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v0.2.0 — Options Strategies: Wheel, Covered Calls, Iron Condors, Autoresearch

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@sbauwow sbauwow released this 23 Apr 14:08
· 13 commits to master since this release
v0.2.0
35b9ca1

Highlights

Options strategies

  • theta — cash-secured put wheel at ~25Δ / 30-45 DTE, flips to covered calls on assignment (be right and sit tight)
  • covered_call_screener — ranks dividend-paying stocks by annualized if-called yield + captured dividend; new TRIGGER-chain buy-write live execution
  • gamma_scanner — long-straddle candidates where implied vol is cheap vs realized vol (scan-only)
  • unusual_activity — flags contracts where today's volume exceeds open interest by a configurable multiple (scan-only)
  • Multi-leg execution for vertical spreads and iron condors (see docs/multi-leg-execution-plan.md)

New equity strategies

  • brown_momentum — Constance Brown's RSI range-shift + Composite Index divergence + Derivative Oscillator
  • tick_breadth — intraday \$TICK vs price non-confirmation divergence, long-only
  • ah_sniper — deep-discount LIMIT buys in after-hours (16:00-20:00 ET) at close − N × ATR

Research & data

  • autoresearch pipeline — walk-forward backtest + Monte Carlo + bootstrap Sharpe CI + SPY baseline + LLM critique, writes per-strategy markdown reports and a ranked leaderboard
  • Quant research feed — arXiv, Papers With Backtest, Alpha Architect, Hudson & Thames with keyword relevance scoring and optional LLM summaries
  • New scrapers: earnings calendar (Briefing.com), dividend calendar, splits calendar, upgrades/downgrades
  • High/low scanner (hilo.py) — fresh N-day highs/lows across the configured universe

Risk & execution

  • Earnings / ex-dividend blackout gate on BUYs (warn or block)
  • Cash sweep command (/sweep) — moves idle cash to SWVXX or SGOV
  • Per-strategy LIVE_* toggles for every new strategy, all default off

Testing

  • 733 tests passing across backtest validation, covered calls, iron condors, verticals, buy-write execution, scrapers, Telegram approval flow, tick breadth, Brown indicators, and quant research

Upgrade notes

  • Bumped to 0.2.0 from 0.1.0
  • New env vars — see updated .env.example for THETA_*, AH_SNIPER_*, TICK_*, BROWN_*, COVERED_CALL_*, GAMMA_SCANNER_*, UNUSUAL_ACTIVITY_*, AUTORESEARCH_*, QUANT_RESEARCH_*, SWEEP_*, EARNINGS_BLACKOUT_*, DIVIDEND_BLACKOUT_*
  • All new LIVE_* toggles ship as false — strategies are scan-only until explicitly enabled
  • Run uv sync to pick up any dependency changes

Commands added

./run.sh hilo, ./run.sh earnings, ./run.sh autoresearch

Full changelog: ...v0.2.0

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