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🧠 Strategic Knowledge Base

Aegis Alpha v6.6.2 (hub topbar polish; Scan/Export to Reports, TG+Test tools to Settings Debug, ORB/VWAP topbar buttons removed) - Volatility & Hybrid ROI Suite

Strategy & Regime Matrix

# Strategy & Professional Logic Optimal Regime Win Prob Target R:R Management
1 🛡️ CORE (PCS) 0.15 Delta Put Credit Spreads (Income) BULL_LOW_VOL 80–85% 1 : 0.4 Active Overwatch (Universal TP)
2 💎 GROWTH (IC) Iron Condors (Gated by ATR < 1.4) — CORE PCS Fallback (v4.3.1) BULL_ELEVATED_VOL
+ CORE fallback		 65–75% 1 : 0.8 Active Overwatch (Universal TP)
3 📉 VE-MR (Credit) Mean Reversion on Vol Spikes EXPANSION_MR 68% 1 : 0.4 Active Overwatch (Universal TP)
❌ AGGRESSIVE (DS) Directional debit spread — RETIRED 2026-05-08 RETIRED 0% WR −$270 loss Hard-blocked in risk.py
❌ BEAR_SYNC Directional call spread — RETIRED 2026-05-08 RETIRED 0% WR −$371 loss Hard-blocked in risk.py
5 🎯 AUTO SNIPER (Institutional) Fully Automated ORB, Sweep, Reversal (Systematic Gating) ANY (Windowed) 70-80% Sniper PDT-Aware (NORMAL / CONSERVE)
🛑 ⚠️ WATERFALL CIRCUIT BREAKER Bot Halts Entry when ATR Ratio > 1.8 WATERFALL N/A N/A Safety First

🛰️ Portfolio Bias Logic

Operating Bias Trigger Condition Strategic Focus
PREMIUM HARVEST Default / Neutral Delta Theta Decay: Collecting 'rent' from the market.
BULLISH MOMENTUM Net Delta > 0.3 Directional Up: Reaping gains from a rising trend.
BEARISH MOMENTUM Net Delta < -0.3 Directional Down: Short-bias or hedging protection.
EXIT-ONLY / PROTECTION Regime = WATERFALL Preservation: Halt all entries, prioritize safety.

📐 Operational Sizing Logic

Terminal Setting Effect on PAPER Effect on LIVE
Manual Contract Size ACTIVE: All trades will use this fixed lot size. ACTIVE: All trades will use this fixed lot size.
Paper Power Multiplier ACTIVE: Safety checks use Multiplier x Real Equity. (Fakes a larger account) DISABLED: Live trades always use real bank equity for safety.

📊 The Volatility Ladder (Access Tiers)

ATR Ratio Market State Strategies Permitted ATR Sizing (v4.3) Structural Action
< 1.2 Healthy / Range CORE, GROWTH, VE-MR, VE 100% Full Size — All Strategies
1.2 – 1.4 Elevated CORE, VE-MR (14 DTE), VE 75% Enable Iron Condors / Reduced Sizing
1.4 – 1.6 Expansion VE (10 DTE), VE-MR (21 DTE) 75% Disable ICs / Enable Convexity
1.6 – 1.8 Exhaustion VE-MR (21 DTE) 50% Reduce position size, prefer CORE
> 1.8 Waterfall NONE HALT GLOBAL HALT

📡 Regime Identification Details

BULL_LOW_VOL

  • Price > 50 EMA
  • VIX < 18
  • ATR Ratio < 1.4
  • High-probability trend following.

BULL_ELEVATED_VOL

  • Price > 50 EMA
  • VIX between 18 and 25
  • ATR Ratio < 1.4
  • Premium harvesting via ICs (GROWTH).

EXPANSION_MR

  • ATR Ratio > 1.25
  • Price remains > 50 EMA
  • VIX Spike detected.
  • Mean Reversion: Sell Puts for IV Crush.

WATERFALL

  • ATR Ratio > 1.8
  • Extreme volatility shock (Crash risk).
  • Safety Halt: System disables all entries.

Dynamic Stop Loss Matrix (v4.3.5 / Bot v4.8)

The Aegis Alpha Dynamic SL Engine adjusts Stop Loss and Move-to-Breakeven (MTB) thresholds in real-time based on market volatility (VIX), structural regime momentum, and trade maturity.

Low Volatility (VIX < 18)

  • CORE: -110% SL
  • GROWTH: -115% SL
  • VE-MR: -130% SL
  • MTB Trigger: +25% Profit

Normal Volatility (VIX 18-22)

  • CORE: -120% SL
  • GROWTH: -130% SL
  • VE-MR: -150% SL
  • MTB Trigger: +30% Profit

High Volatility (VIX > 22)

  • CORE: -140% SL
  • GROWTH: -150% SL
  • VE-MR: -180% SL
  • MTB Trigger: +35% Profit

Operational Modifiers & Safeguards (v4.3.8)

Momentum / Age Overlay

If regime is BULL/BEAR_MOM or trade age > 5 days, SL triggers are tightened by 10% (SL * 0.9) to protect equity.

