RRERI ALGO
LIVE P&L
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REALIZED THIS CYCLE — —
LIVE P&L · EXPIRY CYCLE 17:30 → 17:30 IST · quote stream
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live P&L this session
BTC SPOT
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SETTLEMENT · 17:30 IST
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IST · settles in —
no open positions
MARGIN USED
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Open positions
click a row to focus its strike
All open positions
every asset class on the account · crypto · stock tokens · commodities
loads with the live book
BTC strikes · safe zone
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Payoff at expiry open positions
hover for P&L at price
risk cockpit loads from GET /risk
Auto-traders paper arms · today IST
fast monitor —
loads from GET /book/trades
Session clock IST · settlement · windows
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AIA avoid 17–19settlement 17:30vendor slots 20:25–23:25now
Operational alertsGET /ops/alerts
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All figures stream from the auth-gated backend and Delta's public feed; nothing is simulated in the browser. Not financial advice.
MARKET READ · LIVE DELTA CHAIN · —
Scanning the live Delta chain…
IV edge—
implied vs realized
Expected move · to expiry—
spot ± 1σ band with the top idea's strikes
Top idea
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Trend filter · from 5m candles
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refuses calls into an up-move, puts into a down-move
Session
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Auto-Trader · AIA —
next check —
sign in to load auto-trader state
Server-side: every interval it re-ranks the ideas below and enters the top one that passes POP ≥ floor, EV > 0 and cushion ≥ 1× expected move, skipping the 17–19 IST vol ramp. Paper only. The variant arms (AIA2…AIA9) run the same ranker with one lever changed each — see the Trade Book.
Automated performance · paper realized, from the durable ledger
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Research signals from live Delta data + the desk's backtested playbook. Analysis, not financial advice — the auto-trader above is paper-only.
Vendor Decode · RAJ KUMAR night algo · live capture from your Delta account
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Tonight's entry boardevery scheduled strategy · entered / pending / no-entry
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Current vendor positionslive on Delta
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Decoded exit rulesfrom captured rounds
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Strategy-wise open legsexact name · timestamp · symbol · entry · mark · SL · target (from Delta) · live P&L
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P&L calendar — historical review
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Captured roundsentry → exit → outcome (most recent)
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Read-only capture of the vendor algo's actual fills on your Delta account, reconstructed into rounds. 5-day understanding phase → then a shadow trader mirrors the decoded logic to verify P&L before we replicate it here. Back-fills anything missed while the host slept (Delta retains fill history).
Decode Lab · 28 strategies · 3 portfolios · measured from captured fills
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Portfolio rolluprealized P&L by subscribed portfolio
Shared clusters are credited to every portfolio they feed, so these three figures overlap on purpose — they do not sum to the book total. Use the cluster table below for a non-overlapping view.
The 12 entry clusters28 strategies fire in 12 clusters · shared ones cannot be separated from fills
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Nightly fire / skip matrixB both legs · C call only · P put only · · skipped
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Lazy-leg recoverysell-stop re-arm after a stop fires
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Premium-band complianceout-of-band legs = the ATM×2.9 fallback firing
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Off-window entriesanything outside 20:25–23:35 IST · this is where the account bled
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Funding · BTCUSD perpetual · delta-neutral carry
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30-day funding-rate history
Carry calculatorgross of slippage
30-day carry backteststatic side · realized
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▶ How to trade this nowat your notional
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⚡ Funding scalp — snipe a single settlementhold only across the hourly timestamp
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Funding is charged only to whoever holds at the settlement instant — so you can enter seconds before, collect one payment, exit (no hedge needed for a few-second hold). But you pay a perp round-trip fee each time, so it only wins when a single settlement's |funding| exceeds that fee. Break-even is 2× the fee: 0.10%/hr taker, 0.04%/hr maker. At the ~0.037%/hr norm here, scalping loses — it only pays on spike hours or with maker (limit) fills.
Auto-carry · paper—
paper delta-neutral carry — accrues funding hourly, price risk cancels by construction
Server-side & paper only: enters the collecting side at the notional above when |funding| ≥ your floor, accrues each hourly settlement on the live rate, and exits after N consecutive settlements that flip against it. Runs inline here — no Paper-Trades entry. Price P&L is zero by construction; this simulates the funding stream minus round-trip fees only (real basis drift & slippage not modelled).
⚠ Read this before trading it
Funding on Delta India settles hourly, so a persistent −0.037%/hr reads as a huge annualised number — but it persists precisely because it can't be cheaply arbitraged here: Delta India is derivatives-only, so the delta-neutral hedge (spot BTC) must come from another venue (transfer + counterparty risk) or an options synthetic. Funding also flips sign (it did, at the last tick), round-trip taker fees + GST eat several days of it, and the leveraged perp leg can be liquidated before the hedge's offsetting gain is realized. The numbers above are gross of slippage; verify against your own funding ledger. Educational — not financial advice.
