Training videos

An analytics and journaling desk for self-directed options traders. This video covers what the platform computes for you, and the lines it deliberately does not cross: it is not a broker, not an investment adviser, and it decides nothing. You connect your own brokerage account, bring your own market data, and make every decision yourself.

A walkthrough of linking a brokerage account, including the authorization disclosure, what permissions you are granting, and how to revoke access. Approval happens on your brokerage's own page under your own login. Recorded against a paper account.

The one screen to read before the open: the volatility regime, scheduled event risk, anything waiting on your approval, the overnight pattern scan, your watchlist signals, and the companies reporting this week.

How to read the morning pattern scan: what it covers, why only live setups appear, and what the direction chip, the status, the reward-to-risk badge and the thirty day expected-move pill each tell you before you act on anything.

How to narrow a universe of thousands of names down to a handful worth reviewing: choosing a universe, reading the signal score and the volatility columns, using the three presets, and moving from a scanner row into a full trade plan.

Eight chart-pattern detectors on one ticker's daily tape, with volume, moving averages and momentum. Covers the lifecycle chip that says whether a pattern is forming, triggered, whipsawing or already failed, why a failed break flips direction, and how targets are scaled rather than taken at textbook full height.

The conviction composite scores a setup from zero to one hundred by combining a directional read with an options-market read. This video walks the breakdown behind the letter grade, what the machine learning chip beside it means, and why the two disagreeing is useful information.

How the trade plan picks a spread structure from the signal and the volatility regime, how the five scored expirations are ranked, and how to read the expected-move cone against your profit zone before deciding anything.

Thesis starts from your view rather than today's setup: a ticker, a direction, a horizon in months, and a structure. This walkthrough is narrated by the assistant while it drives the surface itself, showing the candidate spread, the expected-move ruler, the skew edge, and the earnings events inside the holding window.

Term structure, put-call skew, IV rank and NVRP explained on the surfaces that show them. Why an inverted term structure usually means the market knows something, and why IV rank alone is a poor gate for selling premium.

Where earnings dates come from and why the source matters, how to read an implied move whether you are buying or selling premium, and how the catalysts view surfaces dated events, analyst actions and material news inside a multi-month holding window.

The one surface with no scoring and no second opinion, built for traders who already know what they want. Single-leg chain browsing, multi-leg package building with server-computed max profit and loss, the paired-only rule that refuses naked shorts, and the preview-and-confirm path.

A single advisory view over open option positions across every connected brokerage, giving each one a hold, roll, close or hedge read with the arithmetic and specific strikes on the card.

The wheel modeled as a state machine: one lifecycle card per name, strike scanners for cash-secured puts and covered calls, a hard cost-basis floor on calls, roll prompts that require both price and time conditions, and broker reconciliation that never commits on its own.

How paper trading works in Optionscanner: logging a trade in one click with its entry context attached, live repricing on open rows, and the effectiveness breakdown on closed rows that shows which part of the toolchain is producing your results.

Reading closed trades back: four groupings that each answer a different question about your process, why the pattern digest is scoped to paper or real, and how broker-stamped rows keep the record honest.

The automation layer's first mode runs the complete pipeline and submits nothing, so you can read what it would have done against the market that actually happened. Covers reading a rejection, the six confidence subscores, the approve and review bands, and the veto-only invariant.

In semi-auto every entry and exit waits for a human click. This covers where waiting trades surface, what an approval card tells you before it asks, the gates and caps you configure, and why mechanical exits are never blocked by a protection.

Two ways a decision system can be wrong, and the surfaces that measure each. Grouping rejections by reason, applying a settings change through a server-clamped audited path, and reading the calibration report including which number to trust when two disagree.