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Entry 21:00 IST daily · Iron fly from the start: sell the CE and the PE at the strike nearest BTC spot (an ATM straddle), then buy a CE and a PE, same size, at the strikes nearest its breakevens (the straddle strike ± the premium collected) — the wings cap the loss, so there is no stop-loss · No rolls, no adjustments · Hedge short: once spot goes past one wing, one short (the position's own size) is sold on the other side, at the next strike beyond that side's wing (spot above the CE wing → a PE one strike below the PE wing; below the PE wing → a CE one strike above the CE wing); it is bought back only when spot is back at the straddle strike, at most one a side · A short worth $2 or less is bought back and its side (wing, hedge) closed · Profit lock: when net P&L (after fees) reaches 70% of the max profit (the shorts' premium less the wings' cost), it closes if it then falls back to 50% · Force-exit 10 min before settlement · No re-entry same day.

The Daily Strangle Ladder (Strategy 3 until 5 Nov) on the weekly expiries · Entry every Friday at 21:00 IST, after that day's 17:30 weekly settlement · Short the coming Friday's CE and PE, each the strike whose delta is closest to 0.10 (no premium cap, no half-size rule) · If one leg's premium is more than 10% above the other's, the dearer leg moves further out to the strike whose premium is closest to the cheaper one's · Then everything is Strategy 3's, automatically: the 1st roll when a leg reaches 3x its sell price, every later one at 2x the level it last triggered at — or as soon as BTC spot goes 0.2% past a short strike sold out of the money — the other (cheap) leg is rolled to the strike whose premium matches, never crossing; rolls stop once both legs share a strike · A leg that costs $2 or less to buy back is booked for profit · Iron fly once it becomes a straddle: a CE and a PE are bought, same size, at the strikes nearest the straddle's breakevens — these wings cap the loss, so there is no stop-loss (until both wings are bought, the old one guards it: minus the max profit, with BTC outside the breakevens) · Profit lock once it is a straddle: when net P&L (after fees) reaches 70% of the max profit (the shorts' premium less the wings' cost) it arms, and closes if it falls back to 50% · Force-exit 10 min before the Friday settlement · One position at a time, one entry a week.

Strategy 5 (the Weekly Ladder) on Delta's ETH weekly options · Entry every Friday at 21:00 IST · Short the coming Friday's ETH CE and PE, each the strike whose delta is closest to 0.10 · If one leg's premium is more than 10% above the other's, the dearer leg moves further out to the strike whose premium is closest to the cheaper one's · Size in ETH: 1 ETH = 100 contracts of 0.01 ETH · Then the ladder rules, automatically: the 1st roll when a leg reaches 3x its sell price, every later one at 2x — or as soon as ETH spot goes 0.2% past a short strike sold out of the money — the cheap leg is rolled to the strike whose premium matches, never crossing · A leg that costs $0.10 or less to buy back is booked for profit (ETH premiums are about $6–10) · Iron fly once it becomes a straddle: a CE and a PE are bought, same size, at the strikes nearest the straddle's breakevens — the wings cap the loss, so there is no stop-loss (until both wings are bought, the straddle stop-loss guards it) · Profit lock (70% → 50%) once it is a straddle · Force-exit 10 min before the Friday settlement · One position at a time, one entry a week.

Entry every Friday at 10:00 IST on next Friday's weekly expiry · Sell a CE and a PE, each the strike whose premium is nearest $60 · Size: up to $90 the full qty; above $90 the qty is cut to 60 ÷ premium ($180 → a third, $300 → a fifth), to the nearest whole contract · A leg whose premium is over $300 is not traded; that week only the other leg runs, with its own stop-loss, target and exit · If both legs are over $300, no entry that week (the reason shows here) · Each leg on its own: stop-loss when its mark reaches 5x its sell price ($60 → $300, a loss of 4x the premium: $240 per BTC, $2.40 on 10 qty), target when it can be bought back at $2 or less; one leg closing leaves the other running · Whatever is still open closes at 09:00 IST on the expiry Friday · One entry a week; Stop closes both legs.

