Every trade decision flows through a data-driven matrix that maps current market conditions to the optimal strategy, parameters, and position size.
Every trading day, we classify the market into one of five deployment levels based on VIX volatility and SPY price action.
Sectors are ranked into priority tiers based on historical consistency, IV rank patterns, and regime-specific performance.
Financials • Energy
Highest consistency, first capital deployed
Industrials
Strong in elevated regimes
Info Tech • Materials
Regime-dependent, higher volatility
Health Care
Active mainly in elevated/crisis regimes
The matrix maps each (regime, sector) cell to the historically optimal strategy, delta, DTE range, profit target, and stop loss. Every parameter was validated through 5 years of backtesting across 1,400+ parameter combinations.
Regime × Sector → Strategy + Parameters
5 regimes × 6 sectors = 30 cells, each with a validated winner
Position size is determined by the cell's historical risk-adjusted return. Higher-conviction cells receive larger allocations. Capital deployment scales with regime — more capital deployed in high-opportunity regimes, less in uncertain conditions.
CSP • SPS • IC • Strangle
Premium collection strategies
Iron Condors on SPY/QQQ/IWM
Broad market premium capture
Long Put • PMCC
Directional + hedging positions