The RUT premium program
The flagship program systematically sells option premium on the Russell 2000 index, using a defined playbook:
- Premium-selling core — short-premium index structures positioned for time decay, with fixed risk caps per position
- Mechanical risk management — hard cap rules and stop levels written before entry; exit discipline is enforced, not negotiated
- Delta-neutral construction at entry, monitored daily against live chain data
- Full trade transparency — managed against a written policy and reviewed weekly; adapted, not abandoned, when regimes change
AI-refined rules
The playbook is not a static document. Rule development runs on an agentic AI harness (Hermes) driving frontier AI models: they mine the archive of intraday RUT scans, propose refinements to entry, sizing, and adjustment rules, and grade every proposal against out-of-sample data before it goes anywhere.
What the models produce, the principal still owns. A refined rule enters the trading plan only after human review — the machines sharpen the rules, a human signs every change, and each refinement carries its data trail.
Selling option premium carries real risk, including sharp adverse moves. There is no guaranteed return; structures can lose value quickly. This describes a systematic process, not an offer or a promise. Past performance does not guarantee future results.
Educational newsletters
Beyond the program, the same research shows up in two public newsletters, free to read:
- DoubleDTrader.com — live teardowns of the double-diagonal trades behind this playbook: actual strikes, fills, and decisions from weekly management
- OptionsOnFire — options concepts and financial-independence writing in plain language
Nothing on this page is a solicitation or an offer to manage funds. For program inquiries, use the contact page.