Kay Scans 750+ Tickers Across the S&P 500 & Nasdaq 100 Every Morning…
Kay Scans 750+ Tickers Across the S&P 500 and Nasdaq 100 Every Morning. Her Picks are Scored by Amora Edge (Our LSTM Brain) and Guarded by Ritter (Our Trade-Management Model). Full Trade Cards in Your Dashboard & Inbox by 9:45 AM ET.
One Entry Algorithm, One Exit Model — Named After the Family.
Kay Finds the Setups; Yetzi Manages the Exits. Each Has its Own Scoring Logic, Risk Profile, & Personality — Named for Critter’s Family and Built With The Same Care.
Stoptions Kay
Two-Bucket — Trail TP + Bear Hedge
The Live Stoptions Entry Algorithm. 30/70 Stocks/Options Split. Trailing Take-Profit (Arm +95%, Exit on -15% Pullback). Bear Put Spreads & BIL Parking During Defensive Regimes. RECOVERY Detection Via Breadth Thrust + VIX Collapse. Backtest 2020-2026: +406% / Sharpe 0.78 / Beta 0.45.
Yetzi
Options Exit Model — Ritter
The Options Exit Model That Manages Every Open Position Kay Opens. Three Forward-Looking Heads Predict 1-Day / 3-Day / 5-Day Expected Return, P(WIN-From-Here), & a Cut/Hold Recommendation — So You Know Exactly When to Take Profit or Step Aside.
Amora Edge — The AI Brain
LSTM Neural Network · Entry Confidence
Scores Every Fresh Pick at Scan Time. Trained on Hundreds of Closed Trades. Outputs an “AI Confidence” Percentage on Every Trade Card So You Know Which Setups the Model Has The Highest Historical Conviction In. Currently in Shadow Mode — Phase 1 Promotion Clears at 500 Closed Trades.
Ritter — The Trade Guardian
LightGBM Multi-Head · Exit Management
Watches Every Open Position. Three Forward-Looking Heads Predict 1-Day / 3-Day / 5-Day Expected Return, P(WIN-From-Here), & Cut/Hold Recommendation. Named “Ritter” — German For “Knight” — Because That’s What He Is: The Guardian of Your Open Positions.
Kay’s Foundation: How Every Algorithm Scores a Setup.
Kay is the live, battle-tested entry algorithm. Her scoring system — four independent signals weighted into a 0–100 composite score — is the foundation every setup she surfaces is built on. Yetzi, the Ritter exit model, adds its own trade-management layer on top, but every pick starts here.
From Market Close to Your Inbox
The algo runs two steps every trading day — a pre-market scan at 9:00 AM ET and a final options analysis at 9:30 AM ET. Stock and options trade cards hit your inbox by 9:45 AM ET.
Universe loaded
700+ stocks across S&P 400, S&P 500, and Nasdaq 100 are loaded via Amora Edge with live price, volume, and EMA data.
Four signals scored
Each stock is scored 0–100 across EMA crossover, RSI zone, Relative Strength vs SPY, and Volume Surge. Takes about 8 seconds per batch.
Top candidates selected
Only stocks scoring 65+ advance. On a typical day that's 15–40 stocks. On high-breadth days, up to 60. Ranked by composite score.
Options chains fetched
Live options chains pulled from Massive/Polygon API for every qualifying ticker. ATM strikes, IVR, open interest, bid/ask spreads.
IVR filter applied
Any setup with IVR ≥ 90 is automatically rejected. Buying options at peak IV destroys edge — the filter is non-negotiable.
Trade cards delivered
Final stock and options trade cards — entry range, target, stop, Greeks, and position sizing — hit your dashboard and inbox. Done before market open.
The Four Scoring Signals
Each signal is independently scored 0–25 points. A stock must hit 65+ total to advance to options analysis. Click any signal to see exactly how points are awarded.
The algo checks whether price is above both the 20-day and 50-day Exponential Moving Averages. EMA crossovers identify sustained directional momentum — not short-term noise.
