Suggested entries
Confirmed mean-reversion setups on the right side of the 20-day median (score β₯ 6). Nothing here means no clean entry today β that's the point.
Ξ75β80 long-dated calls that pass Gate A (extrinsic β€40%) and Gate C (carry β€8%/yr) and a clear 5-day uptrend.
Market Pulse
Engine-selected contracts
| Ticker | Type | Strike | Expiry | DTE | Ξ | Mid | IV | OI | Spread | POP | Yield / cost |
|---|
Deep dive
Market backdrop
Sources: VIX via Yahoo Β· stock Fear&Greed via CNN Β· crypto Fear&Greed via alternative.me Β· 2Y/10Y & Fed funds via FRED. Context only β the signal rules key off each ticker's own price action, not these.
The rules
1 Β· Structural gates β every CSP & CC must pass all
| Rule | Threshold | Why |
|---|---|---|
| DTE (days to expiry) | 21β45 Β· target 30 | the monthly cycle |
| Delta | 0.20β0.45 Β· target 0.30 | ~30Ξ sweet spot |
| Premium | β₯ 1.2% of spot | worth selling; β₯1.5% = π₯ strong |
| Open interest | β₯ 100 | liquidity |
| Bid/ask spread | β€ 15% of mid | tradeable |
| Earnings | none within 7 days | no gap risk into the print |
2 Β· Bollinger median β the directional gate
| Strategy | Rule | Meaning |
|---|---|---|
| CSP | %B < 0.5 (below 20-day median) | sell puts into weakness |
| CC | %B β₯ 0.5 (above median) | sell calls into strength |
3 Β· Mean-reversion timing β the setup score
A turnaround, not just the right side of the median. Points accrue; π’ FULL β₯10 Β· π‘ PARTIAL β₯6 Β· π building β₯3 Β· π΄ none. Only β₯6 is listed as a suggestion.
| CSP (fade a bottom) | CC (fade a top) |
|---|---|
| Dropped to lower band then bounced (3-session) | Spiked to upper band then rolled over (3-session) |
| RSI dipped <30 and turned up (5-session) | RSI ran >70 and turned down (5-session) |
| Bullish candle reversal (3-session) | Bearish candle reversal (3-session) |
| IV rich vs realized (fatter premium) | IV rich vs realized (fatter premium) |
| Veto: still walking the lower band = breakdown | β |
4 Β· LEAP β a buy, not premium income
Cost is judged in extrinsic value (the dollars you pay for time), not IV β IV is only the input that inflates it. A LEAP qualifies only if it passes A and C and the trend.
| Element | Rule |
|---|---|
| Delta | 0.75β0.80 (deep ITM = intrinsic-led) |
| DTE | 180β900 Β· target ~542 (Jan-2027+) |
| Gate A β time-premium share | extrinsic β€ 40% of premium |
| Gate C β carry rate | (extrinsic Γ· spot) Γ 365/DTE β€ 8%/yr |
| Clear trend (5-session) | above 50 & 200-MA Β· 50β₯200 Β· RSIβ₯50 rising Β· no bearish candle |
| Green dot (timing) | cheap IV vs realized + healthy RSI + aligned trend |