Desk AI · every action on this desk, recorded and explained
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Every line is generated deterministically from the durable audit ledger — the same records the platform executes from. Unknown event types show the raw record; nothing is ever invented. Auto-refreshes every 30s.
Paper book · simulated — never touches your Delta account
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no open paper positions
Performance
realized round-trips
Open paper positionslive cost-to-close P&L
Strategy activity — todaydeployed strategies · triggered trades · state
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P&L calendar — realized
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Trade loground-trips: entry → exit (most recent)
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Positions opened by ▨ Paper deploys and scheduled paper bots. Same valuation as the live dashboard — but it's simulated money.
Deep Intelligence · BTC regime brain → managed option selling
Sign in — the brain reads live multi-timeframe candles + the option chain. Nothing is pre-written.
Auto-Pilot · paper—
sign in to load auto-pilot state
Runs SERVER-SIDE every check interval — thinks (regime+window+chain), applies the gates (avoided vol hours 17–19 IST · daily entry cap 6 · daily loss stop · max concurrent · per-kind dedupe), enters PAPER with target/SL managed by the per-minute monitor, and squares off a directional position if the regime flips against it with confidence (the TSL replacement). Works with this page closed. Paper only — it cannot touch the real account.
Regime—
awaiting read…
Selling window (non-directional)—
awaiting read…
Directional setup—
awaiting read…
Non-directional setup—
awaiting read…
Automated performance · paperrealized, from the durable ledger
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Every number is computed live from GET /deep-intel (candles + chain). ▨ Paper recomputes SERVER-SIDE before entering, and the per-minute server monitor enforces the target / SL on every leg (TSL replaced by the regime-flip exit). The window model blends the live clock with a static desk study (labeled). Paper only — live stays behind the operator ladder.
Strategies · every book — click a book name to toggle its whole group
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Select
Date range
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Quick
Side
Each strategy — cumulative P&L
Selected combination
Daily P&L of the combination
Strategy leaderboardtick to include in the combination · click a header to sort
Best combinations
size
rank by
Correlation of daily P&Llow / negative = they diversify
Pearson correlation of each pair's daily realized P&L over the selected dates (a day with no close counts as 0). Two strategies that lose on the same days add risk together; a low or negative pair smooths the combined curve.
Combined figures add the strategies' realized P&L exactly as each arm traded it, at each arm's own size — what running them side by side would have produced. Drawdown is measured on the day-by-day cumulative curve. Rounds are per option leg, as in every other book.
Combined book — every round from every book, laid out exactly like the Trade Book · last 30 days · click a book name to toggle its group
Strategies
loading strategies…
Date range
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Quick
Live / open legs
marked to live quotesP&L Calendar
realized P&L on exit day · click a day for its tradesEquity curve
Strategy compare
cumulative P&L per strategy · same date rangeTrades
| Strat | Instrument | Dir | Entry time | Exit time | Lots | Margin | Entry | Exit px | % | P&L $ |
|---|
Risk — % stop-loss
left tailSimulate a hard SL at % of entry premium
Fixed Portfolio
Each F arm is its base arm in every respect except one rule: it refuses any idea whose closest sold strike is
within 1.0% of spot. Backtested over 7,828 rounds (18 Aug – 19 Sep) it cut the family's worst
drawdown from $5,386 to $1,853. Performance below counts only rounds opened since the portfolio started, for both sides.
F arm vs its basegreen / red = the F arm did better / worse than its base (not profit or loss) · today = this IST day · since start = rounds opened after the portfolio went live
Cumulative P&L since start — F arms vs their bases
Recent refusals by the 1% ruleideas the base arm could take and the F arm skipped
A refusal is not a loss avoided by itself — whether skipping was right shows up only in the P&L comparison over time.
The backtest's own caveat applies: most of the rule's edge came from one crash day (18 Sep); on ordinary days it gives up a little.
Fixed Portfolio book — every F-arm round, laid out exactly like the Trade Book
Strategies
Date range
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Quick
Live / open legs
marked to live quotesP&L Calendar
realized P&L on exit day · click a day for its tradesEquity curve
Strategy compare
cumulative P&L per strategy · same date rangeTrades
| Strat | Instrument | Dir | Entry time | Exit time | Lots | Margin | Entry | Exit px | % | P&L $ |
|---|
Risk — % stop-loss
left tailSimulate a hard SL at % of entry premium
Stop-Loss Lab
Each S arm is its base arm in every respect except one rule: no leg's stop-loss can be looser than
100% of the premium received (the leg exits when its premium doubles). Replayed on real option prices
(12–19 Sep) the cap lifted AIA0 $200 → $539, TAIA0 $168 → $532 and VALL $14 → $805 — but most of that came from the
18 Sep crash. Performance below counts only rounds opened since the lab started, for both sides.
S arm vs its basetoday = this IST day · since start = rounds opened after the lab's first entry
Cumulative P&L since start — S arms vs their bases
What to look for: the S arm should lose less than its base on violent days (smaller drawdown, better worst day) and give
back a little on calm days, when a leg that doubled would have recovered. It earns its place only if the first outweighs the second.
