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🎯 PIT Iron Condor

Paper-bot dashboard · uppdaterad 2026-06-04 05:15:33 · auto-refresh 60s
Konto
$200,248
Init: $200,000 · 2026-06-04
Total Return
+0.1%
Sedan start (8 dagar)
CAGR (annualized)
n/a
behöver ≥30 dagar (har 8)
Max Drawdown
-3.9%
peak-to-trough (7 punkter)
Calmar Ratio
n/a
behöver CAGR + MaxDD
Open Positions
8 / 8
100% utilization
Universe
—
top-100 by prior-year IC-Sharpe

Equity Development (live)

📊 Live equity från state/equity.csv. Startade 2026-05-27 på $199,841. Backtest-target: CAGR 45.9% / Calmar 14.94.

Signal-ranking (—)

Primary (cap=8) + fallback-kandidater (rank 9+). Status: 🟢 open i portföljen, ⚪ skippad (R/R / wings), ○ ready för fallback.
Ingen signal genererad än — kör daily_run.py
Open IC-positions (8/8) — sorteras efter entry-datum (äldsta först)
Ticker Entry Exp Cts Legs (+long / −short) Spot (entry → now) Zone Credit Max Risk R/R DIT / DTE MtM P&L PnL % of credit Regime
XLC 2026-05-27 2026-06-12 18
+131.0 LC $0.19
−119.0 SC $0.73 [0.55/0.90]
−115.0 SP $0.93 [0.75/1.10]
+103.0 LP $0.12
$116.73 → $112.08
-3.98%
utanför
SP --2.6% / SC +6.2%
 $2,351 $-19,191 12.3% 8d / 8d $-3,413 -145.1% MIXED
V 2026-05-27 2026-06-12 6
+370.0 LC $0.08
−337.5 SC $3.05 [2.80/3.30]
−320.0 SP $2.81 [2.58/3.05]
+285.0 LP $0.16 [0.03/0.35]
$328.76 → $314.30
-4.40%
utanför
SP --1.8% / SC +7.4%
 $3,347 $-17,623 19.0% 8d / 8d $-1,501 -44.8% MIXED
UBER 2026-05-27 2026-06-12 39
+81.0 LC $0.09 [0.01/0.16]
−74.0 SC $1.00 [0.96/1.04]
−68.0 SP $0.95 [0.91/0.99]
+61.0 LP $0.10 [0.01/0.20]
$70.82 → $71.28
+0.65%
inom
SP -4.6% / SC +3.8%
 $6,787 $-20,436 33.2% 8d / 8d $1,931 +28.5% BEAR
SCHW 2026-05-27 2026-06-12 29
+98.0 LC $0.08 [0.02/0.14]
−89.0 SC $0.96 [0.80/1.13]
−83.0 SP $1.00 [0.96/1.05]
+75.0 LP $0.10 [0.02/0.18]
$85.72 → $86.48
+0.89%
inom
SP -4.0% / SC +2.9%
 $5,123 $-20,909 24.5% 8d / 8d $1,599 +31.2% MIXED
XLF 2026-05-27 2026-06-12 44
+57.5 LC $0.02
−52.5 SC $0.34 [0.34/0.35]
−50.5 SP $0.34 [0.33/0.35]
+45.0 LP $0.09
$51.46 → $50.90
-1.09%
inom
SP -0.8% / SC +3.1%
 $2,447 $-21,671 11.3% 8d / 8d $393 +16.1% MIXED
XBI 2026-05-27 2026-06-12 17
+155.0 LC $0.07
−139.5 SC $1.51 [1.10/1.92]
−131.0 SP $1.80 [1.47/2.13]
+118.0 LP $0.10
$134.85 → $129.83
-3.73%
utanför
SP --0.9% / SC +7.4%
 $5,287 $-21,007 25.2% 8d / 8d $-61 -1.2% MIXED
ET 2026-05-27 2026-06-12 130
+22.0 LC $0.01
−20.0 SC $0.18 [0.15/0.22]
−19.0 SP $0.12 [0.07/0.18]
+17.0 LP $0.03
$19.50 → $19.57
+0.33%
inom
SP -2.9% / SC +2.2%
 $3,410 $-22,425 15.2% 8d / 8d $810 +23.8% MIXED
FXI 2026-05-27 2026-06-12 77
+39.5 LC $0.05 [0.01/0.09]
−36.0 SC $0.34 [0.30/0.39]
−34.5 SP $0.28 [0.24/0.32]
+31.0 LP $0.04
$35.31 → $35.54
+0.64%
inom
SP -2.9% / SC +1.3%
 $4,006 $-22,830 17.5% 8d / 8d $490 +12.2% MIXED
TOTAL (8 positions) $32,758 $-166,092 19.7% $248 +0.8%
Legend: +strike = LONG (vi köper) · −strike = SHORT (vi säljer)
Max Risk = (wing_width − credit) × contracts × 100, dvs maximala förlusten om underlying expirerar utanför wings. R/R = Credit/MaxRisk · högre = bättre risk-belöning per dollar riskerad.

