Approach
The Velytra method is a systematic protocol built from real trades, engineered to remove guesswork and make decision-making repeatable under pressure.
V2.19 Protocol
28 rules, one standard
The protocol integrates volatility filters, position sizing tiers, and earnings timing rules to define exactly when to trade, how to size, and when to adjust.
- IV Rank gatekeeping before any premium-selling entry.
- Probability-weighted sizing tiers for portfolio balance.
- Defined rules for naked vs. spread treatment around earnings.
Pre-trade checklist
Six-check technical system
- Volatility regime: IV Rank and IV Percentile.
- Event risk scan: earnings, macro catalysts, sector news.
- Trend + structure review for the underlying.
- Liquidity and spread analysis.
- Portfolio exposure and correlation checks.
- Exit plan defined before entry.
Execution
Trade management
- Rolling mechanics with net-credit targets.
- Defined risk for spreads and capital-efficient PMCCs.
- Profit-taking protocols aligned with probability curves.
- Exit timing tied to volatility decay and event windows.
Context
Macro and sector awareness
The system integrates sector rotation and thematic analysis to keep trade selection aligned with broader market structure, not just individual chart signals.
- Sector rotation tracking for underlying selection.
- Metals edge framework for GDX/SLV opportunities.
- Position concentration limits with embedded-gain management.