Strategies running on AI Velocity Trading
Daily Iron Butterfly (daily_iron_butterfly_trading.py) is a net-credit, market-neutral strategy that sells an at-the-money straddle and buys protective OTM put/call wings, expiring the next-Friday weekly. Entry snaps to the 9:30 AM ET price and is gated by an IV filter (straddle 0.162%-0.717% of underlying). It exits at a $40 take-profit, $170 stop-loss, or 3:40 PM ET, whichever comes first. --live mode trades real 4-leg mleg orders via Alpaca, guarded by --allow-live.
Daily Iron Condor (daily_iron_condor_trading.py) is a net-credit, market-neutral strategy that sells an OTM put/call offset from ATM and buys further-out wings for protection, expiring the next-Friday weekly — a wider, lower-premium cousin of the iron butterfly. Entry snaps to the 9:30 AM ET price and is gated by an IV filter (short strangle 0.162%-0.717% of underlying). It exits at a $40 take-profit, $170 stop-loss, or 3:40 PM ET, whichever comes first. --live mode trades real 4-leg mleg orders via Alpaca, guarded by --allow-live.
Weekly Iron Butterfly (weekly_iron_butterfly_trading.py) enters once a week, Monday's (or post-holiday Tuesday's) 9:30 AM ET open, selling an at-the-money straddle and buying protective OTM wings, expiring that Friday. It holds the position for days, monitored off Alpaca's live OPRA feed, closing at 3:40 PM ET the Thursday before expiry or earlier via optional take-profit/stop-loss/trailing-stop flags. --live mode trades real 4-leg mleg orders via Alpaca (--allow-live) and persists sentinel/position/ CSV files to resume safely mid-week.
Weekly Iron Condor (weekly_iron_condor_trading.py) mirrors the weekly butterfly's multi-day structure but sells an OTM put/call offset from ATM instead of a same-strike straddle. It enters once a week, Monday's (or post-holiday Tuesday's) 9:30 AM ET open, buying protective OTM wings, expiring that Friday. It holds the position for days, monitored off Alpaca's live OPRA feed, closing at 3:40 PM ET the Thursday before expiry or earlier via optional take-profit/stop-loss/trailing-stop flags. --live mode trades real 4-leg mleg orders via Alpaca (--allow-live) and persists sentinel/position/CSV files to resume safely mid-week.
Daily SPY iron condor, net-credit filtered ($250 min), 9:40 ET entry / 14:40 ET same-day exit.
Daily SPY iron butterfly, net-credit filtered ($650 min), 9:40 ET entry / 14:40 ET same-day exit.
Weekly SPY iron condor, net-credit filtered ($200 min), Monday 9:40 ET entry / Thursday 14:40 ET exit.
Weekly SPY iron butterfly, net-credit filtered ($700 min), Monday 9:40 ET entry / Thursday 14:40 ET exit.
Weekly Bear Call Spread on MU is a net-credit, defined-risk options strategy driven by weekly_bear_call_spread_mu.py, holding a single position across the week rather than intraday. On Monday between 9:40 and 2:30 PM ET, it checks two volatility filters, 20-day annualized historical volatility under 150% and the prior 5-day high-low range under 12% of the previous close, and if both pass, sells a call at roughly 3% above spot while buying a further call at roughly 6% above spot (rounded to $5, next Friday expiry) for a net credit. The one trade for the week is then held until Thursday at 3:45 PM ET, when it is unconditionally closed. The script's own backtest notes cite 36 trades, an 86.1% win rate and a 2.00 Sharpe over a 2024-2026 sample. It runs on Alpaca paper accounts loaded from Supabase, with a --dry-run flag for inspection.
Daily Bear Call Spread on MU is a net-credit, defined-risk, single-day options strategy driven by daily_bear_call_spread_mu.py. Every trading day around 9:40 AM ET it checks a stack of bearish filters, prior day closed down, no gap up at the open, price below its 10-day SMA, and less than 0.3% intraday rise since 9:30, and only then sells a call roughly 2% above spot while buying a further call roughly 5% above spot (both rounded to $5, next Friday's expiry) for a net credit, skipping the trade if the estimated credit is under $0.50. The position is opened and closed within the same session, unwound by 3:45 PM ET regardless of P&L. Trading is paper-only by default, with a Supabase-driven multi-account Alpaca OAuth setup and a --dry-run flag for safe testing.
An inverse-signal equity trader, and the shared implementation module for the CNBC-signals pair, that reads today's ticker mentions from a local SQLite database (joined to an episodes table by publication date, with a fallback to created_at) and fades each signal: a BUY/BULLISH mention is shorted, a SELL/BEARISH mention is bought long, via Alpaca limit orders. It defines the reusable signal-lookup, quote-fetching, and data-key helpers also imported by cnbc_signals_follow_cramer.py. For every active account in Supabase's user_strategies table (strategy_id 1027), it submits a fixed-share-quantity extended-hours DAY limit order at the SIP ask (for buys) or bid (for shorts), confirms the order status, and logs it. Like its follow counterpart, it is a one-shot script with no stop-loss, exit, or position-monitoring logic; risk is bounded only by the fixed per-account share size.
A direct-signal equity trader that reads a shared local SQLite database of ticker mentions (joined to an episodes table by publication date, falling back to created_at if no episode matches today) and follows each signal literally: a BUY/BULLISH action opens a long position, a SELL/BEARISH action opens a short, via Alpaca limit orders. Signals are deduplicated per ticker (highest conviction kept) and any other action value is skipped. It reuses helper functions imported from the companion inverse-signal script. For every active Alpaca account configured in Supabase's user_strategies table (strategy_id 1028), it submits a fixed-share-quantity (not dollar-sized) extended-hours DAY limit order, buy at the current ask, short-sell at the current bid, using SIP quotes, then logs an order confirmation. It runs as a one-shot script (not a polling loop) and has no built-in stop-loss or exit logic.
A once-daily equity strategy (intended to run around 3:45 PM ET, before the market-on-close cutoff) that trades around earnings announcements by detecting unusual pre-earnings price divergence. Phase 1 exits: any held position whose tracked earnings date has arrived is sold market-on-close, and any position with an unrealized loss >=30% is sold immediately at market. Phase 2 entries: it pulls tomorrow's NASDAQ earnings-calendar tickers, compares each stock's intraday return today against SPY's, and, long-only, price >= $5, skipping tickers already held, buys (market-on-close) the tickers whose divergence from SPY is >=5%, ranked by divergence magnitude, until a per-account $60,000 gross-exposure cap is reached. Position state and trade history are persisted per Alpaca account in local JSON/CSV files, with quantities sized from Supabase's user_strategies.shares per account.