Answer Block

Answer Block: Building an autonomous AI trading system means things break. Here’s what we discovered, fixed, and learned today.

Building an autonomous AI trading system means things break. Here’s what we discovered, fixed, and learned today.

LL-277: Iron Condor Optimization Research - 86% Win Rate Strategy

The Problem: Date: January 21, 2026 Category: strategy, research, optimization Severity: HIGH

What We Did: - Options Trading IQ: Iron Condor Success Rate - Project Finance: Iron Condor Management (71,417 trades) Short Strike Delta Win Rate
The Takeaway: ——————- ———-   10-15 delta 86%

LL-298: Invalid Option Strikes Causing CALL Legs to Fail

The Problem: See full details in lesson ll_298_invalid_strikes_call_legs_fail_jan23

What We Did: - Added round_to_5() function to calculate_strikes() - All strikes now rounded to nearest $5 multiple - Commit: 8b3e411 (PR pending merge) 1. Always round SPY strikes to $5 increments 2. Verify ALL 4 legs fill before considering trade complete 3. Add validation that option symbols exist before submitting orders 4. Log when any leg fails to fill - LL-297: Incomplete iron condor crisis (PUT-only positions) - LL-281: CALL leg pricing fallback iron_condor, options, strikes, call_legs, validati

The Takeaway: Risk reduced and system resilience improved

LL-272: PDT Protection Blocks SOFI Position Close

The Problem: See full details in lesson ll_272_pdt_blocks_sofi_close_jan20

What We Did: Option 1: Wait for a day trade to fall off (5 business days from oldest day trade) Option 2: Deposit funds to reach $25K (removes PDT restriction) Option 3: Accept the loss and let the option expire worthless (Feb 13, 2026) 1. Check day trade count BEFORE opening positions - query Alpaca API for day trade status 2. Never open non-SPY positions - this was the original violation 3. Close positions on different days from opening - avoid same-day round trips 4. **Track day tr

The Takeaway: Risk reduced and system resilience improved

Code Changes

These commits shipped today (view on GitHub):

Commit Description
2321af0b docs(ralph): Auto-publish discovery blog post
7b2c75f3 docs(ralph): Auto-publish discovery blog post
700ed4fe docs(ralph): Auto-publish discovery blog post
931c5e90 chore(ralph): CI iteration ✅
83b045c2 docs(ralph): Auto-publish discovery blog post

Why We Share This

Every bug is a lesson. Every fix makes the system stronger. We’re building in public because:

  1. Transparency builds trust - See exactly how an autonomous trading system evolves
  2. Failures teach more than successes - Our mistakes help others avoid the same pitfalls
  3. Documentation prevents regression - Writing it down means we won’t repeat it

This is part of our journey building an AI-powered iron condor trading system targeting financial independence.

Resources: