DASHBOARD
PORTFOLIO OVERVIEW -- CAPITAL DEPLOYMENT -- RISK REGIME
OPEN POSITIONS
NO OPEN POSITIONS
RECENT TRADES
NO CLOSED TRADES
SCANNER
PUT STRUCTURES ONLY (BPS / CSP) -- 14 DTE PRE-FILTER -- UNDERWRITER SELECTS FINAL TENOR
LAST SCAN: --
Scanning...
0%
| # | TICKER | SPOT | HV30 | IV | p_true | p_mkt | EDGE | STRUCTURE | CREDIT | MAX LOSS | EV | KELLY | VERDICT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
NO DATA -- RUN SCAN | ||||||||||||||
UNDERWRITER
PROBABILITY x VOLATILITY x KELLY -- THREE GATES -- BINARY VERDICT
RUN UNDERWRITER TO SEE DTE COMPARISON
GATE 1 -- CROS PROBABILITY ENGINE
PROBABILITY EDGE
IDLE
RUN UNDERWRITER
GATE 2 -- VSIM VOLATILITY ENGINE
VOLATILITY + EV
IDLE
RUN UNDERWRITER
GATE 3 -- KELLY ALLOCATION
CAPITAL FIT
IDLE
RUN UNDERWRITER
AWAITING GATES
TICKET
EXECUTION PACKETS -- APPROVE -- EXECUTE
NO TICKETS -- RUN UNDERWRITER TO GENERATE
PORTFOLIO
OPEN RISK -- MARK TO MARKET -- EXIT TRIGGERS
AUM
$--
DEPLOYED RISK
$--
OPEN PREMIUM
UNREALIZED P/L
$--
REALIZED P/L
$--
PORTFOLIO ROC
--
| TICKER | STRUCTURE | EXPIRY | CREDIT | MARK | P/L | % MAX PFT | % MAX LOSS | CUR POP | DIST TO STK | EXIT TRIGGER | |
|---|---|---|---|---|---|---|---|---|---|---|---|
NO OPEN POSITIONS | |||||||||||
TRADE LOG
ALL CLOSED TRADES -- CALIBRATION STATS -- EV vs ACTUAL
0 trades
| DATE | TICKER | STRUCTURE | CREDIT | MAX LOSS | CONTRACTS | p_true | EV PLAN | P/L | ROC | OUTCOME | CLOSE REASON |
|---|---|---|---|---|---|---|---|---|---|---|---|
NO TRADES LOGGED | |||||||||||
HEDGE ENGINE
CRASH PROTECTION -- SPY LONG PUT -- SYSTEMIC RISK ONLY
STRESS TEST -- THREE SCENARIOS
Scenarios run against current open positions. BPS losses are capped at max loss. CSP losses are modeled as (strike - stress_price) x shares. All three scenarios show expected portfolio P&L.
CLICK RUN STRESS TEST
SCENARIO ASSUMPTIONS
HEDGE REQUIREMENT
RUN STRESS TEST FIRST
ADD HEDGE POSITION
Record a hedge you have placed. System tracks P&L and roll alerts.
ACTIVE HEDGES -- ROLL ALERTS
NO ACTIVE HEDGES
DOCTRINE
Instrument: SPY long put (no spread)
Strike: 7-10% OTM -- delta ~0.10-0.15
Open at: 60 DTE
Roll at: 30 DTE
Take profit at: 200% gain -- close 50%
Active when: stress exposure > 30% AUM
Buy only when: VIX < 25
Annual budget: 2-3% of AUM
SETTINGS
SYSTEM CONFIGURATION -- ALL THRESHOLDS SOURCE FROM HERE
ACCOUNT
RISK LAWS -- HARD LIMITS
All risk laws are enforced at the approval gate. No trade may exceed any of these limits.
KELLY SIZING
Kelly is applied after three-gate approval. Position size = min(half-Kelly, desk cap). Kelly never overrides hard risk laws.
STRUCTURE DEFAULTS
DTE DOCTRINE
14 DTE is the primary underwriting tenor. 7 and 21 are challengers. A challenger overrides
only when its composite score exceeds the baseline by the override threshold below.
Primary tenor (14) and challengers (7, 21) are locked by doctrine. Only calibration parameters are adjustable here.
SCORING WEIGHTS (must sum to 1.0)
EXIT RULES
TRADEABLE UNIVERSE
GATE THRESHOLDS
All three gates must pass. Thresholds here define the pass/fail boundary for each gate.