AUTOMATED OPTIONS DECISION ENGINE

PUT SELL SIGNAL FLOW

Breakout detection → multi-indicator algorithm → live option chains & market structure → regime & yield validation → GO / NO-GO → 11 paper portfolios → research
SYSTEM ACTIVEWaiting for the next TradingView signal…
Log in →
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TRADINGVIEW ALGORITHM

Base Line, Volume & Trend Indicators

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VPS SERVER

Receives the TradingView webhook and starts the secondary decision process

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MARKET DATA

QuantWheel: 0.30 / 0.16 / 0.10 delta candidates, GEX / DEX and expiry walls. Plus live option chains with real delta, bid / ask and IV from a real-time options data provider

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VPS DECISION LAYER

Gamma conflict + DEX regime gate, premium yield per weekly expiration, go / no-go score with IV rank, expected move and earnings

OUTPUTS ON EVERY SIGNAL
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DISCORD

Final GO / NO-GO decision and complete signal context

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PAPER TRADER

Traded forward in 11 parallel paper portfolios, checked every 15 minutes with live prices: profit targets, expiry-day rolls, settlement

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RESEARCH LAB

IV, VIX, trend and risk logged per trade; daily account value; same-signal comparisons, costs and a random baseline

LIVE ENGINE TRACE
WAITING
DECISION CONTEXT
IDLE
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PUT SELL
0.16 · 0.30 (aggressive)
GEX / DEX / WALLS
WEEK 1 + WEEK 2 · SHORT · MEDIUM
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Monitoring. No active signal.
WHAT THIS IS

A live testing ground for algorithmic put-selling

Option Bridge is a live testing ground for algorithmic put-selling. Instead of trading on gut feel, every signal starts from a rules-based algorithm running on TradingView, screened against market structure from QuantWheel and priced with live option chains from a real-time options data provider. From there, the signal doesn’t just get logged — it’s traded forward, in parallel, across eleven paper portfolios. Each one changes exactly one thing: the profit target, the expirations, the delta, or a filter. One of them is a random baseline that sells the same kind of put on a random stock, to test whether the signal has an edge at all. No real money moves, but every trade is tracked as if it did: live prices, rolls, profit-taking and losses, with the market conditions recorded at entry. The goal isn’t to find a “perfect” strategy overnight — it’s to let the data build up over 9 to 12 months, across different markets, and then judge it by rules that were fixed before the first result came in.

11 parallel
$0 (paper)
Every 15 min
9–12 months
KEY POINTS
1

Every signal is algorithmically generated — put-sell triggers derived from trend, momentum and volatility confirmation, not discretionary or manually picked.

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Strikes, premiums, delta and implied volatility come from live option chains of a real-time options data provider, entered at the mid price — not from end-of-day data.

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Eleven paper portfolios get the exact same signals and each differs in one rule — 60% vs 70% profit target, current vs short vs medium expirations, 0.16 vs an aggressive 0.30 delta, with or without the yield and GEX / DEX filters — so every difference in outcome can be traced to that one rule.

4

A random baseline sells the same puts on a random stock on the same days. If the real strategy can’t beat it, the profit comes from the market, not from the signal.

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Positions are checked every 15 minutes during market hours, closed automatically at their profit target, and rolled on expiry day by a defined roll process when they are in trouble.

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Each trade records its market conditions: IV and IV rank, VIX, the S&P 500 trend, sector, earnings, spread, and how close the stock came to the strike while open.

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Portfolios are valued daily including open positions, so losses that are rolled forward still show up in the drawdown.

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Results are also shown after fees and worse fills, and measured against simply earning interest on the cash. Filtered-out trades are followed to see whether the filters really protect.

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Strategies are compared on the same signals with a statistical margin, so luck and a real difference can be told apart. Every trade carries a fingerprint of the rules that produced it.

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The decision rules were fixed before the data came in, and no strategy is declared a “winner” before 9–12 months of results.