Inga stängda trades än

När paper-bot:n stänger trades visas de här med full historik:

  • Ticker, entry-datum, exit-datum, hold-days
  • 4 strikes + alla mid-priser vid entry & exit
  • Credit collected vid entry
  • Net payout vid expiration (intrinsic settlement)
  • Gross + net P&L (efter fees)
  • Win/loss flagga
  • Regim vid entry, exit-reason (EXP / TP / SL)
  • Trailing Sharpe rank vid entry

Strategi: hold-to-expiration (ingen TP/SL), så exit-reason är alltid IC_EXP.

Senaste 49 events · 19 trade_open · 14 warn · 7 scan · 6 info · 1 parse · 1 download · 1 bot_start
Tid Kind Summary Details
05-27 21:17:38trade_openOPEN IC FXI 77x credit $0.54 DTE16 · avg-spread $0.08/leg{ "ticker": "FXI", "credit": 0.535, "contracts": 77, "dte": 16, "strikes": { "sp": 34.5, "lp": 31.0, "sc": 36.0, "lc": 39.5 }, "legs": { "sp": { "strike": 34.5, "bid": 0.24, "ask": 0.32, "mid": 0.28,
05-27 21:17:35trade_openOPEN IC ET 130x credit $0.28 DTE16 · avg-spread $0.06/leg{ "ticker": "ET", "credit": 0.275, "contracts": 130, "dte": 16, "strikes": { "sp": 19.0, "lp": 17.0, "sc": 20.0, "lc": 22.0 }, "legs": { "sp": { "strike": 19.0, "bid": 0.07, "ask": 0.18, "mid": 0.125,
05-27 21:17:32trade_openOPEN IC XBI 17x credit $3.14 DTE16 · avg-spread $0.51/leg{ "ticker": "XBI", "credit": 3.142857911, "contracts": 17, "dte": 16, "strikes": { "sp": 131.0, "lp": 118.0, "sc": 139.5, "lc": 155.0 }, "legs": { "sp": { "strike": 131.0, "bid": 1.47, "ask": 2.13, "m
05-27 21:17:29trade_openOPEN IC XLF 44x credit $0.57 DTE16 · avg-spread $0.24/leg{ "ticker": "XLF", "credit": 0.574864748, "contracts": 44, "dte": 16, "strikes": { "sp": 50.5, "lp": 45.0, "sc": 52.5, "lc": 57.5 }, "legs": { "sp": { "strike": 50.5, "bid": 0.33, "ask": 0.35, "mid":
05-27 21:17:27trade_openOPEN IC SCHW 29x credit $1.79 DTE16 · avg-spread $0.17/leg{ "ticker": "SCHW", "credit": 1.79, "contracts": 29, "dte": 16, "strikes": { "sp": 83.0, "lp": 75.0, "sc": 89.0, "lc": 98.0 }, "legs": { "sp": { "strike": 83.0, "bid": 0.96, "ask": 1.05, "mid": 1.005,
05-27 21:17:24trade_openOPEN IC UBER 39x credit $1.76 DTE16 · avg-spread $0.12/leg{ "ticker": "UBER", "credit": 1.76, "contracts": 39, "dte": 16, "strikes": { "sp": 68.0, "lp": 61.0, "sc": 74.0, "lc": 81.0 }, "legs": { "sp": { "strike": 68.0, "bid": 0.91, "ask": 0.99, "mid": 0.95,
05-27 21:17:21trade_openOPEN IC V 6x credit $5.63 DTE16 · avg-spread $0.88/leg{ "ticker": "V", "credit": 5.628642718, "contracts": 6, "dte": 16, "strikes": { "sp": 320.0, "lp": 285.0, "sc": 337.5, "lc": 370.0 }, "legs": { "sp": { "strike": 320.0, "bid": 2.58, "ask": 3.05, "mid"
