Institutional-Grade Options Decision System (Read-Only, Risk-First)

VOLARIS is a deterministic, risk-first options trading decision system designed to operate with institutional discipline.

It does not execute trades.
It does not chase signals.
It does not optimize for trade frequency.

VOLARIS exists to answer one question, reliably:

"Given current market regime, data confidence, and portfolio risk constraints, what (if anything) is worth trading today?"

In many cases, the correct answer is nothing.

VOLARIS is built around principles used by professional risk desks:

• Capital preservation > return maximization
• Defined-risk structures only
• Regime-gated strategy selection
• Data validation before decision-making
• Explicit NO-TRADE days
• Explainability over complexity

If a trade cannot be justified structurally, VOLARIS will not produce one.

• A decision engine for options strategies
• A risk governor that enforces discipline
• A regime-aware allocator across strategies
• A read-only system producing trade tickets for manual execution
• A data-validated system using multiple providers
• A glass-cockpit UI, not a trading terminal

• An auto-trader
• A signal generator
• A backtest optimizer
• A technical-indicator engine
• A fundamental analysis system
• A gamma exposure (GEX) tool
• A high-frequency or intraday system

• SPY
• QQQ
• IWM

(Index ETFs only)

• 30–60 DTE
• No 0DTE
• No weeklies
• No earnings trades

• Iron Condors
• Broken-Wing Butterflies (BWB)
• Calendars / Diagonals
• Directional Debit Spreads

All strategies are defined-risk.

VOLARIS is a modular, auditable pipeline:

Market Data Providers
(Yahoo / Tradier / Public)
        ↓
Market Data Validation & Reconciliation
        ↓
Regime Detection Engine
        ↓
Strategy Permissioning
        ↓
Strategy Candidate Generation
        ↓
Portfolio Risk Aggregation
        ↓
Position Sizing Engine
        ↓
Scoring & Selection Engine
        ↓
Trade Management Engine
        ↓
Trade Tickets (Manual Execution)
        ↓
Professional Read-Only UI

No component bypasses risk controls.

VOLARIS classifies the market across three dimensions:

Each run produces:

• A RegimeState
• A confidence score
• Risk multipliers applied downstream

VOLARIS never consumes raw data.

All data passes through:

• Cross-provider reconciliation
• Sanity checks (price, IV, chains)
• Confidence scoring
• Blocking rules for malformed data

If confidence is LOW, VOLARIS throttles or blocks trading.

• Defined risk per trade (1–2% max)
• Portfolio-level risk caps
• Strategy bucket caps
• Concentration limits
• NO-TRADE days enforced
• Event-risk forced exits
• Explicit rejection reasons

Risk rules cannot be overridden via UI.

VOLARIS produces trade tickets, not orders.

Each ticket includes:

• Strategy structure
• Option legs
• Target pricing guidance
• Max profit / max loss
• Risk as % of equity
• Management plan:
  • Take-profit rules
  • Loss cut rules
  • Time exits

Execution is manual and broker-agnostic.

VOLARIS includes a read-only Streamlit UI designed as a glass cockpit:

• Regime & data confidence shown first
• NO-TRADE days clearly highlighted
• Max 1–3 recommendations per day
• Management actions visually dominant
• No execution controls
• No strategy tuning knobs

The UI exists to inform, not to tempt.

Create a .env file at the project root:

MARKET_DATA_PROVIDER=yahoo+tradier+public

TRADIER_API_KEY=your_key_here
TRADIER_SANDBOX=false

PUBLIC_ACCESS_TOKEN=your_token_here
PUBLIC_SECRET_KEY=your_secret_here
PUBLIC_ACCOUNT_ID=your_account_id_here

⚠️ .env must never be committed.

python -m volaris.run.cli

Key behaviors:

• Mock data is blocked by default
• Real providers must be explicitly enabled
• NO-TRADE days are expected and normal

streamlit run volaris/ui/app.py

The UI reads from the outputs/ directory and reflects the most recent run.

VOLARIS intentionally excludes:

• Technical indicators
• Fundamental analysis
• Gamma exposure (GEX)
• Machine learning
• Auto-execution

These were excluded because they:

• Increase fragility
• Add noise without improving expectancy
• Encourage over-trading
• Reduce explainability

VOLARIS prioritizes structural edge and survival.

That is not a failure.

That is the system doing its job.

Most capital is lost on days when traders feel compelled to act.

VOLARIS exists to remove that compulsion.

VOLARIS v1.x

• ✅ Logic complete
• ✅ Data-validated
• ✅ Runtime hardened
• ✅ UI operational
• ✅ Manual execution only

Further work is optional, not required.

VOLARIS is a decision-support system.
It does not provide financial advice.
All trades are executed manually at the user's discretion.

Use at your own risk.

VOLARIS is deliberately restrained.

Its strength comes from:

• Knowing when not to trade
• Enforcing discipline automatically
• Preferring boredom over drawdowns

That is how capital survives long enough to compound.