1.6 KiB

Raw Blame History

Options Flow Scanner

Current Understanding

Scans for unusual options volume relative to open interest using Tradier API. Call/put volume ratio below 0.1 is a reliable bullish signal when combined with premium >$25K. The premium filter is applied at options_flow.py:143-144. Scanning only the nearest expiration misses institutional positioning in 30+ DTE contracts — scanning up to 3 expirations improves signal quality.

Evidence Log

2026-04-12 — P&L review (2026-02-18 to 2026-04-07)

options_flow produced 61 recommendations — second highest volume after insider_buying.
Average score 74.7 (score/10 = 7.5), confidence 7.2 — well calibrated.
The premium filter IS applied in code (options_flow.py:143-144): (vol * price * 100) < self.min_premium gates both calls and puts. "Premium filter configured but not explicitly applied" was incorrect — the hypothesis is resolved.
CSCO appeared in options_flow on Apr 9 (score 85) and analyst_upgrade on Apr 8 (score 78) — cross-scanner confluence on same ticker.
Confidence: high

2026-04-12 — Fast-loop (2026-04-08 to 2026-04-12)

options_flow appeared in 2 of 5 analyzed runs with CSCO and TSLA as the main picks.
TSLA scored only 60 (conf 6) — borderline quality; appeared alongside GME social_dd (56) in same run (Apr 8), suggesting the LLM is rightly cautious about speculative social names.
Confidence: medium

Pending Hypotheses

Premium filter: already applied in code at options_flow.py:143-144, 159. Hypothesis resolved.
Does scanning 3 expirations vs 1 meaningfully change hit rate?
Is moneyness (ITM vs OTM) a useful signal filter?

1.6 KiB Raw Blame History