05-27 21:17:18trade_openOPEN IC XLC 18x credit $1.34 DTE16 · avg-spread $0.55/leg{ "ticker": "XLC", "credit": 1.338206944, "contracts": 18, "dte": 16, "strikes": { "sp": 115.0, "lp": 103.0, "sc": 119.0, "lc": 131.0 }, "legs": { "sp": { "strike": 115.0, "bid": 0.75, "ask": 1.1, "mi
05-27 21:17:15infoReset v1 → v2: closed 8 existing positions (suboptimal entry-pricing). Fresh start med mark-fix.{ "n_closed": 8, "reason": "inkonsekvent ask vs mark pricing" }
05-27 16:54:00trade_openOPEN IC DIA 5x credit $5.55 DTE16 · avg-spread $0.08/leg{ "ticker": "DIA", "credit": 5.555, "contracts": 5, "dte": 16, "strikes": { "sp": 500.0, "lp": 450.0, "sc": 516.0, "lc": 550.0 }, "legs": { "sp": { "strike": 500.0, "bid": 2.86, "ask": 2.96, "mid": 2.
05-27 16:53:57warnNo valid IC legs found for ET{ "ticker": "ET", "spot": 19.52 }
05-27 16:53:56warnNo valid IC legs found for XLF{ "ticker": "XLF", "spot": 51.775 }
05-27 16:53:54warnNo valid IC legs found for XLC{ "ticker": "XLC", "spot": 116.545 }
05-27 16:18:25scanSignal-scan: 8/100 aktiva i universe{ "asof": "2026-05-27", "n_selected": 8, "universe_size": 100, "selected": [ "XLC", "V", "UBER", "SCHW", "XLF", "XBI", "ET", "FXI" ] }
05-27 16:17:52trade_openOPEN IC MRNA 77x credit $2.04 DTE16 · avg-spread $0.53/leg{ "ticker": "MRNA", "credit": 2.035, "contracts": 77, "dte": 16, "strikes": { "sp": 45.5, "lp": 41.0, "sc": 54.0, "lc": 59.0 }, "legs": { "sp": { "strike": 45.5, "bid": 1.19, "ask": 1.69, "mid": 1.44,
05-27 16:17:49warnNo valid IC legs found for XLF{ "ticker": "XLF", "spot": 51.75 }
05-27 16:17:47warnNo valid IC legs found for XLC{ "ticker": "XLC", "spot": 116.68 }
05-27 16:16:49infoCommission-recalc: refunded $1,046.40 (Tastytrade cap $10/leg){ "total_refund_usd": 1046.4, "n_positions": 7 }
05-27 16:14:32infoXLC trade reverted (R/R 0.25% — below new 5% threshold){ "ticker": "XLC", "reason": "knas-trade fix" }
05-27 16:12:10trade_openOPEN IC SBUX 27x credit $1.90 DTE16 · avg-spread $0.30/leg{ "ticker": "SBUX", "credit": 1.9, "contracts": 27, "dte": 16, "strikes": { "sp": 99.0, "lp": 90.0, "sc": 106.0, "lc": 116.0 }, "legs": { "sp": { "strike": 99.0, "bid": 1.26, "ask": 1.61, "mid": 1.435
05-27 16:12:08warnNo valid IC legs found for XLF{ "ticker": "XLF", "spot": 51.735 }
