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Multi-Tool Trading Suite — Real-time Market Intelligence
⚡ 30m Open Spikes — click to expand
| Symbol | ATR Clear % | 30m | D | W | Entry | Stop |
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Earnings IV Ramp (Beta)
LIVE30m Open Spikes
Spike Detection System — S&P 500 — Refreshes every 30s
⚡ Spike Signals
🟢 Bull
🔴 Bear
Symbol
| Symbol | ATR Clear % | 30m | D | W | DRSI | 50% | RB | Gap/ATR | Earns | Entry | Stop | Risk | 📊 |
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| Waiting for 10:00 AM ET scan... | |||||||||||||
📜 Past Signals
🟢 Bull
🔴 Bear
Symbol
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| Symbol | ATR Clear % | 30m | D | W | DRSI | 50% | RB | Gap/ATR | Earns | Entry | Stop | Risk | 📊 |
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| No historical signals yet | |||||||||||||
Last refresh: — | Auto-refresh: 30s
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Daily Spikes
Daily Timeframe Spike Detection — S&P 500
⚡ Daily Spike Signals
🟢 Bull
🔴 Bear
Symbol
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| Symbol | Date | ATR Clear % | VIX | Entry | Stop | Risk | 📊 |
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📈 IV Ramp Scanner — V4 Tiered Discovery LIVE
Pre-earnings call buying · Runup-based tiers · Ichimoku trend filter · 16-25 days to earnings · Exit day-before announcement · No partials, no stops
THE SETUP
Buy a 30-DTE near-the-money call 16-25 trading days before earnings. Earnings IV ramp lifts option premium pre-event. Exit the day before announcement. Never holds through earnings.
THE EDGE
IBKR 10-year validation. V4 gate (RSI 30-50, runup ≥15, td 16-25, spread ≤3, drop BEAR+runup<50) with forward-safe FIRST-day entry. OOS test E(R) = +0.20R (held-out 2021-2025). Two tiers for display: HC (runup ≥50) and SC (runup 15-50). Flat 10% per position, max 5 concurrent = 50% cap. 4-state Ichimoku (HOTSPOT/BEAR/MID/AVOID) is informational only. R = full premium paid.
Q2 2026 EARNINGS CYCLE — WEEK 2
Apr 14 — May 23 · Last scan: Apr 19 17:30 ET
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QUALIFIED
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HC TIER
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SC TIER
Two conviction tiers based on IV runup magnitude. HC (runup ≥50%) and SC (runup 15–50%) are traded at the same flat size — 10% per position, max 5 concurrent (50% cap). Bearish-Ichimoku stocks with runup below 50% are dropped. Tier labels are display-only — both get the same size.
🟢 LIVE V4 SCAN
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Loading live cycle data…
📊 Live V4 scanner — IBKR IV + earnings calendar, updates daily 4:30 PM ET. Empty tiers mean no qualifying candidates today; strict gate is working.
V4 strict mechanical: take every qualifying signal at flat 10%, max 5 concurrent = 50% deploy cap. Zero discretion. Two tiers shown (HC/SC) for display conviction but sized identically. IBKR 10-year test split E(R)=+0.20R (forward-safe FIRST entry).
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TRADES TO TAKE
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TOTAL DEPLOY
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BLENDED EXP E(R)
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CYCLE WINDOW
| # | TIER | TICKER | EARN DATE | TIMING | TD | RUNUP20 | RSI | ICHI | GROUP | SIZE | TIER E(R) |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Loading latest cycle… | |||||||||||
How to use this tab: every row is an order to place. There is no ranking, no cherry-picking, no "best pick" — this is the whole list, in runup-descending order within each tier. If total deploy exceeds 50% (5 concurrent × 10%), take the highest-runup signals first until the cap is reached. The Tiered Discovery tab contains the same data with gate pills and card detail; this tab is deliberately stripped to an execution list.
Forward journal ingestion is wired to this list — every signal here is what gets paper-journaled each day. See the Forward Journal tab for status.
Live forward-test journal. Tracks every qualifying V4 signal from scanner go-live forward. Compares realized E(R) per tier vs IBKR OOS backtest expectation (+0.20R). Status: LIVE as of Apr 20, 2026. V4 rules active since Apr 21, 2026.
🟢 Forward Journal — LIVE
- ✅ Schema v2 —
journal/db/journal.dbwithcandidates_daily,paper_entries,entry_trajectory,scan_runs(+ 5 convenience views) - ✅ 3 V4 paper strategies —
v4_any(baseline, mirrors Mechanical Pick),v4_hc,v4_sc(tier-specific, flat 10% size) - ✅ Data sources wired —
live_cycle_view.run_as_of()for tiering, Schwab/chainsAPI for option quotes (bid/ask/mid/IV), token synced from remote VM cron - ✅ Exit logic — closes every open position on the trading day before
earn_date(handles Mon earnings → Fri close) - ✅ Daily MTM trajectories — every open position logs a daily mark-to-market snapshot with re-evaluated tier + ichi state
- ✅ Cron scheduled — daily 4:50 PM ET Mon-Fri (after V3.2 cycle push at 4:45)
First live scan ran 2026-04-20 06:30 ET (0 qualifying — mid-cycle, expected). First real entries will come in the Apr 20+ cycle as earnings move into the 16-25 td window. Trade-level results visible once positions close (2-3 weeks out for first batch).
