Pulses
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| Ticker | Generated | Expiry | Algo | P&L Chart | Score | Status | |
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✨ AI Market Analyzer
Ask anything about stocks, options, or market conditions
📚 Signal Ledger
Every signal — active & resolved — filterable by algo, outcome, source
| Ticker ↕ | Algo ↕ | Strategy | Bias | Source | Entry | Target / Stop | Status | P&L ↕ | Hold ↕ | Generated ↓ | Resolved ↕ | Trigger |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
⚙️ Wheel Tracker
Mechanical income loop: sell CSPs → if assigned, sell covered calls → repeat
Start a new wheel
📚 How the Wheel Works
- Sell a Cash-Secured Put on a stock you'd be happy to own. Collect premium upfront.
- If the put expires worthless → keep the premium, repeat.
- If you get assigned → take 100 shares at the strike price.
- Sell a Covered Call against your shares. Collect more premium.
- If the call expires worthless → keep the premium + shares, sell another call.
- If you get called away → sell shares at strike, cycle complete, start over.
Goal: Continuously collect premium until called away, then repeat. Annualized yield typically 15–30% on quality underlyings. Read the full guide →
⚡ 0DTE Iron Condors
Same-day expiry SPY/QQQ/IWM iron condors — defined risk, intraday theta capture
📚 About 0DTE Iron Condors
0DTE (zero days to expiration) iron condors are now ~24% of all US options volume and ~62% of SPX volume. They profit from intraday theta decay if the underlying stays inside the inner wings.
- How it works: Sell put spread + sell call spread, both expiring same day
- Win rate: Typically 70-85% per trade with ~15 delta short strikes
- Best window: 9:30 AM - 3:30 PM ET (last 30 min too volatile)
- Risk: Defined max loss = wing width minus credit collected
🎯 Poor Man's Covered Call
LEAPS diagonal — capital-efficient covered call substitute on expensive stocks
📚 About PMCC (LEAPS Diagonal)
Buy a deep ITM LEAPS call (~80 delta, 6-12+ months out) instead of 100 shares, then sell a near-term OTM call (~30 delta, 30-45 DTE) against it monthly. Captures most of the upside of a covered call for ~30% of the capital.
- Capital efficiency: Typically 60-75% less capital than buying 100 shares
- Best for: Expensive stocks (NVDA, TSLA, GOOG, AMZN, COST)
- Risk: LEAPS time decay accelerates in final 90 days — roll before then
- Win rate: Similar to covered calls; assignment risk on short call if stock rallies
🛡️ Portfolio Hedge
Institutional-style collars and protective puts for concentrated long positions
📚 About Protective Collars
Family offices and institutions use collars to lock in unrealized gains on concentrated positions without triggering taxes. Buy a downside put + sell an upside call — the call premium offsets the put cost, often producing a near-zero-cost hedge.
- Structure: Long stock + long ~5% OTM put + short ~5% OTM call
- Best when: You hold appreciated shares and want to ride out volatility
- Trade-off: Caps upside in exchange for downside protection
- Cost: Often near-zero ("zero-cost collar") when IV is balanced
📊 Benchmark — Autonomous Trading
Strategic analysis · broker matrix · competitor landscape · Phase 0 controls
⚙️ Phase 0 Auto-Trader
Admin-only · Alpaca paper trading · Hard-locked to paper mode
TL;DR Verdict
| Best broker for v0 | Alpaca, paper-only, admin-only |
| Multi-broker for v1 | SnapTrade ($2/user/mo, ~20 brokers) |
| Legal model | Non-discretionary "1-tap execute" — never discretionary, never pooled funds |
| What we CAN'T do | Take user deposits, autonomously trade, charge perf fees |
| Phase 0 (today) | Admin-only Alpaca paper executor |
| Phase 2 RIA cost | ~$50K–$100K legal year 1, ~6 months Form ADV |
Broker Comparison (Direct Integration)
| Broker | API | OAuth | Options | Cost | Verdict |
|---|---|---|---|---|---|
| Alpaca | ✅ REST | OAuth 2.0 | Full chains | $0 | Use this for v0 |
| E*TRADE | ⚠️ Legacy | OAuth 1.0a | Yes | $0 | Skip — MS winding down |
| Fidelity | ❌ None | — | — | — | Impossible direct |
| Interactive Brokers | ✅ TWS | Client Portal | Yes | $0–$1/trade | Phase 2 |
| Robinhood | ❌ | — | — | $0 | Aggregator only |
| Schwab | ⚠️ Gated | Invite-only | Yes | $0 | Aggregator only |
| Webull | ⚠️ Partner | — | Yes | $0 | Aggregator only |
The Aggregator Path: SnapTrade
YC-backed unified trading API. One integration → 20+ brokers including Fidelity, Robinhood, Schwab, Webull, IB. $2 per connected user per month, unlimited API calls.
| Paying users | SnapTrade cost/mo | % of Max ARPU |
|---|---|---|
| 100 | $200 | ~8% of $24.99 |
| 1,000 | $2,000 | ~8% |
| 10,000 | $20,000 | ~8% |
Competitive Landscape
| Product | Model | Pricing | Reg posture | Lesson |
|---|---|---|---|---|
| Composer.trade | No-code visual algos | Free → $228/yr | Broker-dealer + RIA | 5-yr full-license journey |
| Tickeron | Robot marketplace | $60–$250/mo | Non-discretionary | Copy robot stat cards |
| Trade Ideas Holly | AI signals + auto-trade | $99–$228/mo | Non-discretionary | "Holly" AI character branding |
| Capitalise.ai | NL strategies | $0–$50/mo | Non-discretionary | NL parser is the moat |
| Streetbeat | Robo-stock-picker | 0.25% AUM | Registered RIA | Day-one full license |
| eToro CopyTrader | True copy trading | Spreads | Own brokerage | ~$10M to replicate |
Phase Plan
Full deep-dive: docs/AUTONOMOUS_TRADING_ANALYSIS.md
📊 Earnings Volatility
Long vs short straddle/strangle — implied move vs historical move edge
📚 About Earnings Volatility Plays
Pre-earnings, option premium gets bid up as the market prices in event risk. The edge case: was the implied move worth what the premium costs? We compare a curated 8-quarter historical move average to an implied move estimate (realized vol × 1.85 ER inflation factor) and recommend the side with positive expected value.
- LONG straddle: historical > implied → buy ATM call + put, profit on big move either way
- SHORT straddle: implied > historical → sell ATM call + put, collect IV crush after ER
- Strangle alternative: ~5% OTM strikes, ~60% of the premium for similar payoff structure
- Risk: short straddles have undefined risk — define with iron condor wings
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📋 Options Chain
Model-calculated Greeks · Alpaca data + Black-Scholes
🏆 Leaderboard
Algorithm performance rankings — last 30 days
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Test strategies against historical data
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💬 Community
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🔧 Under Development
These strategy scanners are being built — not yet live
⚠️ Less Preferred in SignalPro — Securities Lending Required
These strategies require borrowing shares or face elevated borrow costs. SignalPro may surface limited signals here but ranks them lower due to execution friction, squeeze exposure, and unpredictable holding costs.
🚫 Not in SignalPro System
These strategy types carry unlimited or undefined maximum loss. SignalPro only surfaces defined-risk strategies where your maximum downside is known at entry. The following will never appear as signals on this platform.
Every signal in SignalPro has a known maximum loss at entry. Spreads (bull/bear call/put), iron condors, iron butterflies, covered calls, cash-secured puts, and long options all qualify. This means you always know your worst case before placing the trade.
🧠 Algo Performance
Win rates, P&L and equity curves per algorithm
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