VOL/AGENT — Research Terminal

Equity

—

Sharpe

—

annualized

Sortino

—

downside-only

Max Drawdown

—

since inception

Win Rate

—

0 cycles logged

Composite Edge

—

flat

Signal Decomposition

—

Run a cycle to compute the composite signal.

Regime & Risk Throttles

Regime

—

Gamma posture

—

Vol-of-vol (Heston)

—

Order-flow toxicity

—

Confidence (HMM)—

Feller ratio—

Combined size multiplier—

Vol path roughness (H, diagnostic)—

Equity Curve

—

Decision Log

No decisions yet — run a cycle first.

Option Chain

—

ALL

CALLS

PUTS

Symbol	Type	Strike	Bid	Ask	Mid	IV	Delta	OI
—

Portfolio

Live Greeks (open positions)

Drawdown from HWM—

Net delta (shares)—

Net gamma (shares)—

Net vega ($)—

Net theta ($/yr)—

Deployed long-vol notional—

Deployed short-vol risk (proxy)—

This Cycle — Agent Intent

Kelly fraction—

Full risk budget—

Incremental budget (new only)—

Contracts planned (long-vol)—

Max structure loss (short-vol)—

Regime size scale—

Throttle multiplier (vol-of-vol × VPIN)—

Risk caps fired—

Order-Flow Toxicity

VPIN

—

Run a cycle to read recent flow.

Planned Orders

No orders planned this cycle.

Hedge Decision

—

Backtest

Symbol

Years

Capital ($)

Cost (bps)

Runs the offline regime+GARCH/HAR+Kelly backtest over real daily history via yfinance. Set cost to 0 for the frictionless (v1) reading — see backtest/run_backtest.py's docstring for why that alone overstates Sharpe for this strategy shape.