VIX Spike Protection

If VIX increases by > 2.0 in a single cycle, stops immediately tighten by 10% to front-run volatility expands.

Advanced Profit Lock

If PnL hits 50%, it's locked at +20%. If it hits 70%, it's locked at +40%. Protecting gains from 'V-Top' reversals.

Safety Floor (Limits)

Stops never tighten beyond -95% (CORE/GROWTH) or -110% (VE) to ensure technical survival.

Portfolio Heat Guard

Adaptive protection based on total unrealized loss: -5% (Block Entries), -8% (Tighten All SL), -10% (Force Exit Weakest).

🛡️ Capital Protection Logic (v5.2.4)

  • Absolute Firewall (Open Position Guard) Enabled
  • ATR Exhaustion (1.6) Active
  • Portfolio Heat Guard (5/8/10%) Active
  • Net Delta Guard +/- 0.50
  • Portfolio Greek Firewall Enabled
  • Gamma Exposure Lock v4.3
  • Weekly Exposure Cap (35%) v4.3

🧪 Advanced Exit Rules

  • Income Take Profit Universal TP Priority (55%)
  • Convexity Take Profit Universal TP Priority (55%)
  • Capital Recycling 7-DTE / Delta (Fallback only)
  • IV Crush Harvesting Priority

🏛️ v6.6.2 (hub topbar polish; Scan/Export to Reports, TG+Test tools to Settings Debug, ORB/VWAP topbar buttons removed) Execution Architecture

1. Portfolio firewall

Absolute Block: No new entry while any live position is open on the same ticker. One position at a time.

2. Temporal Gating

Institutional Window alignment: CORE (10:30-14:00), GROWTH (11:00-14:00), TACTICAL (09:35-13:30).

3. Vol-Ladder Gating

Systematic arbitration of strategy access based on the current ATR Growth state.

4. View Purity

Ensures P&L attribution stays clean by isolating conflicting structural views (Long vs. Short Gamma).

5. Meta-Layer Guards (v5.5)

Institutional controls: Sniper Correlation Lock (Directional + 90m Cooldown), VIX Volatility Gate (≥20), Gamma Exposure Lock (Adaptive), 35-45% Weekly Exposure Cap, Regime Persistence Filter (Adaptive), Expectancy Filter, ATR Volatility Sizing, Winner-to-Breakeven (MTB).

6. Tactical Sniper Protocol

Automated systematic scan: (1) Volatility index base score (VIX ≥ 17), (2) Clear Breakout/Trap Pattern detection, (3) Sniper execution windows, (4) Dynamic candle structure, (5) Correlation Lock and PDT checks. Automatically triggers entry when parameters align.

7. Sniper Hybrid Exits

Dynamic TP/SL based on PDT safety: Intraday Mode (+25%/-25%) for high liquidity, or Swing Mode (+50%/-35%) to bypass PDT trade counts when in "CONSERVE" state.

🔄 Dynamic Sync: Strategic Knowledge Base updated with v6.6.2 (hub topbar polish; Scan/Export to Reports, TG+Test tools to Settings Debug, ORB/VWAP topbar buttons removed).

🔌 Schwab API Integration Logic

Account Detection Framework

1. Multi-Dimensional Search

System scans for Account Number (last 4) or Account Hash. Prioritizes the specific target ID but falls back to the primary account to ensure 100% uptime.

2. Hash-less Robustness

Handles "Designated Beneficiary" and pure Cash accounts by performing a deep-scan of the primary list if a unique Hash ID is unavailable.

3. Deep-Balance Fallback

Aggregates data from currentBalances, projectedBalances, and aggregatedBalance. Prevents $0.00 ghost-balances for non-margin accounts.

⚙️ Engineer Note: Institutional Hardening v6.3.0 — AGGRESSIVE and BEAR_SYNC permanently retired (0% WR, combined −$641 loss). Active strategies: CORE, GROWTH, VE, TACTICAL_ORB, TACTICAL_SWEEP, AUTO_SNIPER.

⚖️ Layered Position Sizing (Gating Protocols)

The system employs a 5-layer "Gating" architecture to determine final contract size. Even if a manual override is set (e.g., 2 Lots), the bot may surgically reduce sizing to protect capital if any institutional guard triggers.

1. Small Account Guard ($5K Floor)

Locks LIVE trades to 1 lot if equity < $5,000. **Manual Override:** Can be disabled in Settings to honor 2+ lots on smaller accounts.

2. Sniper Tactical Lockdown

Strategies starting with **'TACTICAL'** (e.g., ORB, Reversal) are hard-locked to **1 Lot**. Sniper precision is prioritized over scale.

3. ATR Volatility Scaling (v4.3)

Reduces sizing proportionally (e.g., 50% reduction) if current market ATR/VIX is elevated to prevent "Neural Overexposure."

4. Expectancy Slump Guard

Applies a 50% size reduction if a strategy's rolling 10-trade win rate falls below **40%**. Hard lock only triggers if performance drops below **30%** (Adaptive Aggression).

5. 35-45% Risk Safety Cap (Adaptive)

Total risk for any single trade is capped at 35% of equity. However, if trailing winrate > 60%, the portfolio exposure cap expands to **45%** to maximize capital efficiency.

