Track Record
Ideas checked: —
Right: —
Wrong: —
Total P&L: —
We haven't yet double-checked these against what actually happened at expiration — that's the next step before anyone should trust this number. Prove it on paper first.
Auto-Trader
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Runs every 5 minutes. Opens on the model's CALL/PUT reads at the real live ask; closes existing positions at the real live bid on a +50% target / −50% stop / near-expiry rule. Never a simulated price — real paper trading, no real money.
Backtest (Proxy)
PROXY — tests the model's core assumption (vol mean-reversion) against 5 years of real closes; NOT a real options backtest (needs historical implied vol, which isn't free)
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