Rules & weights

# Options-Income System: Config Review & Suggested Tweaks --- ## Situation Summary The core problem is **structural underdeployment**: the system is consistently parking ~56% of available capital unused, generating ~$55–60/day against targets of $250–1,500/day. This isn't a market opportunity problem — it's a **filter/threshold problem**. The config is screening out too many candidates before capital can be deployed. The negative total P&L (-$22,822) with positive realized income (+$34,809) also signals unrealized losses sitting in the book, which means some risk knobs may have been *too loose* historically, making a calibrated tightening-while-opening approach the right posture. --- ## Suggested Tweaks --- ### Tweak 1 — `bp_soft_utilization`: 0.70 → **0.78** *(Buying Power Soft Ceiling)* **The gap:** You're deploying 43–44% of capital against an 80% target. The soft-util ceiling of 0.70 means the system stops seeking new trades at 70% BP usage — but it's not even reaching that ceiling. However, raising this slightly removes one potential early-exit condition and signals to the system it has more room to work with when marginal candidates appear. **Suggested value:** `0.78` **Tradeoff:** Marginally less buffer before hard limits trigger. At 44% current deployment, this is low-risk — you have substantial headroom. Do **not** push above 0.82 given the existing unrealized loss exposure. **What to watch:** If deployment climbs toward 65%+ after this change, the tweak is working. If deployment barely moves, the bottleneck lies elsewhere (see Tweaks 2 and 3). --- ### Tweak 2 — `watch_band`: 72 → **90** *(Candidate Universe Size / Watchlist Filter)* **The gap:** A watch band of 72 means the system is only evaluating ~72 symbols as trade candidates. With three strategies (CSP, covered call, bull put spread) and scoring weights that penalize poor liquidity, diversification, and delta fit, a narrow universe means many days the system simply finds fewer than the needed number of passing candidates — hence 44% deployment despite 80% target. **Suggested value:** `90` **Tradeoff:** Wider universe increases scan time and introduces symbols with potentially thinner liquidity or less-familiar risk profiles. The liquidity scoring weight (10) and risk weight (14) act as natural gates — symbols that pass a larger watchlist but fail liquidity/risk scoring get blocked anyway. This is a **relatively safe expansion** because the scoring system does the filtering work downstream. **What to watch:** Monitor whether new positions being opened are in names with bid-ask spreads wider than your historical average. If liquidity scores on new fills drop meaningfully, pull back to 80. --- ### Tweak 3 — `roll_delta_threshold`: |0.45| → **|0.