Entry any time on days 1–5 of the month, as soon as you press Start (no fixed hour), on that month's monthly expiry (its last Friday, 17:30 IST); after the 5th it waits for the next month's 1st · Sell a CE and a PE: each side's furthest strike; the dearer one stays and the other side is brought in to the strike whose premium is nearest it · Both legs the same qty · Adjustment (as Strategy 5): the 1st roll fires when a leg reaches 3x its sell price, every later one at 2x the level it last triggered at ($300 → $900 → $1,800) — or as soon as BTC spot goes 0.2% past a short strike sold out of the money · The other (cheap) leg is bought back and that side sold again at the strike whose premium is nearest the triggering leg's, never crossing it · Once both legs are on one strike (a straddle), no more adjustments, and a CE and a PE are bought, same qty, at the strikes nearest the straddle's breakevens (iron-fly wings, as Strategy 5); they count in the P&L and are sold with everything else · TP and SL are fixed at entry and never move, on the whole trade after every fee (the fees still to pay to close included): TP at 50% of the entry credit kept after fees, SL at a loss of the whole entry credit (e.g. credit $710: TP +$355, SL −$710) · Whatever is still open closes 10 min before settlement · One trade a month; Stop closes both legs.

Entry every day at 09:00 IST on that day's expiry (it settles 17:30 IST) · Sell a CE and a PE with a premium of $10–15 and a delta never above 0.04; if a side has nothing in that band, the premium nearest it (still at most 0.04 delta) · the pair whose premiums are nearest each other · Both legs the same qty · Adjustment (at most 3): the 1st when a leg reaches 3x its sell price, the 2nd and 3rd at 2x the level it last triggered at (e.g. $12 → $36 → $72 → $144); the other (profitable) leg is bought back and sold again at the strike whose premium is nearest the losing leg's · Iron fly: whenever BTC spot reaches a short strike — before, between or after the adjustments — the other side is sold on that strike (a straddle) and a CE and a PE are bought at its breakevens (wings); the wings cap the loss, no more adjustments · No stop-loss · Target, on the whole trade after every fee: 80% of the combined premium (CE + PE sell price × size) before any adjustment, 50% of the new combined premium after one · Reaching it does not close the trade: the profit is locked and trailed — it closes once net P&L falls below 75% of the best so far · Whatever is still open closes at 15:00 IST · One trade a day, no re-entry; Stop closes everything.

For Ashwani · Entry every night at 23:30 IST on the expiry after the next (entered the 10th: the 12th's, settling 17:30 IST) · Distance = that expiry's ATM straddle premium (CE + PE) × 1.8, in points from spot (straddle $1,000 → 1,800 pts); short the CE and PE at the strikes nearest spot ± that (both at the shorter distance if one side's strikes don't reach) · Premiums: the dearer leg stays and the cheaper one is brought in towards spot to the strike whose premium is nearest it (e.g. CE $100 / PE $150: PE $150 stays, CE moved in to ~$150) · Stop-loss: each leg on its own at 2x its sell price (100% above it: $100 → $200) · Once a leg is stopped, the other leg's stop moves to its own sell price (breakeven), so a reversal can't turn its profit into a loss · A leg that costs $2 or less to buy back is booked · Whatever is open closes 10 min before settlement · No target · One entry a night, so two trades overlap (each ~42 hours); Stop closes everything.

For Ashwani · Entry every night at 23:30 IST on the expiry after the next (entered the 10th: the 12th's, settling 17:30 IST) · Distance = that expiry's ATM straddle premium (CE + PE) × 1.8, in points from spot (straddle $1,000 → 1,800 pts); short the CE and PE at the strikes nearest spot ± that (both at the shorter distance if one side's strikes don't reach) · Premiums: the cheaper leg stays and the dearer one is moved out, away from spot, to the strike whose premium is nearest it (e.g. CE $100 / PE $150: CE $100 stays, PE moved out to ~$100) · Stop-loss: each leg on its own at 2x its sell price (100% above it: $100 → $200) · Once a leg is stopped, the other leg's stop moves to its own sell price (breakeven), so a reversal can't turn its profit into a loss · A leg that costs $2 or less to buy back is booked · Whatever is open closes 10 min before settlement · No target · One entry a night, so two trades overlap (each ~42 hours); Stop closes everything.