Stop-Loss Lab book — every S-arm round, laid out exactly like the Trade Book
Strategies
Date range
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Quick
Live / open legs
marked to live quotesP&L Calendar
realized P&L on exit day · click a day for its tradesEquity curve
Strategy compare
cumulative P&L per strategy · same date rangeTrades
| Strat | Instrument | Dir | Entry time | Exit time | Lots | Margin | Entry | Exit px | % | P&L $ |
|---|
Risk — % stop-loss
left tailSimulate a hard SL at % of entry premium
Live command center
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gates —
readiness gates · every one must pass before live orders
emergency
advanced / recovery ladder →
Live account now every position on the trading account · crypto · stock tokens · commodities
loads with the live read
recent live orders
Live watcher state changes · live entries · exits · alerts — newest first
loads with the live read
Strategy live controls
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Live makes an arm live-CAPABLE. It places REAL orders only while the server is also
ARMED — the badge in each row shows what is actually happening right now. Exit closes an
open round on whichever venue it was opened on. SL / Target are percentages of entry
premium and are read by the monitor on its next pass.
Live Book
Every strategy from every book, with its own live switch. A switched-on strategy places REAL orders at
1 lot(s) per leg — but only while the server is ARMED (Live Control). Not armed = everything
stays paper, whatever the switches say. Paper figures (last 30 days) are shown to help choose; live-adjusted is the same paper rounds at live size, closed where Delta would have liquidated them and without legs under the live minimum premium — judge an algo on that column, not raw paper.
Strategies — enable live per strategy
Round controls (edit SL / target, exit) for live AIA-family arms are in Live Control → per-strategy live controls; every live
round's exits (SL, target, time) route to the real account automatically.
Live book — real-account rounds — only rounds that executed on the REAL account, every strategy, laid out like the Trade Book · last 30 days
Strategies
loading strategies…
Date range
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Quick
Live / open legs
marked to live quotesP&L Calendar
realized P&L on exit day · click a day for its tradesEquity curve
Strategy compare
cumulative P&L per strategy · same date rangeTrades
| Strat | Instrument | Dir | Entry time | Exit time | Lots | Margin | Entry | Exit px | % | P&L $ |
|---|
Risk — % stop-loss
left tailSimulate a hard SL at % of entry premium
Strategies
Date range
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Quick
Side
Live / open legs
marked to live quotesP&L Calendar
realized P&L on exit day · click a day for its tradesEquity curve
Edge map
where the P&L comes from · click a bar to drill the whole book into itEntry hour · IST
Weekday
Exit profile
Outcome distribution · % of entry premium
Strategy compare
cumulative P&L per strategy · same date rangeTrades
| Strat | Instrument | Dir | Entry time | Exit time | Lots | Margin | Entry | Exit px | % | P&L $ |
|---|
Risk — % stop-loss
left tailSimulate a hard SL at % of entry premium
SHADOW LAB · OUR DECODE PAPER-TRADES THE VENDOR'S 3 ALGOS · —
loading rule fit…
Decoded exits
SL 2.7× entry (stop-limit ×1.08) · target 0.18× · re-arm 0.42× stop fill · settle 17:29 IST · weekdays only
Day
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Slot clock 20:25 → 23:36 IST · one dot per strategy row · vendor vs ours—
both enteredboth skippedvendor onlyours onlypending
Accuracy trend per day · agreement · strike exact · SL fit—
enter/skip agreement %strike exact %SL within 10 %
Live paper legs · our decode
streaming
loads from GET /book/trades?group=shadow
Closed decode rounds · last 3 days
Live vs historical P&L vendor realized (captured rounds) vs our decode's paper rounds · per IST day · cumulative
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vendor · real accountour decode · paper
| Day | Vendor rounds | Vendor P&L | Our rounds | Our P&L | Δ (ours − vendor) | Vendor cum | Our cum |
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Row by row vendor actual vs our decode · same slot · same day
| Slot | Strategy | Portfolio | Vendor | Our decode | Ladder | Strike | SL | Target | Verdict | P&L V / S |
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Vendor side = real Delta fills, resting stops and buy-backs captured by the vendor monitor. Our side = paper legs placed by the decoded rules at the same slot clock. A "skip" on both sides is also a match — the decode must reproduce the vendor's silences, not just its trades. Paper only.
