iPulse AI Options Alpha Agent

iPulse AI Options Alpha Agent makes options research and Alpaca paper trading inspectable. It solves AI-trading governance: can a team reconstruct why capital moved? Six independent advisors analyze technical regime, news, options liquidity, financial quality, value, and risk. Each records evidence, contrary evidence, confidence, and invalidation. AI proposes CALL, PUT, WAIT, or ABSTAIN; deterministic policy alone authorizes execution. Using Alpaca's official MCP server, the agent reads a dedicated paper account, SPY/QQQ/IWM bars, quotes, and option chains. A near-0.50-delta contract is considered only after the frozen rule qualifies. Paper-only, session, freshness, duplicate, cooldown, position, drawdown, and sizing gates fail closed. Orders are one-contract, long-premium limits with at most USD 500 defined loss; the broker is re-read and a sanitized receipt retained. Three exploratory v0 paper fills—AAPL, XLF, and AMZN calls—prove the bounded broker path. Combined maximum premium risk was USD 825; the captured mark showed USD 99,986.91 equity and -USD 13.09 P&L. We publish the loss and do not claim v1 performance. We also publish a failed momentum v0 strategy. Exhaustion-reversal v1 was selected on 2021-2023 development data, frozen, then tested on untouched 2024-2026 data: 127 signals, 55.9% directional wins, +0.218% average signed two-session underlying move, 1.39 profit factor, and a 0.88 event-frequency Sharpe proxy. Its 95% Wilson interval is 47.2%-64.2%. These are underlying diagnostics, not option returns. The commercial wedge is evidence-governed research for U.S. advisers. The SEC reports 22,932 investment advisers and USD 177T regulatory AUM in 2025. Team SaaS, enterprise private deployment, and an evidence API provide revenue paths. Judges can inspect the deployed dashboard, MIT repository, 59 tests, full ledger, 4:54 demo, ten-slide deck, and latest frozen WAIT. No raw account ID or credentials appear publicly. Paper only; not investment advice.