session. The engine never places an order alone. Works in paper or live real-money mode — and every order, either way, is approved by you and executed through your own broker (Alpaca by default) with your API keys.
09:05 ETfull-universe scan begins (pre-open)
~90 sfilters 6,180 → 1,261 → 38 names
14gates applied to survivors
≤ 5cards posted to you
YESyou approve by symbol — or not
15 mintrigger watch, all session, report-only
The funnel
From everything, to almost nothing.
Rejecting is the job.
14,464active US listings in the broker catalog
6,180truly optionable (real option chains — warrants, units and phantom flags throw out ~8,000)
1,261liquid enough (price ≥ $5, 2M+ shares/day)
38chart structure intact (trend, not wreckage)
≤ 5cards after the 14 gates
0–5trades — your call, every single one. No-signal days post zero cards. That is correct.
Standing gates · v4
All fourteen, or no card.
| # | Gate | What kills a candidate |
|---|---|---|
| 1 | Optionably real | Listed US equity with actual option chains — phantom "optionable" flags, warrants, units, preferreds never enter. |
| 2 | Price floor | Below $5/share — junk and lottery names out. |
| 3 | Liquidity | Under 2M shares/day — you can't exit what you can't trade. |
| 4 | Chart structure | Trend broken, base cracked, or falling-knife shape = out. |
| 5 | True 52-week check | Uses intraday bar highs, not daily close fakes. More than 25% off the true high = NO-GO. |
| 6 | Fresh earnings date | Report date confirmed every time. Contract expiry must land strictly before the next earnings print. |
| 7 | P/E < 30 | No pre-revenue narratives, no triple-digit hype. |
| 8 | IV elevated | Implied volatility must actually pay you to sell. |
| 9 | Spread width ≤ $0.30 | Unfillable markets are invisible losses. |
| 10 | Greeks on the exact contract | |Delta| ≤ 0.30, theta meaningful — reviewed on the precise strike, not the symbol. |
| 11 | Gamma / Vega review | Explosion-profile candidates skipped. |
| 12 | Both legs quotable (spreads) | Each leg within ~$0.25 of its market — one crossing leg voids the whole idea. |
| 13 | Sizing caps | 1–2% account risk per idea, hard cap of 6 concurrent slots. |
| 14 | Gap + sanity | No chasing moves >10% overnight; post-fill sanity check on every executed card. |
ℹ️Gates 1–4 run mechanically in code every morning. Gates 5–14 are applied by the research agent per candidate with live data pulls — nothing is trusted from cache.
Anatomy of a card
What lands in your feed at 09:10.
OXY $57.50 52w 38.80–67.45 −12.3% off high ✓ sell 1× CSP 55P exp OCT 30 (45 DTE… earnings ✓) premium 0.59 breakeven 54.41 cushion 4.9% Δ −0.27 Γ 0.066 Θ −0.033 ν 0.032 exits · +50% 0.29 · stop 1.18 reply: "go OXY" — approved by you only
- Symbol + live price — from the SIP tape
- Exact contract — strike, expiry, DTE
- Premium, breakeven, cushion — the whole trade in three numbers
- Greeks — delta/theta/gamma/vega of that contract
- Pre-set exits — 50% profit take and 2× credit stop, armed at entry
- Earnings check — report date verified fresh that morning
→Approvals happen by reply on the dashboard or Telegram. Everything else about the day proceeds identically whether you approve 0, 1, or 5 cards.
See today's cards.
The dashboard shows the live book, every armed trigger, and the honest ledger.