Strategies
Date range
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Quick
Live / open legs
marked to live quotesP&L Calendar
realized P&L on exit day · click a day for its tradesEquity curve
Strategy compare
cumulative P&L per strategy · same date rangeTrades
| Strat | Instrument | Dir | Entry time | Exit time | Lots | Margin | Entry | Exit px | % | P&L $ |
|---|
Risk — % stop-loss
left tailSimulate a hard SL at % of entry premium
Strategies
Date range
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Quick
Live / open legs
marked to live quotesP&L Calendar
realized P&L on exit day · click a day for its tradesEquity curve
Strategy compare
cumulative P&L per strategy · same date rangeTrades
| Strat | Instrument | Dir | Entry time | Exit time | Lots | Margin | Entry | Exit px | % | P&L $ |
|---|
Risk — % stop-loss
left tailSimulate a hard SL at % of entry premium
Strategies
Date range
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Quick
Live / open legs
marked to live quotesP&L Calendar
realized P&L on exit day · click a day for its tradesEquity curve
Strategy compare
cumulative P&L per strategy · same date rangeTrades
| Strat | Instrument | Dir | Entry time | Exit time | Lots | Margin | Entry | Exit px | % | P&L $ |
|---|
Risk — % stop-loss
left tailSimulate a hard SL at % of entry premium
Strategies
Date range
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Quick
Live / open legs
marked to live quotesP&L Calendar
realized P&L on exit day · click a day for its tradesEquity curve
Strategy compare
cumulative P&L per strategy · same date rangeTrades
| Strat | Instrument | Dir | Entry time | Exit time | Lots | Margin | Entry | Exit px | % | P&L $ |
|---|
Risk — % stop-loss
left tailSimulate a hard SL at % of entry premium
Strategies
Date range
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Quick
Live / open legs
marked to live quotesP&L Calendar
realized P&L on exit day · click a day for its tradesEquity curve
Strategy compare
cumulative P&L per strategy · same date rangeTrades
| Strat | Instrument | Dir | Entry time | Exit time | Lots | Margin | Entry | Exit px | % | P&L $ |
|---|
Risk — % stop-loss
left tailSimulate a hard SL at % of entry premium
Strategies
Date range
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Quick
Live / open legs
marked to live quotesP&L Calendar
realized P&L on exit day · click a day for its tradesEquity curve
Strategy compare
cumulative P&L per strategy · same date rangeTrades
| Strat | Instrument | Dir | Entry time | Exit time | Lots | Margin | Entry | Exit px | % | P&L $ |
|---|
Risk — % stop-loss
left tailSimulate a hard SL at % of entry premium
Strategies
Date range
→
Quick
vol recorder loads from GET /vol/read
Live / open legs
marked to live quotesP&L Calendar
realized P&L on exit day · click a day for its tradesEquity curve
Strategy compare
cumulative P&L per strategy · same date rangeTrades
| Strat | Instrument | Dir | Entry time | Exit time | Lots | Margin | Entry | Exit px | % | P&L $ |
|---|
Risk — % stop-loss
left tailSimulate a hard SL at % of entry premium
Strategies
Date range
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Quick
Live / open legs
marked to live quotesP&L Calendar
realized P&L on exit day · click a day for its tradesEquity curve
Strategy compare
cumulative P&L per strategy · same date rangeTrades
| Strat | Instrument | Dir | Entry time | Exit time | Lots | Margin | Entry | Exit px | % | P&L $ |
|---|
Risk — % stop-loss
left tailSimulate a hard SL at % of entry premium
Strategies
Date range
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Quick
vol recorder loads from GET /vol/read
Live / open legs
marked to live quotesP&L Calendar
realized P&L on exit day · click a day for its tradesEquity curve
Strategy compare
cumulative P&L per strategy · same date rangeTrades
| Strat | Instrument | Dir | Entry time | Exit time | Lots | Margin | Entry | Exit px | % | P&L $ |
|---|
Risk — % stop-loss
left tailSimulate a hard SL at % of entry premium
