Roadmap

Shipped

Running today. The methodology page covers the strategy in detail and the settings reference documents every adjustable control.

Four entry engines

Mechanical, earnings IV-crush, volatility contraction, and an operator-enabled directional engine, each with its own volatility floor, DTE band, and strike selection.

Fixed, documented exit rules

Profit target, 21-DTE management, tested-strike defense, expiry flatten, assignment handling, and a news-driven escape hatch. Every exit is stamped with the specific rule that fired.

Live market data end to end

Chains, quotes, implied volatility, and VIX come from the live feed regardless of which account would execute, so paper accounts rehearse against real prices.

Atomic roll execution

Any roll of four legs or fewer is submitted as a single order at the broker. It fills whole or not at all, so a half-adjusted position is not possible for those rolls.

Portfolio-level risk controls

An account-wide buying power ceiling measured against the broker's own remaining buying power, and a beta-weighted delta band that steers new entries back toward balanced once the book leans too far. Both are entry-side only and never close a position.

Accounting that ties out

Per-order broker fees, performance reported gross and net, closed trades booked from actual fills, live positions valued from broker marks, and dual campaign / current-legs P/L on rolled positions.

Self-reconciling ledger

A position you close by hand in tastytrade is resolved automatically from your account's transaction history, with the real fills and fees, and you are notified.

Multi-account operation

Multiple tastytrade accounts from one dashboard, each with its own credentials, paper/live toggles, and per-account overrides.

Credentials encrypted at rest

Broker tokens and API keys are encrypted at the row level with the key held outside the database.

Notifications

Push alerts on entries, exits, halts, broker authentication failures, and reconciled positions.

In progress

Actively being built. Listed without dates on purpose: these ship when they are correct, not when a calendar says so.

Separate test and production environments

Moving the hosted deployment onto isolated environments so changes are exercised against a full test instance before they reach an account trading real money.

Untested-side roll defense

Built and rehearsed end to end. It ships switched off per account and is enabled once that account has seen the atomic roll machinery execute on its own trades.

Strategy measurement

Reporting that breaks results down by engine, structure, volatility regime, and holding period, and compares predicted probability of profit against what actually happened.

Dashboard coverage for every setting

A walkthrough of each configurable control with screenshots, so nothing that affects trading is undocumented.

Under consideration

Understood, deliberately not started. Each is here with the reason it is waiting, because what a platform declines to build says as much as what it ships.

An independent volatility data source

Every volatility input currently comes from one vendor. A second source would let the platform sanity-check its own signal rather than trust a single number.

Historical strategy testing

Replaying the live management rules over historical option data. Held deliberately behind forward measurement on real fills, which answers most of the same questions with better data.

Additional structures

Ratio spreads, jade lizards, and broken-wing variants are well understood but add variance. They stay on the list until the existing engines have a measured track record.

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