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Options Alpha Agent — grades its own refusals
Most trading agents show you their wins. This one publishes its refusals and grades them. Each cycle runs a chain of gates. A deterministic regime read picks the side. An expected-value scan prices every listed expiry with a 20,000-path Monte Carlo and keeps the best one. An LLM analyst must pre-register the concrete condition under which it is wrong before it may approve anything. An adversarial LLM challenger then tries to destroy that thesis, and can cut the size or kill the trade. A risk officer refuses any edge not statistically distinguishable from simulation noise, and an arithmetic gate sizes what survives. Every decision, including every refusal, is appended to a public ledger. The refusals are then re-priced against live marks and scored gate by gate, so a refusal becomes a claim that can be checked rather than a virtue taken on faith. A gate-less shadow agent runs the same model beside it with every gate removed, showing what the LLM would have done unsupervised: on its first cycle, 70 contracts and $7,800 of risk against the gated agent's 8. All 63 pre-registered invalidation conditions were graded against daily closes. None fired, and 17 of 32 were set at a level the spread cannot reach without having already lost its maximum, which the agent now flags at decision time. Every order at the broker reconciles to a ledger decision. Also published: the post-mortem of a -$731 day, and field notes on the Alpaca options API including an undocumented 422 that cost four approved entries and that dry-run cannot catch. Alpaca paper account: PA3BY0HJORNC
4 Sep 2026
