MSTS Ruliad Master Strategy Hub & Portfolio Cockpit

0DTE Premium Harvest ACTIVE TRADE

SPX 0DTE Hydra V3

0DTE Intraday SPX / SPXW Sharpe 1.66

TODAY'S ACTIONABLE SIGNAL:

Sell 5-10 Delta Iron Condor / Credit Spreads (50pt Wings)

Timing: 10:15, 11:30, 12:30, 13:30, 14:30, 15:30 ET

Structure: 50/50 Core Delta + Router Blend Far-OTM Spreads

Sizing: 1 Lot per $100k Base (6 Tranches)

Risk / Stop: 6.05x Premium Stop Loss | Hold to 16:00 Close

💡 Hard 50pt wing risk cap prevents tail blowup.

CAGR: 31.5% MaxDD: -23.1%

0DTE Volatility Arbitrage ACTIVE TRADE

SPXW 10:31 Delta-Hedged Straddle

0DTE Intraday SPXW Sharpe 1.74

TODAY'S ACTIONABLE SIGNAL:

Sell ATM Call + ATM Put at 10:31 ET; Hedge Delta every 30m via /ES

Timing: 10:31 ET Entry -> 16:00 ET Settle

Structure: ATM Straddle (5850 Strike)

Sizing: 1 Lot per $100k

Risk / Stop: 30-min Futures Delta Hedging -> Cash Settlement at 16:00

💡 Sweet-spot IV router active; Friday theta monetization enabled.

CAGR: 27.1% MaxDD: -13.7%

0DTE Late-Day Pinning ACTIVE TRADE

SPXW 15:05 Calm Iron Fly

0DTE Intraday (55 min) SPXW Sharpe 1.7

TODAY'S ACTIONABLE SIGNAL:

Sell ATM Straddle + Buy ±50pt Put/Call Wings

Timing: 15:05 ET (Base) & 15:35 ET (Add-on)

Structure: Fixed 50-pt Iron Butterfly at Spot (5850 ATM)

Sizing: 1 Lot per $100k

Risk / Stop: Defined 50pt Wings (No Mid-Trade Stops) -> 16:00 Settle

💡 Monetizes vertical theta decay in the final 55 minutes.

CAGR: 12.3% MaxDD: -6.0%

Multi-Horizon Equity Premium ACTIVE TRADE

Champion IV/RV Wheel v4

Weekly (5-9 DTE) Liquid S&P Names (AAPL, MSFT, AMZN, NVDA, GOOGL, META, etc.) Sharpe 2.55

TODAY'S ACTIONABLE SIGNAL:

Sell Weekly ATM Put when IV/RV in [1.33, 2.0] & IV-Rank >= 0.70

Timing: Monday Open / Daily EOD

Structure: ATM Put -> ATM Covered Call on Assignment

Sizing: Max 10-15 Names (Spot <= $250 / $25k notional per name)

Risk / Stop: Hold to Settle; If Assigned, sell ATM Calls weekly until called away

💡 Avoids fallen knives (close < 0.80 x 52w high). Calmar 3.70.

CAGR: 21.5% MaxDD: -5.8%

Short Volatility Momentum MONITORING

Gap-Fade Short ATM Call Exhaustion

1-Day / Intraday High-Volume Gappers (>=10% Pre-Market Gap) Sharpe 5.12

TODAY'S ACTIONABLE SIGNAL:

Short ATM Call on names showing pre-market volume exhaustion

Timing: 09:30 ET Open Entry -> MOC (Market on Close)

Structure: Short ATM Call / 1x2 Put Backspread

Sizing: 1.0% Capital Risk per Event (Max 3 Concurrent Names)

Risk / Stop: Exit MOC at 15:59 ET | 84.2% Historical Win Rate

💡 Monetizes post-open mean reversion on overextended gap-ups.

CAGR: 48.2% MaxDD: -4.2%

Long Equity Convexity ACTIVE TRADE

12-Month Momentum ZEBRA Basket

Swing (30-60 DTE Options) Top Decile 12M Momentum Leaders (QQQ / Tech Basket) Sharpe 1.47

TODAY'S ACTIONABLE SIGNAL:

Replace 100 shares of stock with 100-delta zero-extrinsic synthetic long

Timing: Monthly Rebalance (1st Trading Day)

Structure: ZEBRA (Zero Extrinsic Back Ratio: Buy 2x 70 Delta Calls, Sell 1x 50 Delta Call)

Sizing: 20% Capital Allocation across Top 5 Momentum Names

Risk / Stop: Roll at 21 DTE | 60% Lower Drawdown than Stock

💡 +780% ROC with strict downside capital floor.

CAGR: 38.6% MaxDD: -11.4%

Asymmetric Black Swan Hedge ACTIVE TRADE

Taleb SPY 2x1 Put Backspread Tail Engine

30-60 DTE Ladder (4 Tranches) SPY / SPX Sharpe 0.85

TODAY'S ACTIONABLE SIGNAL:

Enter for small net credit or zero debit to finance disaster convexity

Timing: Bi-Weekly Tranche Roll

Structure: 2x1 Ratio Put Backspread (Sell 1x 40 Delta Put, Buy 2x 20 Delta Puts)

Sizing: 5-10% Portfolio Margin Allocation

Risk / Stop: Harvest on 3-Sigma Shock | 1.95x Crisis Hedge Efficiency

💡 Explodes in value during market crashes while carrying near-zero drag.

CAGR: Hedge Carrier MaxDD: -2.1%

Implied Correlation Arbitrage ACTIVE TRADE

Cross-Asset Volatility Dispersion Desk

30-45 DTE SPX vs (AAPL, NVDA, MSFT, AMZN, META, GOOGL, TSLA, AVGO) Sharpe 2.85

TODAY'S ACTIONABLE SIGNAL:

Harvest 15+ point implied correlation markup across mega-cap index leaders

Timing: Monthly Rebalance (when Implied Corr >= 0.55)

Structure: Sell 1x SPX ATM Straddle + Buy Capital-Weighted Stock Straddles

Sizing: 15% Gross Sleeve Allocation

Risk / Stop: Exit on Correlation Convergence or at 21 DTE

💡 Completely market-neutral implied correlation spread.

CAGR: 24.6% MaxDD: -4.8%

Safe-Haven Volatility Arbitrage ACTIVE TRADE

Macro Cross-Asset Vol Divergence (GLD/TLT)

30-45 DTE GLD & TLT Sharpe 3.85

TODAY'S ACTIONABLE SIGNAL:

Sell Put Spreads on safe-haven panics; close at 50% max profit

Timing: Triggered when GLD/TLT IV-Rank >= 70% vs SPY <= 35%

Structure: 30 Delta / 15 Delta Put Credit Spreads

Sizing: 10% Defined-Risk Allocation

Risk / Stop: Close at 50% profit or 21 DTE | 0.04 correlation to SPY

💡 Decorrelated safe-haven flight-to-safety monetization.

CAGR: 18.2% MaxDD: -3.8%