05-27 16:11:10scanSignal-scan: 8/100 aktiva i universe{ "asof": "2026-05-27", "n_selected": 8, "universe_size": 100, "selected": [ "XLC", "V", "UBER", "SCHW", "XLF", "XBI", "ET", "FXI" ] }
05-27 16:09:28scanSignal-scan: 8/100 aktiva i universe{ "asof": "2026-05-27", "n_selected": 8, "universe_size": 100, "selected": [ "XLC", "V", "UBER", "SCHW", "XLF", "XBI", "ET", "FXI" ] }
05-27 16:08:23warnNo valid IC legs found for XLF{ "ticker": "XLF", "spot": 51.67 }
05-27 16:08:21trade_openOPEN IC XLC 18x credit $0.03 DTE16 · avg-spread $1.06/leg{ "ticker": "XLC", "credit": 0.025000000000000022, "contracts": 18, "dte": 16, "strikes": { "sp": 114.0, "lp": 102.0, "sc": 119.0, "lc": 131.0 }, "legs": { "sp": { "strike": 114.0, "bid": 0.05, "ask":
05-27 16:08:18scanSignal-scan: 8/100 aktiva i universe{ "asof": "2026-05-27", "n_selected": 8, "universe_size": 100, "selected": [ "XLC", "V", "UBER", "SCHW", "XLF", "XBI", "ET", "FXI" ] }
05-27 16:07:28scanSignal-scan: 8/100 aktiva i universe{ "asof": "2026-05-27", "n_selected": 8, "universe_size": 100, "selected": [ "XLC", "V", "UBER", "SCHW", "XLF", "XBI", "ET", "FXI" ] }
05-27 16:05:06warnNo valid IC legs found for XLC{ "ticker": "XLC", "spot": 116.4599 }
05-27 16:04:45warnNo valid IC legs found for XLF{ "ticker": "XLF", "spot": 51.6 }
05-27 16:04:31warnNo valid IC legs found for XLC{ "ticker": "XLC", "spot": 116.47 }
05-27 16:00:36trade_openOPEN IC FXI 73x credit $0.53 DTE16 · avg-spread $0.12/leg{ "ticker": "FXI", "credit": 0.53, "contracts": 73, "dte": 16, "strikes": { "sp": 34.5, "lp": 31.0, "sc": 36.0, "lc": 39.5 }, "legs": { "sp": { "strike": 34.5, "bid": 0.27, "ask": 0.42, "mid": 0.345,
05-27 16:00:34trade_openOPEN IC ET 117x credit $0.13 DTE16 · avg-spread $0.15/leg{ "ticker": "ET", "credit": 0.13499999999999998, "contracts": 117, "dte": 16, "strikes": { "sp": 19.0, "lp": 17.0, "sc": 20.0, "lc": 22.0 }, "legs": { "sp": { "strike": 19.0, "bid": 0.11, "ask": 0.35,
05-27 16:00:32trade_openOPEN IC XBI 17x credit $3.00 DTE16 · avg-spread $0.66/leg{ "ticker": "XBI", "credit": 2.995, "contracts": 17, "dte": 16, "strikes": { "sp": 131.0, "lp": 117.0, "sc": 140.0, "lc": 155.0 }, "legs": { "sp": { "strike": 131.0, "bid": 1.48, "ask": 2.52, "mid": 2
05-27 16:00:30warnNo valid IC legs found for XLF{ "ticker": "XLF", "spot": 51.515 }
05-27 16:00:28trade_openOPEN IC SCHW 32x credit $1.67 DTE16 · avg-spread $0.35/leg{ "ticker": "SCHW", "credit": 1.67, "contracts": 32, "dte": 16, "strikes": { "sp": 82.0, "lp": 75.0, "sc": 89.0, "lc": 97.0 }, "legs": { "sp": { "strike": 82.0, "bid": 0.59, "ask": 1.24, "mid": 0.915,
