MEDIAJEDI TRADING

Generated · auto-refreshes every 60s · paper account (fake money, live data)

Equity Growth — Last 3 Months

Open Positions

🎡 Wheel — Diversified Book ● ACTIVE

The core strategy — the one edge with a proven track record (the volatility risk premium). Sells cash-secured puts across up to 10 liquid names (≤$25, 14–28 DTE), closing each at 50% profit and rolling; if assigned, sells covered calls above cost basis. Runs every 10 minutes.

📈 Intraday Momentum — SPY ● ACTIVE

Evidence-based (Gao, Han, Li & Zhou, Journal of Financial Economics, 2018): SPY's first half-hour return predicts the last. Measures the 9:30–10:00 move, then takes a same-direction position (long / short / flat) from 3:30 PM to the close. One deterministic trade a day.

How Each Strategy Works

The core strategy, and the one with a documented edge: selling insurance rather than buying it. On average options are priced richer than the volatility that actually shows up — the "volatility risk premium" — so a disciplined seller of cash-secured puts collects that spread over time. The CBOE PUT index has matched the S&P 500's return at roughly two-thirds of the risk since 1986.

  • Stage 1 — Cash-Secured Put: Sell a put below the current price (14–28 DTE) on a liquid name and collect premium. Close at 50% of max profit and roll; if assigned, take the shares.
  • Stage 2 — Covered Call: Holding shares, sell a call above cost basis for more premium. If called away, book the gain and reset to Stage 1.
Book
Up to 10 diversified names at once (≤$25 stock), sized so total collateral fits the $25k cap
Cadence
Managed every 10 minutes — closes winners early, opens new puts as room allows
Execution
Limit orders with honest fill logging (records the actual fill, not the intended price)
Edge
Volatility risk premium — proven, and it scales with capital across names

The one genuinely intraday edge with a top-journal pedigree (Gao, Han, Li & Zhou, Journal of Financial Economics, 2018): on the market index, the first half-hour's return predicts the last half-hour's return in the same direction — strongest on high-volume, high-volatility, and macro-news days.

Signal (10:00 AM)
Measure SPY's return over the first half hour (9:30 → 10:00)
Entry (3:30 PM)
Take a same-direction SPY position — long if the morning was up, short if down, flat if too weak
Exit (3:58 PM)
Flatten before the close. One deterministic trade a day.
Size
$5,000 notional, intraday only — flat every night
Edge
Late-day continuation of the morning move by informed traders and rebalancers

The Overall Plan

Goal: run only strategies with a documented, cost-surviving edge — proven on paper against live market data before any real capital is considered.

The pivot (July 2026): the original YouTube-sourced strategies were retired after a review showed they had no real edge once slippage and honest fill-logging were counted — the profits lived in the logs, not the account. The book was rebuilt around two evidence-based edges: the volatility risk premium (the wheel) and intraday momentum (SPY).

Diversification of edge: the wheel harvests option premium over weeks across many names; intraday momentum takes a single daily directional bet on the index. The two are largely uncorrelated.

Risk framework: a shared $25,000 position cap enforced by risk_guard. A losing day sets a halt that requires a manual resume_trading.py — nothing auto-resumes after losses.

Operations: everything runs in Docker on the NAS via supercronic, scripts are watched for crashes, and code deploys automatically via git pull. Morning plan, end-of-day results, and a Friday scorecard by email.

What success looks like: the account's real, post-fill equity climbing over time — not the churn of trades that look profitable in a log but aren't.

📈 Intraday Momentum — Trade Log