Condor Retrospective

Session Summary

+$4,345

Peak P&L (24.7%)

5,735

Snipe Opportunities

22,303

PLL Cycles (5s each)

253

Active Minutes

$17,621

Net Liquidation

69.8%

Cushion

0.130

Median Δg (edge)

6863

ES Avg Price

ES Price & Portfolio P&L (PLL 5s cycles)

Kelly Growth Rate (g₀) — Signal Strength

Snipe Opportunity Frequency (per minute)

Snipe Edge (Δg) Distribution Over Time

Spread Type Mix Over Time

Operator Trades

IB Gateway Disconnected — Trade execution data requires gateway restart. Port 4001 not responding. Reconnect to import fills with manual/auto tags.

Time	Action	Spread	Qty	Source
~12:00 PT	SELL	6860/6880C bear call	5	MANUAL
~12:00 PT	SELL	6860/6880P bear put	5	MANUAL
~12:00 PT	SELL	6800/6820P bull put	5	MANUAL
~15:50 PT	CLOSE ALL	All 3 spreads	5×3	MANUAL
Exact timestamps available after IB Gateway reconnect

Operator Biometrics (Apple Watch Ultra)

⌚

AutoSleep data not yet connected

Install Health Auto Export on iPhone → webhook to http://localhost:8731/health for real-time HRV, sleep stages, readiness.

Or: AutoSleep → Settings → Export → CSV → AirDrop for backfill.

Morning Yoga Workflow — DTE Margin Analysis

1DTE Regime (Recommended)

Margin multiplier: 1.0×

Sizing factor: 100%

Gamma risk: moderate

Optimal window: enter during morning yoga, let theta work overnight

0DTE Regime (Sniper)

Margin multiplier: ~1.5-2.0×

Sizing factor: 50-67%

Gamma risk: extreme

Optimal window: post-9:30am, tight spreads only

Last 6h (Auto-scale)

Margin multiplier: 2.0-2.5×

Sizing factor: 40-50%

PLL auto-reduces: tau-scaled max_risk

Close-only below τ=0.001 (~2h to expiry)

DTE margin factor now wired into margin-calc → sniper → PLL. dte_sizing_factor(tau) automatically scales position size inversely with margin cost. 1DTE gets full Kelly lots; 0DTE gets half.

Data Pipeline Status

Source	Status	Records	Action Required
PLL Log (condor-calc)	LIVE	22,303 cycles	—
Snipe Flight Log	LIVE	5,735 opportunities	—
IB Historical Bars	DISCONNECTED	0	Restart IB Gateway on Windows
IB Execution Reports	DISCONNECTED	0	Restart IB Gateway → /executions endpoint
Apple Watch (AutoSleep)	NOT CONFIGURED	0	Install Health Auto Export on iPhone
Signal Engine Replay	PENDING	0	Needs historical bars first