Research
SPX 0DTE — Entry-Geometry Screenin build
A descriptive screen of intraday path geometryHow price moves relative to the option strikes — how often it touches them and how far it breaches — independent of the trade's profit or loss.: for each entry-condition trancheA subset of trading days grouped by an entry condition (e.g. high-VIX days), profiled on its own. (VIX1D levelCboe's 1-day expected-volatility index. We use the prior session's close to bucket days by expected vol — no look-ahead., overnight gapThe overnight move from the prior session's close to today's open, standardized by its recent size., opening-range widthThe high-minus-low range from 09:30 to the entry time, as a % of price — a realized-volatility read by the time you would enter., scheduled-flow daysDays with a known calendar event — FOMC, an 08:30 release (CPI/NFP), or monthly options expiry — that forces predictable flows.) it profiles how often and how far price breaches a candidate iron-condorA defined-risk options position that sells an out-of-the-money call spread and put spread; it profits if price stays between the short strikes.'s strikes, across the morning entry-time window. The output is priorsStarting hypotheses for the forward test — not validated claims or signals. for the S026 forward trade simulation — it never names a “best” position; that verdict is made forward, under S026's tail-aware gateA pass/fail test that charges the worst-case loss (CVaR / worst session), not just the average — so a run of small wins cannot hide a few bad days..
Swing Trading — Pillar Landscapesurvey
A cross-asset survey of swing trading's two mechanical families — trend-continuation (Weinstein→O'Neil→Minervini) and short-term mean reversion (Connors→Raschke) — and the liquidity-gated, point-in-time basket of stocks and ETFs that turns them into pre-registrable candidates across sectors, commodities, currencies and bonds. It names no validated edge; the candidate families flow one-way into the Lab, where the gates live. The first setup it seeds — S027 (RSI-2 reversion) — is already pre-registered.