Convexity · Apex Execution Console

Paper Equity $

—

paper

Cash Reserve ⛁

—

buying power —

P&L vs $100k ϟ

—

paper start equity

Unrealized ∿

—

open premium —

Pool P&L ⌁

—

realized + unreal

Fills Σ

—

ledger

📈 Pool P&L Surface

$0.00

live mark-to-market curve · realized + unrealized across all tracked names

⚡ Open Positions

PULSE stock · VECTOR options · live marks 0 OPEN

Name	Play	Side	Qty	Fill	Bid	Ask	P&L bid	P&L ask	IV	Age	Lock
no open positions

⬡ System Mesh — Live Node Grid

PULSE stock · VECTOR options · AI watchlist — NODES

📡 Live Engine Decision Stream

● LINKED

⚙ Execution Pipeline

AI scan → watchlist → PULSE or VECTOR → risk gate → execution → exit guard SYNCED

⌁ Working Orders

peg / chase state

OCC	Qty	Limit	Peg	Age
no working orders

◎ Stream Health

live tape + live ticks

stream hub offline

P&L by position

realized + live mark · latest activity first —

Names

—

Realized

—

Open mark

—

Last	Name	Contract	Status	Qty	Realized	Open	Total
no positions in the ledger

Equity Universe

—

last scan —

AI Watchlist

—

on live tape

AI Tagged

—

handed to PULSE / VECTOR

Screener Coverage

—

options universe

⚙ Scanner Settings

live tick scan

Min session 1m avg volume

10000 = Regular hunt floor (live session 1m avg)

10s stamp multiplier (× baseline)

Min price $

Regular hours only — Overnight has its own min/max

Max price $

Green stamps only

Candidate cooldown (sec)

equity scan runs a live tick scan into the pool · options scan prices live chains for every qualified name

📈 AI Watchlist

names the AI handed to PULSE or VECTOR

Symbol	Play	Status	Px	10s Vol	1m Sess Avg	RVOL	Stamp	Contract	Trade
watchlist empty — AI scanning

🌳 Decision Tree

AI scan → watchlist → PULSE or VECTOR → live watch → order → filled 0 symbols

decision tree builds as symbols enter the pool

📡 Live Signal Feed

live AI decision stream · this session 0

AI is scanning this session…

— —

🛰 Options Universe Scanner

1m volume baselines + chain call/put flow idle

Symbol	Spot	Avg 1m Vol (Mkt)	Chain Volume	Call/Put	DTE	Top Call	Top Put
no screener rows yet — run a scan

⚡ Strike Floor — Live Chain Intake

public chain lookup · admin for track / trade LIVE CHAIN

Symbol

no chain loaded

OCC	Side	Strike	Bid	Ask	Mid	Δ	IV	OI	Volume	Spread %
enter a symbol and pull the chain

⌁ Chain Summary

OI · volume · IV · liquidity for selected expiry

Metric	Value

Volume by strikecalls · puts

Open interest by strikecalls · puts

◉ Live Volume Check

what the engine sees right now for the loaded symbol

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Brain Model

—

local Ollama

Brain Status

—

messages —

Trade Authority

—

trade requests pass the RiskGate like any entry path

Supervisor

—

🕸 Live Agent Flow

real-time data path — every node and edge reflects live engine state · hot edges = active handoff — idle · live · hot

🧠 Desk Brain Console

ask the local model over live ticks + engine tools …

🛡 Agent Brain — Autonomous Risk Intelligence

…

Decision Feed 0

⚙ Engine Session

active play rules from the running engine

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🛡 Risk Gate

entry vetoes & cooldowns

—

Fill Count

—

since —

Realized P&L

—

paper ledger

Buy Inside-Spread Rate

—

recommended peg —

Pending Orders

—

in ledger

📒 Execution Fills

fill quality — price vs bid / mid / ask, latency

Time	Side	Symbol	OCC	Qty	Limit	Fill	vs Mid	Spread %	Latency
no fills recorded

🏦 Broker Positions

raw paper account

Symbol	Qty	Avg Entry	Current	Unrealized P&L
none

⌛ Open Orders

resting at the paper broker

Symbol	Side	Qty	Type	Limit	Status
none

⌁ Scan Path Pipeline

scan → promote → watch → buy — full equity + options entry chain (admin only)

load config…

Engine cadence

poll loop + re-entry cooldowns

Poll interval ms

equity scanner tick (~3000)

Candidate cooldown sec

same symbol re-stamp block

Flatten on session end

equity session change · option flatten is on Risk → Exits

Entries Regular only

Regular cash session 09:30–16:00 · VECTOR hunt/entries after 09:35

RTH VECTOR only

PULSE scanners still run extended, scan-only

VECTOR hunt start (ET)

skip 09:30–09:34 open auction · first last-closed 1m is 09:35

Session play

Session window & universe

when this play is active + SQL universe caps

Enabled

Start (ET)

