Settings — Personal Trading OS

Execution mode

Global switch — hard-coded off in this build

Live disabled

Paper / shadow mode only. Signals, sizing and journaling run end to end; the order-placement methods on both adapters reject by design. Enabling live routing is a deliberate, separate step that requires server-side credentials and an approval gate.

Service boundaries

Prepared interfaces — nothing is connected

Kraken Derivatives

REST + WebSocketnot configured

Futures engine · MNQU6 · MESU6 · MBTQ6

Instrument metadatamocked

Historical candlesmocked

WebSocket market datablocked

Order placementblocked

Boundary is defined and mocked. No credentials stored, no socket opened, no orders routed.

Robinhood Agentic / MCP

Agentic / MCPnot configured

Options engine · long CALL / long PUT only

Options chain snapshotmocked

Underlying quotesmocked

Session handshakeblocked

Order placementblocked

Contract-only adapter. Multi-leg, spreads, and short premium are out of scope by design.

Credential policy

Secrets never reach the browser

· No API key, secret or token exists in frontend code or bundled assets.
· When brokers are connected, keys live in project secrets and are read only inside server functions.
· The browser calls typed server functions; it never talks to a broker directly.
· Request signing, nonces and WebSocket auth stay server-side behind the adapter interfaces.
· This build persists nothing: everything on screen is local mock data.

Risk defaults

Edited here, enforced by the risk engine for both engines

Risk per tradeMaximum equity at risk on any single position, futures or options premium.Daily loss limitTrading halts automatically for the rest of the session when breached.Weekly loss limitRolling 5-session drawdown ceiling across both engines.Max open positionsCounts futures contracts groups and open option contracts together.Effective leverageNotional exposure divided by account equity, futures engine only.Correlated exposureMNQ/MES index cluster plus tech-beta options treated as one correlated book.

Changes are local to this session in mock mode

Methodology and attribution

The options quality layer is an independent, original checklist inspired by widely discussed company-quality-and-thesis-first investing principles. It does not reproduce, replicate, or represent any third party's proprietary system, course material, or signals, and is not affiliated with or endorsed by any such party. ICT concepts are implemented as this project's own interpretation of publicly described price-action ideas.

Risk disclaimer. This is a personal research and journaling tool, not investment advice, and not a broker. Futures and options trading involves substantial risk of loss and is not suitable for every investor; you can lose more than your initial outlay. All data shown here is simulated mock data for interface development. Scores, theses, and AI commentary are informational only, never recommendations, and never override your own rules or the risk engine. Past performance does not indicate future results.