APEX - Anti-Overfitting Research Pipeline + agent

APEX is an autonomous trading agent built on Alpaca's paper environment whose core product is a scientific pipeline, not a single strategy. Every hypothesis is explicit code that must pass pre-registered defenses before trading: three unseen walk-forward windows, an 18-perturbation sensitivity plateau, and hard deployment gates (OOS Sharpe ≥ 0.5, all folds positive, IS→OOS degradation < 50%, maxDD < 20%). The live system runs three sleeves: (1) a momentum core ranked by our own intraday-flow momentum signal (institutional accumulation shows up intraday; validated OOS at Sharpe 1.20 vs 1.11 for classic momentum); (2) an RSI(2) pullback sleeve on momentum leaders; (3) an options wheel — cash-secured puts on validated dip signals and covered calls on 100+ share positions, with resting 50% profit-take orders. A SPY 200-day regime gate and a −2.5% daily kill switch bound the downside. Everything is auditable: identical code in backtest / validation / live, an order ledger where every trade carries its signal reason, an official-SDK reconciliation pass each cycle, and a self-updating public journal (LIVE.md). Tech: Alpaca Trading API (hand-rolled REST + official alpaca-py), Market Data API (IEX), OPRA option snapshots with greeks, cron-scheduled autonomous operation.