LSJ Management - Corporate Actions, Kalshi, +1

LSJ Management is a multi-strategy autonomous trading system on Alpaca paper, combining four strategy sleeves, an orchestrator, portfolio-level risk controls, adversarial research, and a Next.js dashboard. PERFORMANCE. Account PA3FCCNJ8BC opened at $100,000 and closed at $1,854,729, fully realised in cash with no open positions (+1,755%). The main contributor was an event-driven corporate-action strategy targeting mechanical pricing dislocations. Other sleeves target cross-market volatility, options spreads, and systematic relative value. RISK. All sleeves share one risk layer: 25% drawdown kill switch, 2.0x overnight leverage ceiling, 0.92 sizing safety factor, 5% per-trade risk cap, and defined-risk options. Execution enforces a 150bps spread ceiling, passive entries, and minimum premium-to-risk thresholds. MODEL RISK. The LLM can only veto. It cannot select securities, strikes, position size, or override deterministic gates. Across 157 eligible decisions, 47 were rejected before model review; 18 reached the LLM, which issued 2 vetoes after detecting arithmetic inconsistencies. STRATEGIES. Corporate actions target mechanical repricing; volatility compares independent market-implied distributions; options use defined-risk multi-leg structures; research continuously generates and stress-tests new signals. One agent identified a major volatility discrepancy between Kalshi's BTC binary ladder and IBIT options. The system rejected the trade because available spreads did not offer sufficient premium relative to risk. TECHNOLOGY. LSJ uses Alpaca's Trading API, Market Data API, multi-leg options, and official MCP server with 72 tools, with a paper-only client guard and Next.js/Vercel dashboard. Strategy → Validation → Risk → LLM veto → Execution