ML-ranked directional options on surging interest
MLSO is a directional debit strategy that uses machine learning to rank and select high-conviction long calls or puts where recent open interest surges and volume-to-OI ratios signal growing trader interest. It scans symbols daily, evaluates calls and puts across qualifying expirations, and applies strict filters for liquidity (high OI/volume, tight spreads), IV characteristics (capped rank, optional drop preference), Greeks bounds, and theoretical metrics (strong probability of profit, leverage, and return potential). The ML predictor scores entries based on features like IV rank, surge percentage, volume-to-OI, and Greeks, enforcing a minimum confidence threshold. Entries prioritize flow momentum with broad quality gates; earnings are optionally avoided. Exits include profit targets, stops, half-profit rules, trailing stops, IV crush detection, Greeks-based exits, stalling detection, and time decay considerations near expiration. MLSO combines ML-driven edge with flow-aware, liquid debit plays.
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ML-ranked directional options on surging interest — extended DTE for longer horizons
EMSO adapts the MLSO framework for much longer-dated options (high MaxDTE, often in LEAPS territory), allowing ML-scored, surge-filtered calls/puts more time to capture extended trends or flow-driven moves with reduced theta pressure. It retains the core ML ranking, flow momentum filters (open interest surges, volume-to-OI), liquidity/IV/Greeks/theoretical quality gates, and diversified exit rules of MLSO, but emphasizes patience for larger, multi-month or multi-year theses with slower time decay. Earnings avoidance remains optional. EMSO targets high-conviction directional debits suited to longer-term conviction plays.
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Quality pullback entries in strong trends with filtered directional options
TAPO is a trend-continuation debit strategy that buys long calls (in uptrends) or puts (in downtrends) after a quality counter-trend pullback, only in strong macro and trend regimes. It requires favorable macro conditions and sufficient trend strength, then confirms a meaningful pullback against the prevailing trend over a recent window. Options across qualifying expirations are filtered for liquidity, IV characteristics (capped rank, optional drop), Greeks balance, and theoreticals (strong probability of profit, leverage, and return potential). Strikes stay near at-the-money with deviation limits. No heavy flow reliance — focus is on trend context, pullback quality, and tradability. Exits use profit targets, stops, half-profit rules, trailing stops, IV drop detection, Greeks thresholds, stalling detection, and time decay rules. TAPO seeks disciplined, higher-probability entries on retracements within qualified trends.
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Post-earnings directional options on confirmed momentum and IV contraction
PEMO is a directional debit strategy that targets high-conviction long calls or puts immediately after earnings announcements, focusing on setups where the stock shows strong momentum in the direction of the surprise move and implied volatility has contracted post-event. It scans for symbols with recent earnings, confirms directional follow-through (e.g., gap + continuation), and evaluates calls or puts across qualifying expirations with strict filters for liquidity (high OI/volume, tight spreads), post-earnings IV characteristics (significant drop preference), Greeks balance, and theoretical metrics (strong probability of profit, leverage, and return potential). The ML predictor (if enabled) scores entries using features like IV change, volume surge, momentum strength, and Greeks, enforcing a minimum confidence threshold. Entries prioritize confirmed post-earnings flow and momentum with broad quality gates to avoid traps. Exits include profit targets, stops, half-profit rules, trailing stops, further IV dynamics, Greeks-based exits, stalling detection, and time decay considerations. PEMO aims to capitalize on earnings-driven trends after the volatility crush, combining event momentum with systematic quality filters for asymmetric debit opportunities.
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ML-ranked directional options exploiting crowd-sourced vs. IV mispricings
PVOL is a directional debit strategy that combines machine learning with crowd-sourced probabilities from Polymarket to identify and rank high-conviction long calls or puts where option implied probabilities diverge significantly from market consensus, revealing potential mispricings. It scans symbols daily, evaluates calls and puts across qualifying expirations, and calculates probability deltas by comparing Black-Scholes-derived event probabilities (from IV) against Polymarket’s binary outcome prices. Strict filters enforce liquidity (high OI/volume, tight spreads), IV characteristics (capped rank, optional drop preference), Greeks bounds, and theoretical metrics (strong probability of profit, leverage, return potential), plus a configurable minimum mispricing threshold on the Polymarket delta. The ML predictor scores entries using features including IV rank, OI surge percentage, volume-to-OI, Greeks, and the Polymarket probability delta, requiring a minimum confidence level. Entries target IV inefficiencies highlighted by Polymarket’s wisdom-of-the-crowd. Exits include profit targets, stops, half-profit rules, trailing stops, IV crush detection, Greeks-based exits, stalling detection, and time decay considerations near expiration. PVOL merges ML-driven selection with cross-market arbitrage insights, delivering liquid, mispricing-aware debit plays.
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