Prateek's systematic trading laboratory · v0.1.1
Find what works. Prove it. Then paper trade it.
TradeBot will compare stock, margin and option strategies on the same market signals to find the highest robust percentage return—not the prettiest backtest.
Primary objectiveMaximize robust ROI with controlled drawdown and tail risk
Current phaseBuild + define
Validated strategies0 — honestly
Strategy in focus
RESEARCH DEFINITION READY · BACKTEST NOT YET RUN
Regime Router v0.1
Tests whether the market regime should change the structure used for the same SPY opportunity.
- Bull trend Call debit spread
- Bear trend Put debit spread
- Range + rich IV Defined-risk iron condor
- Uncertain Hold cash; no forced trade
What is missing: licensed historical option quotes, completed simulator lifecycle, and an actual out-of-sample result.
NEXT MEANINGFUL MILESTONE
Run the first honest comparison
Load a bounded SPY options dataset, simulate executable-side fills and compare:
- Cash SPY
- Margin SPY
- Long call
- Call debit spread
- Put credit spread
Strategy research universe
| Cash equitiesCash stock positions and directional benchmarks | PLANNED |
| Margin equitiesIntraday and multi-day leverage with interest and calls | ENGINE READY |
| Long optionsCalls, puts, LEAPS and volatility expansion | PLANNED |
| Vertical spreadsBull/bear debit and defined-risk credit spreads | ENGINE READY |
| Income & collateralCovered calls and cash-secured puts | PLANNED |
| Time & volatilityCalendars, diagonals and relative-value structures | PLANNED |
| Defined-risk rangesButterflies, iron flies, condors and iron condors | ENGINE READY |
| Portfolio routingRegime switching across uncorrelated strategy engines | V0.1 DEFINED |
“Engine ready” means the accounting/risk primitive exists. It does not mean the strategy is profitable or validated.