Glossary

Glossary

TermMeaning
ForecasterThe time-series model (Kronos / Chronos-2) that predicts a price path: direction, confidence, expected move, and a p10–p90 cone.
RoundtableThe panel of AI judges (LLMs) that vote to approve or reject each trade. Fail-closed; naked trades need unanimity.
AnalystThe single model that proposes the instrument + rationale, and (optionally) can veto a Roundtable-approved open.
ConfidenceThe forecaster's directional conviction (0–100%). Gated by your confidence threshold.
POPProbability of profit — the chance a defined-risk / wheel structure finishes profitable. Market-implied (from the chain) vs model (forecast-tilted).
EVExpected value — the probability-weighted average outcome of a structure.
Delta (Δ)An option's sensitivity to the underlying; also ≈ the chance it finishes in-the-money. Higher delta = closer to the money = more premium + more assignment risk.
DTEDays to expiration.
The wheelSell a cash-secured put → if assigned, own shares → sell covered calls → collect premium at each step.
CSP / CCCash-secured put / covered call — the two legs of the wheel.
PMCCPoor-man's covered call — a deep-ITM LEAP as a stock substitute, selling shorter calls against it.
Credit / debit spreadA defined-risk two-leg option structure; a credit spread collects premium up front, a debit spread pays it.
NakedAn undefined-risk short option (no long leg capping loss). Requires risk profile ≥ 4 and the "Allow naked" switch.
IV / RVImplied volatility (priced by the chain) vs realized volatility (what actually happens).
Volatility risk premium (VRP)The gap between IV and RV — the structural edge premium selling harvests.
Dry-runOrders are previewed and recorded but never placed. The default for every engine.
Paper tradingSimulated money on real market data; forces dry-run everywhere.
Close-onlyA hard reduce-only lock — nothing opens, exits still run.
TenantAn isolated account/workspace. Every user is their own tenant with separate money, positions, and secrets.
OCO bracketOne-cancels-other — a take-profit and a stop order that cancel each other, used to manage day-trade exits.