📊 Options Flow Dashboard (Strategic Playbook)

The Options Flow Dashboard integrates institutional option flow (Schwab API) with real-time price action (Polygon API). It scores watchlisted tickers against a 7-check framework to deliver structured trade plans and execution pathways.

1. The 7-Check Scoring System

Each ticker receives a score from 0 to 7 based on objective alignment criteria:

  • EMA Trend: Price is on the correct side of the EMA20.
  • S/R Entry: Price is within 4% of a key Support or Resistance level.
  • Candle Confirm: Last candle closes in the signal direction.
  • Stock Volume: Today's stock volume is at least 2× the 20-day average.
  • Flow Fresh: Options volume > Open Interest (detecting sweeps).
  • IVR Favorable: Implied Volatility Rank (IVR) < 40 (cheap premium).
  • C/P Align: Option volume ratio agrees with the price action direction.
Score 6-7 Full conviction entry.
Score 5 Watchlist monitoring only.

2. 3-Tab Trade Detail Panel

Clicking a watchlisted ticker opens the Trade Detail view, split into three action-oriented tabs:

  • Signal Tab: Displays granular pass/fail states for the 7 scoring indicators.
  • Checklist Tab: Conducts secondary checks including option chain spreads (<10%), earnings dates (>5 days away), current VIX levels, and Gamma Wall detection (mapping the top 3 open interest levels acting as price magnets).
  • Trade Plan Tab: Features side-by-side naked outright vs. risk-defined spread recommendations, strike scoring, and execution controls.

3. Strike & Spacing Architecture

The Trade Plan tab ranks options contracts out of 12 points based on 6 strike criteria:

  • Delta (0.45–0.58 ATM sweet spot)
  • Bid/Ask spread % (<5% ideal, <10% acceptable)
  • Open Interest depth (>1,000 contracts)
  • Volume-to-OI ratio (detecting fresh flow)
  • Daily Theta decay (<1% of premium per day)
  • Vega sensitivity (<0.15 for buyers)

Spread widths are dynamically adjusted by the stock's price and spacing profile: $5 wide for SPY/QQQ, $10 wide for large-cap tech (AAPL/MSFT), $15 wide for high-beta names (NVDA/TSLA), and $25 wide for mega-caps.

4. Capital Sizing & Mode Safeguards

Interactive Calculator: Enter your account size and risk tolerance (1-2% recommended) directly in the Trade Plan tab. Sizing bounds automatically lock contract quantities according to conviction:

Score Max Risk % Conviction Layer
7/7 2.0% Maximum size
6/7 1.5% Moderate size
5/7 1.0% Watchlist limit

Execution Mode: Buy buttons route orders through a confirmation modal verifying the standard OCC symbol format (e.g. SPY 260626C00751000). Order routing defaults to PAPER mode. Live routing is enabled by setting options_flow_mode to live in the database.

5. Stage 7 Exit Strategies & Risk Discipline

Strict automated profit targets and stop-losses are enforced to maintain statistical consistency and prevent drawdown:

Naked Call / Put Outrights
  • Stop Loss: Premium drops 45% below purchase price.
  • Profit Target 1: Sell 50% of contracts at +50% gain; move remaining stops to break-even (risk-free).
  • Profit Target 2: Exit remaining contracts at +100% gain.
  • Time Stop: Hard exit 7 days before expiry to avoid theta acceleration.
Bull Call / Bear Put Spreads
  • Stop Loss: Spread value falls 40% below premium paid.
  • Profit Target: Exit entire spread at 72% of max theoretical profit.
  • Short Strike Rule: Full exit if underlying stock touches short strike.
  • Time Stop: Exit 14 days before expiry to eliminate tail-risk assignment.

🎯 Tactical Auto Sniper FAQ

What is Auto Sniper Mode?

Auto Sniper is a **Systematic Decision Layer**. Unlike the basic Radar, Auto Sniper actively selects, confirms, and executes tactical trades based on institutional PDT guards and directional correlation filters. It ensures you never "double down" on a bad trend or accidentally trigger a PDT violation.

How does the PDT Guard work?

🟢 NORMAL (0-1 Day Trades)

Full execution allowed. Target: +25% / Stop: -25%. Focus on intraday liquidity.

🟡 CONSERVE (2 Day Trades)

Strict Gating: Only 78%+ confidence setups. Swing Mode (+50%/-35%) enabled to avoid using the last day trade.

🔴 BLOCK (3 Day Trades)

Hard Lock: All tactical entries disabled until the 5-day rolling window resets.

EOD TAIL-PROTECTION (v5.5.11)

Hardened 0DTE protection: Captures profit >5% and salvages losses <10% in the final 10 minutes (3:50 PM ET) of expiration. Prevents "Ghost Trades" with a 4:15 PM ET hard-close.

What is the Correlation Lock?

The system prevents **Clustering Risk**. If you execute a `CALL` setup, the system locks that direction for the day and enforces a 90-minute cooldown before considering the next tactical maneuver. This prevents over-exposure to a single market trend.