Answer Block

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

Monday, January 26, 2026 (Eastern Time)

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

Ralph Proactive Scan Findings

The Problem: - Dead code detected: true

What We Did: Applied targeted fix based on root cause analysis

The Takeaway: Risk reduced and system resilience improved

LL-309: Iron Condor Optimal Control Research

The Problem: Date: 2026-01-25 Category: Research / Strategy Optimization Source: arXiv:2501.12397 - “Stochastic Optimal Control of Iron Condor Portfolios”

What We Did: - Finding: “Asymmetric, left-biased Iron Condor portfolios with τ = T are optimal in SPX markets” - Meaning: Put spread should be closer to current price than call spread - Why: Markets have negative skew (crashes more likely than rallies)

The Takeaway: - Left-biased portfolios: Hold to expiration (τ = T) is optimal - Non-left-biased portfolios: Exit at 50-75% of duration

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%

Code Changes

These commits shipped today (view on GitHub):

Commit Description
62de4992 docs(ralph): Auto-publish discovery blog post
9a4f693f docs(blog): Ralph discovery - docs(ralph): Auto-publish
39f747eb docs(ralph): Auto-publish discovery blog post
c9f75a25 chore(ralph): Record proactive scan findings
54d30e03 chore(ralph): Update workflow health dashboard

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: