Rules
The analyst proposes; these deterministic gates dispose. Every evaluation, pass or block, is a receipt.
Evaluations
0
gate runs on record
Approved
0
cleared every gate
Blocked
0
refused with reasons
Blocked proposals
No blocked proposals yet. Every block shows its gate-by-gate reasons here; blocks are receipts too.
The rulebook
These gates run in code before any order is placed. The model can pick a trade; it can never weaken a rule.
Market is openNew trades only during US regular hours.
Not in the final 30 minutesNo new risk right before the close.
Max loss per tradeA single structure can never risk more than 2.5% of the account.
Total open riskAll open positions together stay under 20% of the account.
Daily loss haltLose 4% in one session and the desk closes everything and stops.
Delta bandThe short leg sits between 0.10 and 0.40 delta: far enough to be safe, close enough to collect.
Days to expiryNothing longer than 5 days out.
Same expiryBoth legs of a spread must expire on the same day.
Per-ticker limitAt most 2 structures on the same ticker at once.
Short strike guardThe sold strike may not be deep in the money.
LiquidityQuotes must be tight: the spread has to be cheap to enter and exit.
Net creditThe desk only sells structures that pay it to open.
Friday flattenEverything closes before the Friday session ends.