gammarips-trade-plan

GammaRips trade plan

Build the user's own trade plan from GammaRips data. Run the steps in order. If a step fails, say which one and continue where you can.

Steps

1. Session and freshness. Call get_market_calendar_status() and get_market_calendar_status(view="freshness"). If the market is closed, plan for the next session and say when the next pool lands (about 06:00 ET).
2. Regime. Call get_regime_context(). The rail passes when VIX is at or below VIX3M. If it fails, say so. A failed rail makes the default answer a no-trade unless the user chooses otherwise.
3. Risk budget. Use the user's risk budget per trade. If you do not know it, ask one time. If the user does not answer, plan with a maximum loss of 500 USD per trade and say that you assumed it.
4. Pool. Call get_pool(view="enriched"). Note each name's selected contract, delta, days to expiration, thesis, and catalyst.
5. Shortlist. Use the user's criteria. If the user has none, start with |delta| 0.20 to 0.46 (the engine's reference band). Take up to 5 names into the checks.
6. Checks for each name.
   • Earnings: get_signal(ticker=..., view="earnings"). Drop a name with earnings before expiration, unless the user wants an earnings trade.
   • Liquidity: get_liquidity(contract=...). Drop a contract with thin open interest or no prints today. Keep the best 1 to 3 that pass. Say why each one passed.
7. Exit from history. Call query_outcomes(view="harvest", targets=[25, 50, 75, 100], stops=[20, 30, 40]) and query_outcomes(view="surface", aggregate_only=True). Select a target that past pool contracts touched often enough, and a stop outside the normal adverse move (the MAE quantiles). Score the pair with query_outcomes(view="exit_rule", target_pct=<T>, stop_pct=<S>). Give the touch rates with their horizon (3 trading days) and row count.
8. Size. Contracts = maximum loss / (premium x 100 x stop), with the stop as a fraction (30% = 0.30). Round down. If the result is 0, say the contract is too expensive for the budget.