End (ET)

Universe cap

max names from CH scan

Hist vol floor field

Hist 1m vol min

ClickHouse baseline gate

Maint margin min %

Alpaca maint_margin_pct floor

Live sess 1m min

session avg floor at stamp

Live sess 1m max

Min price $

Max price $

Stamp vol mult ×

10s bar vs baseline

Green stamps only

Entry confirm (PULSE / VECTOR)

green ladder + option confirm bars

Entry rule

Entry TF

Green count

All 10s above mult

Require all 10s above

Options confirm TF

Options confirm bars

VECTOR ladder length

Equity confirm TF

Equity confirm bars

Block climax 10s

Climax 10s mult

Buy close above coil

Coil freeze

Ignition wiggle

optional burst override on tape

Ignition on

Wiggle on

Wiggle peak mult

Wiggle hist mult

Ign hist mult

Ign avg mult

Ign max mult

Ign lookback min

Pool promote gates

stamp → live pool slot · lane caps + 1m avg floors

Pool max (total)

CH-tracked coiled setups (cheap · default 20)

Pool lane max

per PULSE / VECTOR lane in RTH

Pool hold sec

Pool idle sec

backstop if no tape touch

Pool 1m vol evict

Pool 1m vol mult

evict if last 1m vol < avg × mult

VECTOR scan

VECTOR scan sec

options-only six-six cadence (12)

Live rotate

VECTOR discover cap

optionable batch per 3s tick

VECTOR hunter

Hunter sec

CH query cadence (30)

Hunter lookback min

rolling window (20)

Hunter min peak rvol

1m spike vs hist avg (1.5)

Skip ignition (hunter)

Skip ignition (scan)

Equity 1m avg min

PULSE promote floor (10000)

Options 1m avg min

VECTOR promote floor (50000)

Chain vol min

total volume at pick DTE · 0 = off

Chain OI min

total open interest at pick DTE · 0 = off

Chain gate logic

VECTOR focus window

RTH only — entire pool is options during the bell (default 9:30–9:45 ET)

Enabled

Start (ET)

End (ET)

after the window ends, pool reverts to lane split (poolLaneMax each)

Live tape caps

SIP + OPRA websocket subscription limits

Live WS cap (equities)

SIP live tier — top N from pool (default 10)

OPRA cap (options)

max OCC streams · 2 per live name when dual-leg is on (default 20)

Dual-leg OPRA

each live name joins SIP plus both ATM legs

Contract watch filter

ATM pick before buy confirm · pool IV band

Allow 0DTE

Max DTE

Min |delta|

Min premium $

Pool min premium $

Max premium $

Pool min IV

Pool max IV

Buy window

options entry clock (ET)

Entry start (ET)

Entry end (ET)

OPRA live confirm

after coil break · before RiskGate order

Live quote wait ms

OPRA subscribe timeout

Bid confirm enabled

Bid confirm window ms

Min bid move ¢

Min distinct ticks

Require live bid

RiskGate at buy

spread + IV envelope (no 1m vol check)

Max spread %

Indicative max spread %

0DTE max spread %

Min IV

Max IV

persists to config.json · updates live sessions + options engine

⌕ Option Scanner

admin · own CH loop (not VECTOR poll) · last-closed 1m optionable → ATM pin → quote API → push missed names into VECTOR idle

sign in, then open Live or Replay

Last scan

—

waiting for loop

Found

—

CH hits this 1m

Checked

—

ATM + quotes

Watchlist

—

all gates → VECTOR · cap 10

Scanner hold

—

overflow · slot wait · 10m

Dropped

—

no ATM / gate

Errors

0

429s retried, hard fails shown

Scanner hold

admin · full package passed · watchlist full · 20 max · recheck 30s · drop if gates fail or 10m

Age	TTL	Symbol	Wait	Vol×	Call mid	Put mid	ATM
empty — only fully qualified names sit here when watchlist is full

Detected plays

ATM call+put pin · Promote joins the AI watchlist (SIP + both OCC legs)

looks up ATM call+put · quotes may be empty overnight

Time	Symbol	Side	Vol×	Call bid / mid / ask	Put bid / mid / ask	Spread	Prem	Chain vol	OI	Pos	Leg $	Total $	ATM
no plays yet — add a name or wait for the 1m loop

Scan tape

CH hits, misses, vetoes, Alpaca skips as they fire

Time	Kind	Symbol	Minute	Vol×	Call bid / mid / ask	Put bid / mid / ask	Spread	Prem	Chain vol	OI	Paper	Detail
waiting for a CH pass…