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TRADES TAKEN
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REALIZED E(R)
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EXP E(R)
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WIN RATE
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CAGR YTD
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vs SPY
By-Tier Performance (V4 backtest OOS — held-out 2021-2025, waiting for live entries)
| TIER | RULE | OOS n | OOS E(R) | OOS CI lo | LIVE TRADES | LIVE E(R) |
|---|---|---|---|---|---|---|
| HC | runup ≥ 50%, any ichi | — | — | — | 0 | — |
| SC | runup 15–50%, not BEAR | — | — | — | 0 | — |
| TOTAL | V4 combined (FIRST entry) | 834 | +0.195R | +0.12R | 0 | — |
V4 uses flat 10% sizing across both tiers. Tier-specific OOS E(R) cells are blank until live journal data accumulates — historical HC/SC split stats (from V3.4 runup-band analysis) are not directly re-expressible under V4’s collapsed SC band. Forward journal will populate per-tier E(R) as entries accumulate.
Cycle History (waiting for first cycle close)
First cycle: Q2 2026. First entries targeted Apr 22–30 once journal wiring completes. First exits mid-May.
Cycle results will publish here as positions close.
Cycle results will publish here as positions close.
V4 — pre-earnings long call with forward-safe FIRST-day entry. IBKR 10-year backtest, 2021–2025 held-out test split: n=834, OOS E(R)=+0.195R (95% CI [+0.115, +0.276]), 5/5 positive test years. V4 simplifies V3.4 by collapsing SC+BASE into one SC tier and flattening size to 10%.
The trade
Buy a 30-DTE near-the-money call 16–25 trading days before earnings when IV is already ramping. Exit the day before the announcement. Never hold through the event. R = the full premium paid; worst case is −1R (option expires worthless).
The rule
| FILTER | CRITERION |
|---|---|
| Days to earnings | 16 ≤ tdays ≤ 25 |
| IV runup (20d) | ≥ 15% |
| RSI (14) | 30 ≤ rsi ≤ 50 |
| Option spread | ≤ 3% |
| Earnings timing | AMC, BMO, DMT, or UNK |
| Ichimoku | Drop BEAR when runup < 50%. BULL/NEUTRAL always allowed. |
Tiers & sizing (V4)
| TIER | RULE | SIZE |
|---|---|---|
| HC | runup ≥ 50% (any Ichimoku) | 10% |
| SC | runup 15–50%, not BEAR | 10% |
Flat 10% per position, max 5 concurrent = 50% equity cap. Tiers are display-only — HC and SC get the same size.
OOS validation (2021–2025 held-out test): n=834 events, E(R)=+0.195R (CI [+0.115, +0.276]), 5/5 positive years. Forward-safe FIRST-day entry.
Ichimoku as informational (4-group overlay)
Every candidate is also tagged with a 4-group Ichimoku classification. This is displayed in Tiered Discovery and Mechanical Pick for journaling and regime context — it does NOT affect entry or sizing. A 10-year per-event backtest stacking “skip TREND_EXHAUSTION” on top of V3.4/V4 gates removed −245R of profit (p=0.89). IV Runup and RSI already encode that signal. 4-state Ichimoku tags (HOTSPOT/BEAR/MID/AVOID) are displayed on each card as context for the trader; they do not gate or size trades.
| GROUP | 9-STATE SET | MEANING | RAW E(R) |
|---|---|---|---|
| CONTRARIAN_WAVE | pINSIDE_cABOVE, pBELOW_cABOVE | Price pulled into/below cloud but Chikou still above | +0.531R |
| CAPITULATION | pBELOW_cBELOW | Full bearish alignment — often overdone ramp setups | +0.512R |
| CONSOLIDATION | pABOVE_cBELOW, pINSIDE_cINSIDE, pINSIDE_cBELOW, pBELOW_cINSIDE | Mixed signals, sideways regime | +0.469R |
| TREND_EXHAUSTION | pABOVE_cABOVE, pABOVE_cINSIDE | Full bullish alignment — trend already priced in | +0.342R |
Raw E(R) values are from a 5,156-event per-event backtest before V4 gates are applied. After runup + RSI gates, the gap between groups is no longer statistically significant (Δ = −0.006R, p=0.89). This is why it is informational only.
Validation
- Source: IBKR historical options, 2016–2025 (10 years)
- V3.4 in-sample: n=1,636; E(R)=+0.145R; WR=57.6%; 1R hit=39.9%
- V4 OOS (2021–2025 held-out, FIRST entry): n=834; E(R)=+0.195R; CI [+0.115, +0.276]; 5/5 positive test years
- 95% CI on E(R): [+0.119R, +0.172R]
- All-positive-years: 10/10 (only configuration tested that achieves this)
- Ichimoku BEAR filter: Welch t=+3.30, p=0.001; permutation p=0.0018
Version history
| V | CHANGE | RESULT |
|---|---|---|
| V3.1 | Initial gates (RSI/runup/spread/td) | Baseline |
| V3.2 | ATR+VIX tiers; dynamic sizing 15/10/5, 60% cap | CAGR +17.4%, MaxDD 19% |
| V3.3 | IBKR validation; drop AMC-only gate | n=2,796, E(R)=+0.107R |
| V3.4 | Runup-based 3-tier + Ichimoku BEAR filter (LAST entry, look-ahead) | n=1,636, E(R)=+0.145R in-sample; +0.20R OOS with FIRST entry |
| V4 | Simplified: 2 tiers display (HC/SC), flat 10% size, FIRST-day entry (forward-safe) | OOS n=834, E(R)=+0.195R, 5/5 positive test years |
| — | Ichimoku 4-group informational overlay (Apr 20) | No change to execution — added to journal/UI only |