Strategies
Date range
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Quick
vol recorder loads from GET /vol/read
Live / open legs
marked to live quotesP&L Calendar
realized P&L on exit day · click a day for its tradesEquity curve
Strategy compare
cumulative P&L per strategy · same date rangeTrades
| Strat | Instrument | Dir | Entry time | Exit time | Lots | Margin | Entry | Exit px | % | P&L $ |
|---|
Risk — % stop-loss
left tailSimulate a hard SL at % of entry premium
Strategies
Date range
→
Quick
Live / open legs
marked to live quotesP&L Calendar
realized P&L on exit day · click a day for its tradesEquity curve
Strategy compare
cumulative P&L per strategy · same date rangeTrades
| Strat | Instrument | Dir | Entry time | Exit time | Lots | Margin | Entry | Exit px | % | P&L $ |
|---|
Risk — % stop-loss
left tailSimulate a hard SL at % of entry premium
Strategies
Date range
→
Quick
Live / open legs
marked to live quotesP&L Calendar
realized P&L on exit day · click a day for its tradesEquity curve
Strategy compare
cumulative P&L per strategy · same date rangeTrades
| Strat | Instrument | Dir | Entry time | Exit time | Lots | Margin | Entry | Exit px | % | P&L $ |
|---|
Risk — % stop-loss
left tailSimulate a hard SL at % of entry premium
Strategies
Date range
→
Quick
Live / open legs
marked to live quotesP&L Calendar
realized P&L on exit day · click a day for its tradesEquity curve
Strategy compare
cumulative P&L per strategy · same date rangeTrades
| Strat | Instrument | Dir | Entry time | Exit time | Lots | Margin | Entry | Exit px | % | P&L $ |
|---|
Risk — % stop-loss
left tailSimulate a hard SL at % of entry premium
Strategies
Date range
→
Quick
Live / open legs
marked to live quotesP&L Calendar
realized P&L on exit day · click a day for its tradesEquity curve
Strategy compare
cumulative P&L per strategy · same date rangeTrades
| Strat | Instrument | Dir | Entry time | Exit time | Lots | Margin | Entry | Exit px | % | P&L $ |
|---|
Risk — % stop-loss
left tailSimulate a hard SL at % of entry premium
Strategies
Date range
→
Quick
Live / open legs
marked to live quotesP&L Calendar
realized P&L on exit day · click a day for its tradesEquity curve
Strategy compare
cumulative P&L per strategy · same date rangeTrades
| Strat | Instrument | Dir | Entry time | Exit time | Lots | Margin | Entry | Exit px | % | P&L $ |
|---|
Risk — % stop-loss
left tailSimulate a hard SL at % of entry premium
Strategies
Date range
→
Quick
Live / open legs
marked to live quotesP&L Calendar
realized P&L on exit day · click a day for its tradesEquity curve
Strategy compare
cumulative P&L per strategy · same date rangeTrades
| Strat | Instrument | Dir | Entry time | Exit time | Lots | Margin | Entry | Exit px | % | P&L $ |
|---|
Risk — % stop-loss
left tailSimulate a hard SL at % of entry premium
Strategies
Date range
→
Quick
Live / open legs
marked to live quotesP&L Calendar
realized P&L on exit day · click a day for its tradesEquity curve
Strategy compare
cumulative P&L per strategy · same date rangeTrades
| Strat | Instrument | Dir | Entry time | Exit time | Lots | Margin | Entry | Exit px | % | P&L $ |
|---|
Risk — % stop-loss
left tailSimulate a hard SL at % of entry premium
Strategies
Date range
→
Quick
Live / open legs
marked to live quotesP&L Calendar
realized P&L on exit day · click a day for its tradesEquity curve
Strategy compare
cumulative P&L per strategy · same date rangeTrades
| Strat | Instrument | Dir | Entry time | Exit time | Lots | Margin | Entry | Exit px | % | P&L $ |
|---|
Risk — % stop-loss
left tailSimulate a hard SL at % of entry premium
APEX is the first book whose every rule came from this desk's own history (14,358 closed paper rounds, 07-21 Sep): premium floor 50/leg (bid-based), entries 19:00-02:59 IST, stop 120%, no underlying stop, target 80%. That history exited at the MID, so APEX rests on the ranking of those splits, not their levels — this tab is its forward validation.