Replay a session

walk closed 1m bars · pin ATM from open · quote-API mids per hit

Symbol

Date (ET)

From

To

Pin time (optional)

±15m / +30m window if from/to blank

uses ClickHouse + quote API · paper 10 contracts: buy ask, stop/reverse on flip, switch the other side · no orders

Stock Volume ATM call mid ATM put mid

Green = ATM call mid (bid+ask)/2 · Red = ATM put mid · arrows = detected plays · NY time

Replay results

set symbol + date, then run

Minute	Kind	Vol×	Side	Call bid / mid / ask	Put bid / mid / ask	Spread	Prem	Chain vol	OI	Action	Pos	Leg $	Closed $	Total $	Note
no replay yet

◉ Governor Status

live risk envelope — admin login to change knobs

load a config snapshot…

⚡ 10-Second Volatility Gate

entry qualification — the core strategy STRATEGY: 10s VOL SPIKE

Stamp multiplier (× baseline)

10s bar must print ≥ N × its baseline to stamp

Min session 1m avg volume

absolute floor — 10000 = Regular hunt floor (live session 1m avg)

Min price $

Max price $

Entry window start (ET)

VECTOR hunt + new entries · skip the 09:30 open

Entry window end (ET)

Require green stamp

Candidate cooldown (sec)

🎯 Contract Selector

which option the engine buys on a signal

Allow 0DTE

Max DTE

Min |delta|

Min premium $

Max premium $

Pool min premium $

ATM gate before pool slot

🛡 Risk Envelope

spread, IV, open-window, and hard caps before every entry

Max spread % (OPRA)

Indicative max spread %

REST / one-sided quotes

0DTE max spread %

Chase abort spread %

cancel bid-walk if book widens

Open window start (ET)

wider spreads + IV here

Open window end (ET)

Open spread multiplier ×

2 = double spread caps at open

Min IV (decimal)

0.10 = 10% session floor (lets AAPL-class names through)

Max IV (decimal)

0 = no ceiling

Open min IV

Open max IV

allow higher IV at the bell

Pool min IV

Pool max IV

Max premium / position $

Max open premium $

Daily max loss $

Max concurrent positions

Entries / symbol / day

Symbol cooldown (sec)

↕ Live bid-walk

one working order per name · PATCH replace on live quotes

One working / underlying

Bid-walk on

Options walk cadence ms

Options walk step $

Stock rung cadence ms

Stock may walk to ask

Unfilled option cancel s

Unfilled stock cancel s

Replace floor ms

Max walk steps

🔒 Exits & Profit Locks

VECTOR options — flip reverse stop + giveback trail. Percents are 8 = 8%.

Flip reverse stop

only option stop · immediate

Giveback trail

only option profit take · maps to fastExitsEnabled

Lock arm $

open P&L to arm trail (200)

Lock arm %

or this bid P&L vs fill (15)

Giveback %

sell if bid ≤ peak × (1 − this)

Profit lock 10s

Profit lock min %

off unless profit lock is true

Instant profit

Instant profit %

Ask profit exit

Ask profit min %

Bid stale max %

Bid / loss stop

Loss stop %

off unless bid stop is true

Catastrophe stop

IV crush exit

Vol death exit

Session flatten

Flatten all at (ET)

only if session flatten is true

writes to the running engine · persisted to disk

📈 Pool P&L Surface

📡 Live Signal Feed

⚡ Open Positions

⬡ System Mesh — Live Node Grid

📡 Live Engine Decision Stream

⚙ Execution Pipeline

⌁ Working Orders

◎ Stream Health

P&L by position

⚙ Scanner Settings

📈 AI Watchlist

🔬 — Live Contract Detail

Attached Contract —

🌳 Decision Tree

📡 Live Signal Feed

🛰 Options Universe Scanner

⚡ Strike Floor — Live Chain Intake

⌁ Chain Summary

◉ Live Volume Check

🕸 Live Agent Flow

🧠 Desk Brain Console

🛡 Agent Brain — Autonomous Risk Intelligence

⚙ Engine Session

🛡 Risk Gate

📒 Execution Fills

🏦 Broker Positions

⌛ Open Orders

⌁ Scan Path Pipeline

Engine cadence

Session window & universe

Entry confirm (PULSE / VECTOR)

Ignition wiggle

Pool promote gates

VECTOR focus window

Live tape caps

Contract watch filter

Buy window

OPRA live confirm

RiskGate at buy

⌕ Option Scanner

Scanner hold

Detected plays

Scan tape

Replay a session

Replay results

◉ Governor Status

⚡ 10-Second Volatility Gate

🎯 Contract Selector

🛡 Risk Envelope

↕ Live bid-walk

🔒 Exits & Profit Locks

Admin control