Three parts, one job: protect the downside.
The engine sells far out-of-the-money SPX credit spreads that expire the same day. Every trade passes through the same three checks, in the same order, every day.
Day gate
Should we trade today at all?
Before anything else, the engine reads the day. Some days on the market calendar are skipped entirely. On days that look rough, it doesn't just guess. It raises the bar, so a trade has to be both further away and better paid before it qualifies.
Entry
Which spread, and is it worth it?
The engine looks for strikes well away from the current price, sized against how far SPX is expected to move that day. It only sells when the premium justifies the risk, and it steers clear of key market levels and fading momentum.
Exit
When to get out, decided by rules.
Once a trade is on, several independent signals keep watching it, and the engine exits when enough of them agree. It also asks a simple question all day: can price still realistically reach our strike in the time left? A hard stop caps the damage, and winners are closed early once there's little left to gain.
Same rules in backtests and in the running engine.
Want to know more?
We keep the specifics private, but we're happy to talk about the approach. Send us a DM on X.
Message @zerodaypilot