Strategies
Date range
→
Quick
vol recorder loads from GET /vol/read
Live / open legs
marked to live quotesP&L Calendar
realized P&L on exit day · click a day for its tradesEquity curve
Strategy compare
cumulative P&L per strategy · same date rangeTrades
| Strat | Instrument | Dir | Entry time | Exit time | Lots | Margin | Entry | Exit px | % | P&L $ |
|---|
Risk — % stop-loss
left tailSimulate a hard SL at % of entry premium
Live pilot status
arm
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Paired rounds LAIA round vs the AIA round from the same tick · slippage in premium $/lot (+ = live worse)
Unmatched live rounds no AIA round on the same tick (AIA skipped or a different strike side)
LAIA real positions Delta · read-only · only strikes LAIA itself holds; the vendor algos' positions on the same account are excluded
⚡ Spike Lab every BTC burst ≥ 0.3% in 60 s · what the ATM / first-OTM options did at +1/+3/+5/+10 min · bought at the ASK, sold at the BID
loading spike lab…
⚡ SPIKE arm paper · on a genuine burst (≤ 90 s) buy the ATM option in the burst's direction, 200 lots · one at a time · take / stop / hold / burst threshold re-learned every 5 min from Spike Lab evidence + the arm's own closed rounds · trades land in the Spike Book 📕
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🧠 ML Lab directional selling · non-directional selling · buying — every model, time-ordered validation, live read
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Live read · every model probability from each fitted model (top-3 per task refit on all data) and the ensemble
Leaderboards test = last 30% of history, one-day purge gap · top-20% precision = accuracy on the samples the model is most sure about (where an arm would act) · lift = that minus the base rate
What drives it random-forest feature importance per task
🧭 Trade Planner option-market positioning · skew & term · crowding · calendar · regime · portfolio risk · allocation · walk-forward
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Paper arms from these reads every 5 min · 200 lots · AIA-style exits · one per side · 60-min cooldown · 6/day · avoid 17–19 IST · rounds in the Signals Book
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Positioning · open interest by strike walls, max pain, gamma-exposure proxy (+ pinned / − accelerant)
Regime k-means on vol / range / trend over the ML dataset · outcome rates per regime · where we are now
Portfolio risk netted paper book · delta-gamma P&L at ±1×EM · concentration warnings
Allocation suggestion bandit-style weights from the last 7 days of rounds per arm · not applied
Upcoming events recurring defaults; add FOMC / CPI dates via POST /plan/events
ML walk-forward rolling folds: train on everything before, test on the next block · stability of the edge
press ▶ Walk-forward
🌊 Order Flow taker-aggressor flow from the public trades stream · CVD · imbalance · absorption · OFLOW paper arm
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CVD · last 3 hours cumulative buy − sell volume (lots) with price
OFLOW arm sells the 16Δ option on the flow side · AIA-style exits · avoids 17–19 IST · 60-min cooldown · 6/day
🧱 FVG fair value gaps on 15m BTC · open / mitigated / filled · retests with the trend · FVG paper arm
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Opportunities now price inside or within 0.35% of an unfilled gap
Open & mitigated gaps
FVG arm sells the 16Δ option on the gap side when a with-trend gap is retested · one trade per gap · AIA-style exits
🏁 Optimized for Live the proposed live portfolio, run on paper: NALL 75 lots · SKEW 100 · AIA8 50 capped (max 2 open, 8 entries/day) · WALL, OFLOW, CROWD, REGIME 50 · FVG out · 10:00-19:59 IST entry block (not NALL) · replayed on these arms' own paper rounds · after fees
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Cumulative net optimized vs current live set
By strategy lots · rounds · net · PF · win%
🧠 Quant Lab self-learning and mathematical option-selling arms from the overnight research (45 ideas screened, maths + machine learning) that PASSED the two-year Delta-calibrated validation and our real-round check · warm-started from the simulation and LEARNING LIVE from every settled night · paper only, lab-managed ledger
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Open legs 3x premium stop per leg · closed by 17:28 IST
Latest decisions what each arm computed at its last entry check
Market structure recorder every 30 min · dealer gamma exposure (GEX, dealers assumed long calls / short puts; + damps moves, − amplifies) · zero-gamma level · ATM IV term structure · 25Δ risk reversal / butterfly · model-free risk-neutral skew & kurtosis (BKM) — the history the gamma / term-structure / skew research needs before it can be validated
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📚 Research Lab option-selling ideas from published research (22 screened) that PASSED a two-year validation on BTC priced like Delta's own chain, with fees, train 2024-01..2025-06 / test 2025-07..now, and a check on our 18.6k real paper rounds · each arm sells one strangle at 21:00 IST · paper only, lab-managed ledger
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Open legs each leg managed on its own: 3x premium stop and/or the trend-day noise band · closed by 17:28 IST
Latest decisions
Tested and rejected not built
🧭 Frontier Lab twelve option-selling concepts new to this platform, from world research · each builds a multi-leg STRUCTURE from the BTC chain and is closed as ONE position (take-profit / stop on the whole structure, else 17:29) · paper only
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Open structures credit at entry · cost to close now · structure P&L (premium points x 0.001 x lots)
Latest decisions
Listed for later need platform support first
🌌 Nova Book independent option-selling strategies built straight from the research · no AIA family, no Intelligence ranker · each reads the BTC chain itself · paper · 50 lots · after fees
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Cumulative net every Nova arm · 50 lots · after fees
Open positions
Latest decisions every arm checks each 30-minute slot
🧪 Idea Lab every new option-selling idea runs as a PAPER arm = its base arm + that one idea · judged against the base over the same period · 50 lots · after fees · promote to live only on results
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Arm vs base cumulative net · click an arm above
Latest decisions what each arm did at its last check · why it skipped
Phase 2 arms the rest of the 15-idea list (#3 Deribit, #6 gold, #11 roll, #13 liquidation zones, #15 settlement pin) · own paper ledger, real bid/ask · each shows its validation verdict — some were rejected and run only as a paper test
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Roadmap the other ideas from the research list
🪽 Wing Book each short round with vs without a protective long wing · same expiry · bought at the ask when the short opens, sold at the bid when it closes · real recorded quotes (MARK + spread where none) · 50 lots · after fees
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Base vs hedged cumulative P&L of the selected arm · base = no wing
Rounds newest first · selected arm · every wing distance
🎯 Sweep Lab liquidity pools · sweeps · MSS confirmation · futures + directional-selling plans · forward ledger
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calibration loads from GET /sweep
Chart last 160 bars · dashed = resting liquidity pools (red above = buy-side, green below = sell-side) · ▲▼ = sweeps · ● = MSS confirmed
Liquidity pools nearest to spot
Live sweeps newest first · futures plan is shown, never sent · fee R = what Delta's round-trip taker fee costs in R
Forward ledger every live sweep scored on data no backtest has seen · raw = enter on the reclaim · MSS = enter on the structure shift · seller = settlement survival at the plan strike
Calibration
SWEEP arm paper · sells the option beyond the sweep extreme and ≥ min OTM, on the side the sweep favours · one trade per sweep · AIA-style exits
🕘 Window Lab which entry hours pay · WAIA = AIA8 logic restricted to the winning hours · control = AIA8 (all hours)
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Closed rounds by entry hour · AIA family $ per round at 200 lots · clean = since the monitor fixes (4 Sep 17:30) · early = 19 Aug to 4 Sep (monitor bugs in play)
By arm
Windowed twins vs their base arms every AIA-family arm replicated as-is; the twin enters only in the optimal hours · clean-period closed rounds
🤖 AI Agent every read on the desk → one decision a minute: buy · scalp buy · directional sell · non-directional sell · wait
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Scoreboard 0–100 per playbook · threshold to act · every point explained
Adaptive plan entry distance · stop · target derived from ML, vol, structure and the agent's own feedback
What the agent sees vol · ML · positioning · skew · crowding · regime · order flow · FVG · spikes · pivots · zones · clock · calendar
Ask the engine answers from the same scoreboard, plan and tape the arm trades on — self-contained, no external AI
Decisions & positions every trade the agent placed lives in the AI Agent Book 📔
Instrument settingscrypto
Entry settings24×7 market
Legwise settings
Quick templatesone click → fills legs
Leg builder
Payoff preview
Overall strategy settingsUSD · 1 USD ≈ ₹85
Backtest duration & actionspaper until server live-switch
Full leg-based builder for Delta Exchange & CoinSwitch crypto. Payoff, max P/L & POP recompute live from spot (model estimate). Backtest + deploy run ONLY on the backend engine.
Backtest configuration—
Equity curvenet of friction
Result detailfrom POST /backtest
Run a backtest — results come only from the backend engine on real Delta option history; nothing is simulated in the browser.
Backend engine · real Delta historical option prices, fee + slippage model. The live engine runs the same config forward in paper, then live.
IV skew — today's expirymark IV by strike
Implied vs realizededge = IV − RV
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ATM implied
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Realized 24h
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Short-vol edge
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IV / RV ratio
connect to load — values come from GET /intel (live chain + 24h realized), never hardcoded
Term structuredaily → weekly
Volatility seasonality clockSTATIC REFERENCE STUDY (BTC hourly realized vol, 2024–26) — not live data
Calmest windows 12:00–16:00 IST and weekends realize ~½ the weekday move — best premium-decay conditions.
Busiest / riskiest 17:00–20:00 IST (US session). The vendor's 20:25–20:31 entries sit right at the top of the vol ramp.
Safest entry ~23:00 IST — post-ramp, into the calm overnight.
calm
elevated
high vol
now
Skew + IV/RV tiles are LIVE (GET /chain + /intel). The seasonality clock is a static reference study of BTC hourly realized vol, not a live feed.
Live bots · backendscheduled & running from the server
Custom Python scriptsyour on_tick(ctx) · paper or live
runs every ~60s · orders pass the risk gate; live needs the server switch
Deployed by youbuild one in ⊞ Strategy Builder
All strategies above stream from the backend (GET /strategy/list · /script/list). Vendor-algo positions on the real account appear in Terminal/Positions via /book — this screen shows only what YOU deployed here.
