About Viride
This full briefing is available to verified users. Viride is a systematic options trading program grounded in quantitative research on intraday SPX price patterns, with execution governed by tested rules rather than discretionary opinion.
What We Do
Viride targets statistical asymmetries in SPX intraday behavior, especially down-day chaining tendencies that persist across volatility regimes.
Execution geometry, entry windows, signal quality, and integrity constraints are codified into rules so decisions remain reproducible.
How We Build
Each production rule maps to one or more studies with reproducible logic, and rule promotions require out-of-sample validation.
Forward audit comparisons and dry-run telemetry are used to assess divergence between simulation expectations and live ledger outcomes.
Research Foundation
Core signal design is rooted in pattern asymmetry studies, majority-window triggering, and quality gating (R2 thresholds) to avoid low-confidence sessions.
Risk controls include high-volatility skip conditions, event filters, and payoff discipline tuned for positive expectancy rather than hit-rate optics.
Research Charts
Charts are rendered from a separate public data payload sourced from Study 34.
Program Timeline
- 2024-2025Research phase with foundational pattern, transition, and timing studies completed.
- Early 2026Ruleset hardening and forward audit validation completed for v1.x path.
- Apr 20, 2026Dry-run JOA seeded with program window Apr 20 -> May 30.
- H2 2026Live JOA execution target and expanded instrument coverage.