RSI (Relative Strength Index) measures the speed and magnitude of price changes on a 0–100 scale. The algo targets the "momentum zone" — neither oversold panic nor overbought exhaustion.
RS measures how a stock has performed versus the S&P 500 ETF (SPY) over the past 20 trading days. A positive RS% means the stock is attracting more capital than the broad market.
The Volume Surge ratio compares today's volume to the 20-day average. High relative volume confirms that institutional participants are actively buying — not just retail noise.
Score Simulator
Drag each signal to see how scores changeEach signal contributes up to 25 points. Minimum 65 to advance.
What Happens After the 65-Point Threshold
Options Chain Analysis
Only stocks passing the 65-point threshold reach this stage. Here the algo fetches live options data from the Massive/Polygon API and selects the optimal contract.
Targets the ATM strike with 25–45 DTE (days to expiration). Near-term expiry = higher gamma. Far-term = theta drag. The 25–45 window maximises directional leverage with manageable decay.
Delta (directional exposure), Theta (daily decay cost), Vega (IV sensitivity), and Gamma (rate of delta change) are calculated and displayed in every trade card so you know exactly what you're buying.
IVR is calculated against a 252-day rolling window. Any setup with IVR ≥ 90 is automatically rejected — buying options when IV is at its yearly high is a losing strategy regardless of direction.
Recommended position size is calculated as 1–3% of your account size (set in your dashboard). Sizing adapts to the composite score — higher conviction setups can take a slightly larger allocation.
IV Rank Filter
Only setups with IVR below 90 advance. High IVR means options are expensive — buying overpriced options destroys edge.
Moderate IV
Why 65 points?
Backtesting across 500+ closed trades showed that setups scoring 65+ produced significantly better win rates than lower-scoring setups. The threshold balances selectivity (not too few picks) with quality (not too many marginal setups). On days with fewer qualifiers, the algo delivers fewer picks — it never forces a trade.
What a Trade Card Looks Like
Every qualifying setup produces a full trade card with signal breakdown, options contract details, entry range, target, stop, Greeks, and position sizing.
A bid/ask midpoint range rather than a single price — so you can set a limit order and not overpay.
Target is calculated at the next major resistance. Stop is set at 50% of premium — the point where continuing to hold costs more than exiting.
Delta tells you how much the option moves per $1 of stock move. Theta tells you how much you pay per day just to hold. These are shown so you can make an informed decision — not just follow blindly.
Calculated as 1–3% of your account size, with the percentage tied to the composite score. An 84-score setup gets a slightly larger allocation than a 67-score setup.
Common Questions About the Algo
Does the algo work in bear markets?
The algo scans for momentum — which is naturally scarcer in bear markets. It delivers fewer picks (or none) when fewer stocks meet the 65-point threshold. That's by design. No manufactured setups.
Can I see why a setup was scored the way it was?
Yes. Every trade card includes a full signal breakdown showing the exact score for EMA, RSI, RS, and Volume. You can audit every pick.
Is this backtested?
The signal weights were calibrated on historical data. The 65-point threshold, IVR cutoff, and position sizing rules were all derived from backtesting across 500+ closed trades.
What if I disagree with a pick?
Every trade card is a signal, not an order. You review the Greeks, the signal scores, and the market context and make your own decision. The algo surfaces the setup — you control the execution.
How often are new picks generated?
Every trading day. The algo fires at 9:00 AM and 9:30 AM ET. On low-momentum days it may deliver 2–3 picks. On strong-breadth days, up to 10.
Will the LSTM model change the signals?
The LSTM layer (activates at 50 closed trades) adds a learned confidence multiplier on top of the existing score — it doesn't replace the four signals. It learns from outcomes to weight which signal combinations have historically produced the best results.
See It in Action
The Morning Brief lands in your dashboard and inbox every trading day by 9:45 AM ET — with full trade cards, signal breakdowns, and position sizing.
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