05-27 16:00:26trade_openOPEN IC UBER 37x credit $1.58 DTE16 · avg-spread $0.20/leg{ "ticker": "UBER", "credit": 1.585, "contracts": 37, "dte": 16, "strikes": { "sp": 68.0, "lp": 61.0, "sc": 74.0, "lc": 81.0 }, "legs": { "sp": { "strike": 68.0, "bid": 1.14, "ask": 1.26, "mid": 1.2,
05-27 16:00:25warnNo valid IC legs found for XLC{ "ticker": "XLC", "spot": 116.11 }
05-27 16:00:02trade_openOPEN IC V 7x credit $4.10 DTE16 · avg-spread $1.39/leg{ "ticker": "V", "credit": 4.1, "contracts": 7, "dte": 16, "strikes": { "sp": 322.5, "lp": 290.0, "sc": 337.5, "lc": 370.0 }, "legs": { "sp": { "strike": 322.5, "bid": 2.84, "ask": 4.4, "mid": 3.62, "
05-27 15:59:25warnNo valid IC legs found for V{ "ticker": "V", "spot": 329.48 }
05-27 15:58:47warnNo valid IC legs found for XLC{ "ticker": "XLC", "spot": 116.1 }
05-27 15:45:50scanSignal-scan: 8/100 aktiva i universe{ "asof": "2026-05-27", "n_selected": 8, "universe_size": 100, "selected": [ "XLC", "V", "UBER", "SCHW", "XLF", "XBI", "ET", "FXI" ] }
05-27 15:43:18trade_openOPEN IC WMT 10x credit $1.25 DTE14 · avg-spread $0.10/leg{ "ticker": "WMT", "credit": 1.25, "contracts": 10, "dte": 14, "strikes": { "sp": 145, "lp": 135, "sc": 155, "lc": 165 }, "legs": { "sp": { "strike": 145, "bid": 1.2, "ask": 1.3, "mid": 1.25, "delta":
05-27 15:35:59scanSignal-scan: 8/100 aktiva i universe{ "asof": "2026-05-26", "n_selected": 8, "universe_size": 100, "selected": [ "XLC", "V", "UBER", "SCHW", "XLF", "XBI", "ET", "FXI" ] }
05-27 15:35:46infoPIT paper-bot Fas 2A setup complete{ "components": "download_orats_neareod_daily.py + parse_neareod_to_parquet.py" }
05-27 15:35:46infoPIT paper-bot Fas 1 setup complete{ "components": "config.yaml + signal.py + daily_run.py + dashboard.py" }
05-27 15:35:46parseParsed ORATS_SMV_Strikes_20260526.zip: 186,955 rows → 200 tickers (114.9s){ "filename": "ORATS_SMV_Strikes_20260526.zip", "rows": 186955, "tickers": 200, "seconds": 114.9, "trade_date": "5/26/2026" }
05-27 15:35:46downloadORATS download: ORATS_SMV_Strikes_20260526.zip (99.5 MB, 19.2s){ "filename": "ORATS_SMV_Strikes_20260526.zip", "size_mb": 99.5, "seconds": 19.2, "dest": "raw_neareod" }
05-27 15:35:46infoORATS Near-EOD subscription activated{ "tier": "99 USD/mo", "symbols": 5000, "provider": "Hosted~FTP~" }
05-27 15:35:46bot_startBot started — initial capital $200,000{ "initial_capital": 200000.0, "source": "IC research dag 2 PIT", "backtest_calmar": 14.94 }

