Strategy Spec Template

Fill one copy per strategy: _config/strategy-spec-.md

The frozen spec (stage 00 output) is the single source of truth for the engine.

Name

name:

Underlying & structure

underlying: structure: <single_leg | credit_spread | debit_spread>

For spreads, list legs explicitly:

legs:

role: short type: put selection: <e.g., ~30-delta proxy: strike nearest 0.5% OTM of spot>
role: long type: put selection: <e.g., $5 wide below short strike> expiration: <e.g., same-day (0DTE) — nearest daily expiry>

Session

session: <RTH (default) | extended> entry_window: <e.g., 09:45–11:00 ET> hard_exit: <e.g., 15:45 ET>

Entry rules (plain English, bar-level. NO look-ahead allowed.)

entry:

<rule 1 — e.g., price pulls back to rising VWAP>
<rule 2 — optional confirmation> all_required: true # every rule must hold on the entry bar

Exit rules

exits: stop: <underlying level or premium % — define precisely> targets: - t1: <profit % of credit or premium> scale_out: <fraction, e.g., 50%> - t2: <...> scale_out: <...> breakeven_after_t1: false time_exit: 15:45 ET

Sizing & costs

sizing: mode: fixed_contract # v1 default: 1 contract contracts: 1 costs: slippage: mid_half_spread # conservative default; see risk-params.md commissions: 0 # set if the operator wants them modeled

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