What is ready, what is being built and what is still missing.
This page contains the technical project details. You do not need to act on them; they keep the research process honest and auditable.
Platform-wide status · Market-data health
Eight-year option decision and execution history passed
2,087 regular sessions and 467,804 point-in-time decision observations cover 04-03-18 through 08-17-26. The exact 247-trade plan adds 494 synchronized entry/exit windows containing 21,040 quotes and complete holding-period marks. Invalid rows and three unavailable expirations were quarantined, never invented.
- Decisionsb2d858c7fb03…
- Executionc916b7201a72…
- IntegrityAll 2,087 partition checksums verified
Underlying prices are not presented as option fills
Underlying prices, rates, and paid distributions may support option signals, assignment controls, and benchmarks. Every reported options ROI uses actual historical option quotes; no stock or option-derived proxy is represented as an option execution.
Platform-wide status · Model inputs
Rates and dividends cannot look ahead
Greeks use the latest already-published New York Fed SOFR rate and trailing paid SPY distributions. Future rates, announced dividends and retrospectively adjusted prices are excluded.
Decision-time units passed the pilot
Decimal rate inputs produced sensible ATM call/put deltas and implied volatility. EOD Greeks and early-close sessions are excluded because they do not represent the strategy's decision time.
Platform-wide status · Forward paper data
Prospective option quotes support Alpaca paper execution
Schwab supplies captured real-time SPY option observations. The worker reads private, checksummed snapshots at the frozen decision and execution windows. Missing, delayed or unsynchronized data fails closed. Historical ThetaData evidence remains unchanged. Schwab is used for data only; orders remain on Alpaca paper.
Platform-wide status · Strategy research universe
| Long optionsCalls, puts and purchased volatility structures | HISTORICALLY TESTED |
| Vertical spreadsBull/bear debit and defined-risk credit spreads | HISTORICALLY TESTED |
| Income & collateralCovered calls and cash-secured puts with full collateral | HISTORICALLY TESTED |
| Time & volatilityCalendars, diagonals and option-relative-value structures | HISTORICALLY TESTED |
| Defined-risk rangesButterflies, iron flies, condors and iron condors | HISTORICALLY TESTED |