Live Volatility Regime

Which Strategies Fit Today

Reads your vix.json feed and re‑ranks the premium strategies against the current regime. Edit the VIX to see the board shift.

VIX
17.6
Normal Connecting to vix.json…
815203045+
Favored at this VIX

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.

The Strategy Stack

Five Engines — With the Losing Days Shown

Real samples, but with the part the brochures cut: the loss distribution and where the tail lives.

My Personal Playbook

Strategy Ranking

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.

System Architecture · Your Build

Mapped to What You Already Own

Not a SaaS shopping list — your Python / MySQL / cron / IBKR stack, and the pieces already live on proroofer.ca.

The Edge Stack

Edges You Measure, Not Assume

Every "win rate" here is a hypothesis to test on your own fills — never a number to trust because a page asserted it.

Risk of Ruin · Monte Carlo

The Section That Keeps You Alive

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.

Monte Carlo Risk Engine

Win rate80%
Avg win (% acct)0.5%
Avg loss (% acct)1.0%
Tail‑event chance / trade1.5%
Tail loss size (× normal)
Trades / month40
Median 12‑mo return
Risk of ruin (‑50%)
Bad case (5th pct)
Median max drawdown

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.

Position‑sizing rules

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.

What actually blows accounts

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.

The Daily Routine

Boring, On Purpose

This is how the P&L actually gets made — process, not adrenaline.