Reads your vix.json feed and re‑ranks the premium strategies against the current regime. Edit the VIX to see the board shift.
VIX is the backdrop, not the trigger. It sets the market regime; for a single‑name trade, that stock's own IV Rank matters more. Use VIX to pick the strategy family, IV Rank to pick the name.
Real samples, but with the part the brochures cut: the loss distribution and where the tail lives.
Ranked by profit potential, win-rate potential, and capital efficiency — my own scorecard, not a guarantee of results. Click a strategy to see a sample trade.
Stars and scores are a personal, subjective ranking — not backtested statistics. See the Risk section before sizing any of these.
Not a SaaS shopping list — your Python / MySQL / cron / IBKR stack, and the pieces already live on proroofer.ca.
Every "win rate" here is a hypothesis to test on your own fills — never a number to trust because a page asserted it.
A streak formula lies to premium sellers — it shows ~0% ruin exactly when the fat tail is worst. This simulates thousands of paths including rare large losses.
Kelly (full) for these inputs: — — and full Kelly is reckless on fat‑tailed options. Use a quarter to a half of it. The takeaway: crank the tail chance or size and watch a "safe" 80% win‑rate strategy sprout a real ruin probability. That's the risk the streak formula hides.
Never risk >2–3% of the account on one trade · total beta‑weighted delta capped near 15% of notional · daily stop at 5% (then done for the day) · weekly stop at 8% (halve size) · correlated positions count as one — five SPY spreads are a single bet.
Sizing up after losses to "make it back" (the #1 killer) · full‑size undefined risk into binary events · ignoring correlation · 0DTE gamma with no stop · and believing "15%/month" claims without seeing the blown accounts behind them.
This is how the P&L actually gets made — process, not adrenaline.