Margin utilisation—
Margin healthequity ÷ margin
Liquidation distancenearest
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no liq price from venue
Expiry payoff · BTC bookBTC options + BTC perps/futures
Net greeks · BTC booklive
Controlspaper
Portfolio risk · all assetscrypto · stock tokens · commodities — greeks per underlying (native units), USD totals, ±1/3/5% moves
loads with the risk read
Nearest liquidations · vs each position's own mark
Concentration by asset class
Positionsone-click reduce-only close
Browser alertsTHIS DEVICE ONLY · stop when the tab closes · server alerts live in System Health
Every order passes the risk gate before the OMS. Close/hedge preview unless live trading is enabled — you hold the trigger.
Cumulative P&Laccount ledger
Daily P&L + curvebars = day · line = cumulative
P&L calendargreen = up day · red = down day
Strategy P&Lyour deployed strategies · today & all-time
Trade journalrecent fills from Delta
Built from your Delta wallet ledger + fills (last ~90 days). Realized P&L, fees and funding are the account's own bookings.
Audit logappend-only · GET /audit · newest 100
Connect to load the audit trail. No sample events are shown.
Controlled live trading · Phase IX promotion ladder
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Live readiness
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Readiness gatesevery condition must PASS
Controlled promotionoperator · risk-admin
One switch. ON = every strategy you turned on in the Live Book trades your real account, around the clock, until you switch it off. OFF = everything is paper again, instantly. The server still runs its own checks and falls back to paper on its own if anything breaks.
advanced / recovery
The switch authorises real orders; the first order still passes every server-side gate. Nothing here bypasses the backend.
24×7: the arm renews itself every few seconds while every gate passes, and lapses on its own if the server stops. The first live order is verified (fill + reconcile) before strategies trade freely. After a restart or a recoverable failure it re-arms only after a fresh reconcile; Disarm, Halt, Emergency stop, the kill switch or a risk-policy change end it and it will not come back until you arm again.
24×7: the arm renews itself every few seconds while every gate passes, and lapses on its own if the server stops. The first live order is verified (fill + reconcile) before strategies trade freely. After a restart or a recoverable failure it re-arms only after a fresh reconcile; Disarm, Halt, Emergency stop, the kill switch or a risk-policy change end it and it will not come back until you arm again.
Live from GET /live/status · actions call /live/promote · /live/arm · /live/disarm. Environment & every gate come straight from the server — the UI never decides readiness.
Trade replay✓ NO LOOK-AHEAD
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Trades up to Tas-of the slider bar
Replays a completed backtest bar-by-bar from /backtests/{id}/equity · /trades. The slider reveals only data up to T — equity, position and trades are exactly as-of that moment; future bars are shaded out. No future information is shown (proves no look-ahead).
TrendShift · configureported from Pine v6
Trend-aligned seller: bullish → sell PUT, bearish → sell CALL at your chosen strikes. On a flip it buys back the opposite side (reduce-only) and enters the new side. Runs every minute server-side on closed candles only (no repaint); every order passes the same risk gate. It manages the short legs of the paper book on its sides.
Script sourceeditable before deploy
Deployed python strategiesruns each minute via the server loop
BTC · liveDelta Exchange India
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Open positions
Order ticket · pre-tradesizing & exposure preview
Pre-trade preview only. Execution routes through the server risk/execution path via the Strategy Builder (paper unless the backend is live + armed). No order is placed from this ticket — margin/fees/greek impact are computed server-side on deploy, never faked here.
Live price from Delta's public websocket; greeks & positions from GET /greeks · /book.
Open positionsreal-time · Delta = source of truth
Live from GET /book. Empty = a confirmed FLAT book; a fetch failure shows UNKNOWN, never a fabricated flat.
Connection—
Appearance & session
Trading & safetybackend is authoritative
Secrets are never shown here. Trading mode, risk limits and live-arming are enforced server-side — this screen is read-only status + local preferences.
Order lifecycle
AllOpenFilledCancelledRejectedUnknown
Live from GET /orders. UNKNOWN orders are highlighted — never rendered as a successful order.
Live from GET /reconcile. MATCHED only when there are zero outstanding blockers; an absent verdict stays UNKNOWN — never assumed safe.
Calls · Strike · Puts—
Live from GET /chain (Delta chain, per-strike marks/IV/greeks/OI). Nothing here is synthesised — an empty chain shows a reason, never fake strikes.
account: resolving from backend…
Scenario—
Stress—
Live from GET /options/observability/scenario · /stress. Partial coverage is shown as PARTIAL — never as fully VALID.
Portfolio greeksvalidity —
Limit utilisation · D-1 hard greek limits|greek| ≤ limit → PASS · UNKNOWN never = 0
Live from GET /greeks + /options/observability/portfolio-greeks. Values shown only when the server returns them; STALE/UNKNOWN never rendered as zero.
Service healthcomposite —
Operational metrics/observability/metrics
Alerts/ops/alerts · severity-tagged
Live from GET /ops/health · /observability/metrics · /ops/alerts. Missing sources show UNKNOWN, never HEALTHY.