For Ashwani · Entry every night at 23:30 IST on the expiry after the next (entered the 10th: the 12th's, settling 17:30 IST) · Distance = that expiry's ATM straddle premium (CE + PE) × 1.8, in points from spot (straddle $1,000 → 1,800 pts); short the CE and PE at the strikes nearest spot ± that (both at the shorter distance if one side's strikes don't reach) · Premiums: no evening: both legs exactly as the 1.8x distance gives them (e.g. CE $100 / PE $150 as they are) · Stop-loss: each leg on its own at 2x its sell price (100% above it: $100 → $200) · Once a leg is stopped, the other leg's stop moves to its own sell price (breakeven), so a reversal can't turn its profit into a loss · A leg that costs $2 or less to buy back is booked · Whatever is open closes 10 min before settlement · No target · One entry a night, so two trades overlap (each ~42 hours); Stop closes everything.

Entry every day at 09:00 IST on that day's expiry (it settles 17:30 IST) · Sell a CE and a PE with a premium of $10–15 and a delta never above 0.10; if a side has nothing in that band, the premium nearest it (still at most 0.10 delta) · the pair whose premiums are nearest each other · Both legs the same qty · Adjustment (at most 3): the 1st when a leg reaches 3x its sell price, the 2nd and 3rd at 2x the level it last triggered at (e.g. $12 → $36 → $72 → $144); the other (profitable) leg is bought back and sold again at the strike whose premium is nearest the losing leg's · Iron fly: whenever BTC spot reaches a short strike — before, between or after the adjustments — the other side is sold on that strike (a straddle) and a CE and a PE are bought at its breakevens (wings); the wings cap the loss, no more adjustments · No stop-loss · Target, on the whole trade after every fee: 80% of the combined premium (CE + PE sell price × size) before any adjustment, 50% of the new combined premium after one · Reaching it does not close the trade: the profit is locked and trailed — it closes once net P&L falls below 75% of the best so far · Whatever is still open closes at 15:00 IST · One trade a day, no re-entry; Stop closes everything.

On Delta's XAUT (Tether Gold, 1 XAUT ≈ 1 oz of gold) daily options · Every Friday, sell calls on Saturday's expiry (it settles 21:30 IST) in three tranches: 20:30, 21:00 and 21:30 IST, a third of your qty each (3,000 qty → 1,000 at each time) · Each tranche sells the call whose premium is nearest $5 at that moment, so the strikes can differ · Each tranche lives on its own: stop-loss when its premium reaches 3x what it was sold for ($5 → $15), target when it can be bought back at $0.10 or less; no re-entry · Whatever is still open is bought back at 21:00 IST on Saturday · Why: gold's real market closes early Saturday (IST) and stays shut all weekend, so XAUT barely moves and the calls lose value · Thin market: a fast move can fill a stop-loss above 3x · A Stop closes every tranche.

Entry 21:00 IST daily on the daily expiry · Short CE + PE, each the strike whose premium is closest to $50 · If one of them is over $100 (nothing cheaper listed on its side), the other leg is sold at about the same premium too, and both at half the qty (since 13 Nov) · No rolls, no straddle, no wings · Leg stop: a short that reaches 3x its sell price is bought back on its own and its side stays empty; the other leg runs on until it also reaches 3x its own sell price, is booked, or the force-exit · A leg that costs $2 or less to buy back is booked for profit · Force-exit 10 min before settlement · No re-entry same day.

