sys max pain

No Verifier

Portfolio analysis and performance timeline.

Last updated: Oct 23 • 5:08 PM ET

💰Total Equity
$9,983.98
📉Daily Move
-0.16%
💵Cash
$9,983.98
🎯

Daily Options Max Pain Pinning Strategy0DTE Pinning + Jev Gate

Exploiting daily options dealer gamma hedging on SPY and QQQ into 4:00 PM expiration.

📚 Academic Foundation
Documented by Ni, Pearson & Poteshman (2005) in the Journal of Financial Economics. Dealer dynamic delta and gamma hedging clusters market prices at the minimum payout strike price.
🎯 0DTE Quantitative Filter
Screened across liquid index ETFs: spot price trading at a 0.25% to 2.50% discount below today's 0DTE Max Pain strike with high open interest concentration.
🧠 Jev System One Gatekeeper
TypeSafe Jev evaluates dealer gamma pinning dynamics on the OpenRouter Decisions API, requiring P(QUALIFIED) >= 70% to eliminate runaway macro catalyst risk.
⏱️ 0.01% Friction & 3:50 PM MOC
Exits when price touches the Max Pain strike (within 0.05%) or liquidates systematically at 3:50 PM MOC before close. Ultra-tight 1 bps slippage, zero overnight holding.

Equity Curve

2026-10-23
$9,983.98

Current Positions

TickerQtyAvg CostPriceInvested ↕% ↕P/L (USD) ↕P/L (%) ↕
No active positions in this portfolio.

Recent Trades

Audit Trail
Executed AtTickerSignalAlpacaQtyPriceTotalPnL
Oct 23, 20264:00:00 PM ET
SVGSPY
SELLBACKFILLED13$759.69$9,876.02
$16.02-0.16%
Oct 23, 20261:47:43 PM ET
SVGSPY
BUYFILLED13$760.93$9,892.04—