We trade 0DTE index options: contracts that open and die the same day. It's one of the most dangerous instruments in the market, and that's precisely why it pays. The danger is managed with machinery, not nerves.
Every position carries a hard cap set before entry. The most a trade can lose is decided in advance, never in the moment.
Nothing is carried into expiry. Ever. The book returns to cash every single trading day, without exception.
The spec is locked in writing: entries, sizing, exits, loss caps. The system decides. The operator executes.
Anthropic frontier models read the market like a panel of analysts before the open. A cost governor routes every job to the right tier, from Fable-class reasoning down to Haiku-class speed, with fine-tuned local models handling the bulk work. Classical machine learning grinds the features, a hypothesis engine promotes what survives, and a frontier model audits every session against the spec.
Named rulebooks battle on identical $30,000 simulated seeds against live market data. Winners get promoted toward live capital. Losers get retired, and the body count stays on the board.
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Fear sizes the trade wrong. The cage sizes it right.