The Daily Strangle Ladder (Strategy 3 until 5 Nov) with only 1 adjustment: once it has rolled, a second trigger makes no roll and the trade runs on, closed only by the loss limit, a $2 booking or the force-exit; plus a loss limit, on from the entry (since 13 Nov): the whole trade's net P&L (rolls, wings, after fees) reaching −100 points (−$100 per 1 BTC of size, −$2 on 0.020 BTC) closes everything and nothing more is traded that day · Entry 21:00 IST daily · Short CE + PE, each the strike whose premium is at or under $30 and closest to it — if a side has nothing under $30, its cheapest strike, with the other leg matched to that premium; if that cheapest premium is over $100, the day enters with half the size · Roll (only 1): when a leg reaches 3x its sell price ($28 → $84) — or as soon as BTC spot goes 0.2% past a short strike that was sold out of the money (a one-tick touch doesn't count), which rolls the other leg to the strike whose premium matches the touched leg, never crossing it (often the same strike, a straddle) · The other (cheap) leg is the one rolled, never crossing; rolls stop once both legs share a strike · Iron fly once it becomes a straddle: a CE and a PE are bought, same size, at the strikes nearest the straddle's breakevens — these wings cap the loss, so there is no stop-loss (until both wings are bought, the old one guards it: minus the max profit, with spot outside the breakevens) · Profit lock once it is a straddle: when net P&L (after fees) reaches 70% of the max profit (the shorts' premium less the wings' cost), it closes if it then falls back to 50% · Force-exit 10 min before settlement · No re-entry same day.

Every live close (stop-loss, loss limit, force-exit, Stop, a roll's buy-back, a wing sold): how much worse than the mark it filled. A positive figure is money lost to the spread / a thin book -- put the average % into backtests so they match live.

Spot XAU/USD (Twelve Data). Bricks of 1 from each day's closing price (UTC day), from a fixed start a year back; a reversal needs 2 bricks. During the day the dashed brick follows the live price. A long signal comes the moment the live price crosses above the Base Line and both Leading Spans (the cloud, drawn 26 bricks ahead) while Span A is above Span B, without waiting for the day to close; a short, the moment it crosses below all three while Span A is below Span B. One alert per crossing. Stop 1 brick beyond Span B (under it for a long, over it for a short), trailed to breakeven at +1R, then +1R per R. Alerts only -- orders are placed by hand on your own account; your broker's price can differ by a dollar or so.

Delta Exchange's BTC index (.DEXBTUSD) -- the price our BTC options settle on and the strategies call spot. Bricks of $20 from each day's closing price (UTC day, 05:30 IST), from a fixed start a year back; a reversal needs 2 bricks. During the day the dashed bricks follow the live price. A long signal comes the moment the live price crosses above the Base Line and both Leading Spans (the cloud, drawn 26 bricks ahead) while Span A is above Span B, without waiting for the day to close; a short, the moment it crosses below all three while Span A is below Span B. One alert per crossing (Telegram, starting "BTC"). Stop 1 brick beyond Span B, trailed to breakeven at +1R, then +1R per R. Alerts only -- no order is placed anywhere.

Contracts: Delta's BTC Daily Straddle (MOVE) contracts listed from 19:00 IST the evening before their expiry (17:30 IST); the 3 with the strike nearest BTC spot are watched. Chart: 15-min candles on the mark price. Pattern: the contract's high so far; then, any time later, 2 candles back to back with lower lows, both under the low of the high's candle. Entry: SELL the moment the live mark price goes under the second low. Stop-loss: the high. Target: 1:1 (entry minus the entry-to-stop distance; at least 0). Once 5 candles have closed after the entry, the mark going above the highest high of the latest 5 closes it, in profit or loss. Whatever is open closes 10 min before expiry. One trade a day; Stop closes it.

Every live strategy -- and the live history of one since stopped or moved to paper. P&L after fees; "open now" at the current marks; "all time" = closed + open now; charges = every Delta fee paid (closed trades + the open one so far).