PIT Iron Condor — Strategi

Point-In-Time Universe-Rotated Iron Condor. Säljer Iron Condors på dynamiskt valda tickers (årlig rotation) med regim-filter och daily Sharpe-rank-selection.

Strategi-spec

Universum204 likvida US options (per /tmp/pit_tickers.txt)
Yearly rotationTop-100 by prior-year IC-Sharpe-y
Daily selectionTop-8 by trailing 180d-Sharpe
IC-configDTE=14 (Friday), short_δ=0.3, wing=10% av spot
FilterAND-hybrid (SMA30 / SMA100 + ATR20). Skip BULL-dagar.
Sizingrb=10% per ticker (max-loss = rb × cash, yearly-reset)
ExitHold to expiration (no TP/SL)
Friction$1.00/leg + 10% slippage

Backtest-resultat (2026-05-27)

Period2016-2026 (11 år walk-forward)
CAGR+45.9%
Worst-year DD-3.1%
Calmar14.94
Sharpe_y3.42
% positiva år100% (11/11)
Worst year+21.0% (2026 partial)
Best year+67.9% (2020 COVID)
Final equity ($100k start)$6,400,000 (64×)

Edge-attribution

Viktiga länkar & referenser

Risk-disclosure

⚠️ Detta är PAPER-trading, INTE finansiell rådgivning.

Backtest har in-sample-bias (universum definierat med posterior data). Real deploy kommer visa lägre Calmar. Förvänta dig 25-35% CAGR efter friktion på liten konto, 35-45% på Portfolio Margin-konto ($250k+).

Strategin förlorar i extreme tail-events (vol-spike + multi-ticker simultaneous blowup). Worst-case single day kan vara -10 till -15% på portfolio-nivå.

Om PIT Iron Condor paper-bot

Skapad: 2026-05-27 (IC-research dag 2)
Bot ID: pit_paper
Status: SHADOW v1 (signal-only, manuell placement)
Initial capital: $200,000
Backtest-resultat: Calmar 14.94 / CAGR 45.9% / 100% pos år

Källkod-paths

Utveckling (MacBook): /Users/matsahlgren/pit_paper/
Produktion (Mac Mini): /Users/svennestrunt/pit_paper/ (planned)
ORATS-pipeline: ~/orats_optionsdata/scripts/
Backtest-engine: ~/orats_optionsdata/backtests/ic_engine.py + pit_streaming_backtest.py

Cron-schema (Mac Mini, planned)

06:00 CETORATS download (Hosted~FTP~) → parse → by_ticker/ append
06:15 CETpit_daily_chain.sh — daily PIT signal-gen + Telegram
16:00 CETexecutor.py — Tastytrade order placement (10:00 ET, 30 min after US-open)

State + loggar

Open positionsstate/positions.json
Equity-historiastate/equity.csv
Trades-historiastate/trades.csv
Daily snapshotsuniverse/signal_YYYY-MM-DD.json
Logslogs/daily_run.log

Friktions-modell

Commission$1.00/leg × 4 legs × 2 (open + close) = $8.00/IC round-trip
Slippage10% av bid-ask spread
Data-källaORATS Near-EOD ($99/mo) → EOD selection-data
Execution-källaTastytrade live mid (vid 10:00 ET entry)

Strategi-detaljer

Underlier-universum204 US-listed equities + ETFs (top-volume options)
Universe-rotationYearly Jan 1: top-100 by prior-year IC-Sharpe
Daily selectionTop-8 by trailing 180d-Sharpe (entry-allowed = BEAR + MIXED)
Entry configDTE=14 Friday, short_δ=0.30, wing=10% av spot
ExitHold to expiration (intrinsic settlement)
Sizingrb=10% av cash som max-loss per IC (yearly-reset)

Dashboard-route + endpoints

Public URL (planned): PIT_Iron_Condor.ahlgrenonline.org
Iframe-route: Cloudflare-tunnel via :8882 på Mac Mini
Static HTML: ~/pit_paper/dashboard/index.html (regenererad var 5:e min)
JSON-snapshot: state/live_snapshot.json (planerad endpoint)