🚀 The 100x Initiative: $10k to $1M

An Open-Source Quantitative Trading Experiment. Built by AI. Executed by Humans.

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🎯 The Objective

To grow a $10,000 starting portfolio into $1,000,000 within 12 months.

• Implied Return: ~47% Month-over-Month.
• Instrument: Weekly Options (High Gamma, Defined Risk).
• Status: LIVE (Started Nov 20, 2025).

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🧠 The Framework

We do not "invest." We hunt volatility. Our system is built on a strict quantitative framework designed to survive market crashes and exploit explosive moves.

1. Philosophy: "Survive the Macro, Hunt the Micro"

• Macro: We respect the weather. If VIX is high and Rates are spiking, we sit in cash or short the market.
• Micro: We scan the Nasdaq 100 and High-Beta tickers for idiosyncratic volatility breakouts.

2. The Strategy: Volatility Breakout

• Signal: Z-Score Breakouts (> 1.5 Std Dev) on Price & Volatility.
• Vehicle: Weekly ATM Options (1-2 weeks to expiry).
• Edge: Catching the "Fat Tail" moves that standard distribution models underestimate.

3. Risk Management (The Engine)

• Kelly Criterion: Position sizing is mathematically optimized based on win probability and edge.
• Hard Cap: Max 10% risk per trade. No "YOLO" bets.
• Daily Limit: Maximum 3 tickers per day to maintain focus and avoid over-diversification.
• Regime Filter:
  • 🟢 Bullish: Full Size Longs.
  • 🔴 Bearish: Cash or Puts Only.
  • 🛡 Safety: Automatic blocks on tickers with recent Splits or upcoming Earnings.

4. The "PhD Panel" Review

• Rigorous Defense: Every trade signal generates a detailed Technical Memo.
• The Panel: An expert review board (Human + AI) critiques the thesis, Greeks, and risk profile.
• Execution: Only trades that survive this scrutiny are executed.

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🛠 Tech Stack

• Core: Python 3.13
• Infrastructure: Docker & Docker Compose
• Data: yfinance (Market Data), redis (Caching)
• Parallelization: concurrent.futures (Scanning 100+ tickers in < 20s)
• Safety: Custom CorporateActionChecker to prevent data artifacts.

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📢 Build in Public

We are documenting every step, every trade, and every line of code.

• Daily Diary: Check the diary/ folder for daily thoughts and trade logs.
• Twitter: Follow the journey (Link TBD).

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⚠️ Disclaimer

This is an engineering experiment, not financial advice. Options trading involves significant risk and you can lose your entire investment. Do not copy these trades.