Every strategy the engine scans for
39 strategy families, grouped by the mechanism that actually pays them. Each one says what it is, the conditions it needs, why the setup works, and what goes wrong. Open any of them and you can run it on the live market in one click.
Linear Risk Premia & Style Factors
15 families · Delta-One exposures driven by priceTake hard delta-one exposures but alternate direction based on systematic signals. Trend & Momentum / Sector Rotation assume the current directional move (up or down) will persist — pro-cyclical directional.
Trend & Momentum
Ride strength, press weakness
Mean Reversion
Buy the oversold, fade the overbought
Quality & Value
Own compounders, buy cheap
Equity Income
Get paid in dividends
Market-Neutral / Pairs
Long one, short the other
Sector & Thematic Rotation
Rotate into what's leading
ETF Trend & Momentum
Ride the strongest ETFs
ETF Mean Reversion
Bounce the oversold ETF
ETF Income & Quality
A steady income sleeve
Defensive / Risk-Off Rotation
Play defense when SPY breaks
Tactical & Leveraged
Short-horizon, high-octane wrappers
ETF Relative Value / Pairs
One ETF vs another
FX via ETFs
Currency views through ETF wrappers
Rates / Duration via ETFs
Bonds, duration & the curve
Commodities via ETFs
Gold, oil & seasonal plays
Options Yield & Volatility Arbitrage
9 families · Non-linear execution capturing Theta & VegaThe primary engine is the gap between implied and realised volatility, traded on either sign. Short-vol harvest (the bulk of the pillar — premium selling, condors, buy-writes) captures the variance risk premium by selling expensive IV when the market over-prices future variance: bounded loss, positive theta, range-bound bet.
Directional Options
Express a view with calls & puts
Premium Selling / Income
Collect theta on calm names
Volatility Arbitrage
Trade vol vs reality
Structure & Term Spreads
Trade the curve & asymmetry
Income Hybrid — Buy-Write / Wheel
Systematic income on owned shares
Directional ETF Options
Calls & puts on the index / sector
ETF Premium Selling
Sell premium on deep-liquidity majors
ETF Volatility Arbitrage
Cross-ETF vol mispricing
ETF Buy-Write / Collar
Income + protection on a core ETF
Microstructure & Flow Dynamics
5 families · Order flow, dealer positioning & liquidityTargets sharp, structural directional moves triggered by structural mechanics rather than fundamental changes. When options flow or sweeps hit extreme levels, or short interest sparks a reflexive squeeze, it triggers systemic dealer hedging.
Insider & Institutional Flow
Follow insider and institutional ownership
Short Squeeze & Reflexive Flow
Trade reflexive crowd flows
Gamma, Vanna & Charm Flows
Trade dealer-positioning mechanics
Options Flow / Sweeps
Follow institutional sweeps
Index Gamma & Dealer Flows
OpEx mechanics on the index
Event Catalysts & Asymmetric Convexity
10 families · Corporate & macro events, tail hedgingGenerally directional-agnostic at inception, but hyper-focused on magnitude. The mathematical engine is positive gamma: downside is structurally capped at the premium paid, while upside accelerates non-linearly as Delta scales toward 1.0.
Catalyst — Directional
Position into the event
Merger Arb & Corp Actions
Trade announced deals and corporate events
Event / Earnings Options
Directional into a print
Event Volatility
Trade the move, not the direction
Cheap Convexity
Buy underpriced optionality
Long Convexity / Tail
Buy persistent tail convexity
Overlay & Protection
Protect or enhance a stock position
Macro-Event Volatility
Trade FOMC / CPI like a print
ETF Cheap Convexity
Cheap calls on an oversold ETF
ETF Long Convexity / Tail
Index-level tail convexity
Educational material, not investment advice. Nothing on these pages is a recommendation to trade any security or structure. Options trading involves substantial risk of loss and is not suitable for all investors.