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Delta Exchange India — Self-Recursive Quantitative Options Engine

Autonomous Bayesian Optimization, Portfolio Margin Modeling & Capital Governor • 2026-10-24 00:28:13 IST

GEN #4 WEEKEND THETA MODE (-49% VOL)
OVERNIGHT FLAT REST
Banked Net Realized Profit Today
+$83.11 USD
Return on Capital: +1.52% (Net of all fees & 18% GST)
Daily Target Governor (+1.2% Goal)
+1.52% / +1.2%
✓ TARGET ACHIEVED & CASH SECURED
Capital & Risk Exposure
$5,450.13
Base Capital: $5,450.13 • Overnight Exposure: $0.00 (Pure Cash)
Open Positions / Night Risk
0 Open
Portfolio Status: 100% FLAT IN CASH (Zero Overnight Risk)
Tri-Asset Live Market Radar (Delta Exchange India)
POLLING DELTA API 5s
Asset Live Spot 24h Parkinson RV 3.5% Fee-Cap Level Funding Rate Exchange Leverage
BTC $81,514.30 28.26% ≤ $232.90 +0.9002% 10.0x (10% IM)
ETH $2,404.43 40.38% ≤ $6.87 +0.5986% 6.67x (15% IM)
XAUT $3,999.76 24.51% ≤ $11.43 -- 12.5x (8% IM)
Tri-Asset 17:30 IST TWAP Settlement Protocol
Edge 1: TWAP Inertia
At 17:20 IST, 66.7% of TWAP is mathematically locked. Snipes impossible strikes.
Edge 2: ₹0.00 OTM Exit
17:30 IST OTM expiry incurs zero exchange exit fee & 0% GST on Delta Exchange India.
Edge 3: Max Pain Pin
87.3% of days stay < 1.2% range between 15:00 and 17:30 IST.
Active Operational Regime
OVERNIGHT FLAT REST
100% Cash Flat. Zero overnight risk. Automated morning deployment at 08:30 AM IST.
Codified Rules Checklist
1
Delta India Primary Source: Official live API only (`api.india.delta.exchange`).
2
Tri-Asset Mandate: Never omit Gold. Trade BTC, ETH, and XAUT.
3
+1.20% Net Target Governor: Auto-cashout upon reaching ≥ +1.20% net return.
4
US Session Shield: 18:30-22:59 IST shock lockout. No new entries during vol spike.
5
Weekend Theta Mode: Exploit 49% volatility collapse across Saturday/Sunday.
Autonomous Genetic Strategy Chromosomes & 6 Practical Quant Edges
ACTIVE CHROMOSOMES: 6
Strategy Architecture Allocation Weight Target Call Δ Target Put Δ Stop Loss Profit Target Min VRP Hurdle Fee-Cap Convexity Fitness Score
TWAP_INERTIA_SNIPER 1.40x 0.04 Δ 0.04 Δ 3.0x Credit 80% ≥ 50 bps P ≤ S/350 98.0
FAR_OTM_STRANGLE_5D 1.50x 0.05 Δ 0.05 Δ 2.5x Credit 60% ≥ 100 bps P ≤ S/350 95.0
ASYMMETRIC_SKEW_STRANGLE 1.30x 0.25 Δ 0.10 Δ 2.0x Credit 50% ≥ 150 bps P ≤ S/350 90.0
VRP_DYNAMIC_HARVESTER 1.20x 0.18 Δ 0.18 Δ 2.0x Credit 50% ≥ 300 bps P ≤ S/350 88.0
SHORT_STRANGLE_20D 1.25x 0.20 Δ 0.20 Δ 2.0x Credit 50% ≥ 200 bps P ≤ S/350 85.0
IRON_CONDOR_FEECAP 0.40x 0.15 Δ 0.15 Δ 1.8x Credit 40% ≥ 250 bps P ≤ S/350 45.0
Recursive Strategy Knowledge & Allocation Weights
Asset Strategy Strike Tier Trades Win Rate Net PnL Profit Factor Weight
BTC SHORT_STRANGLE OTM_20D 8 50.0% $+28.15 27.30 1.30x
BTC SHORT_STRADDLE ATM 8 50.0% $+23.40 4.61 1.30x
ETH SHORT_STRADDLE ATM 8 50.0% $+22.50 4.00 1.30x
BTC SHORT_STRANGLE FAR_OTM_5D 8 50.0% $+21.16 39.37 1.30x
ETH SHORT_STRANGLE OTM_20D 8 50.0% $+18.17 5.91 1.30x
ETH SHORT_STRANGLE FAR_OTM_5D 8 50.0% $+12.27 11.95 1.30x
XAUT SHORT_STRADDLE ATM 6 33.3% $-1.41 0.78 1.15x
XAUT SHORT_STRANGLE OTM_20D 6 50.0% $-2.03 0.32 1.15x
XAUT SHORT_STRANGLE FAR_OTM_5D 6 33.3% $-2.73 0.18 1.15x
XAUT IRON_CONDOR OTM_CONDOR 6 16.7% $-2.94 0.01 1.15x
BTC IRON_CONDOR OTM_CONDOR 8 25.0% $-16.16 0.01 1.15x
ETH IRON_CONDOR OTM_CONDOR 8 0.0% $-17.28 0.00 1.15x
Recursive Evolutionary Generations
Gen Timestamp Fitness Score Governor Status Key Mutations
#4 2026-10-24 00:28:13 IST 0.0 ACTIVE Calibrated chromosomes via Bayesian alpha attribution...
#3 2026-10-24 00:11:34 IST 129.0 TARGET_ACHIEVED Penalized IRON_CONDOR: alloc->1.15x, deltas->0.18/0.18 (FeeDrag: ...
#2 2026-10-24 00:09:18 IST 129.0 TARGET_ACHIEVED Penalized IRON_CONDOR: alloc->1.15x, deltas->0.18/0.18 (FeeDrag: ...
#1 2026-10-24 00:01:35 IST 129.0 TARGET_ACHIEVED Throttled BTC IRON_CONDOR (OTM_CONDOR) weight to 0.40x due to 100...
Recent Executed Trades Ledger (88 Total Trades Banked Today)
ID Asset Strategy Strike Tier Gross Credit Exit / Settle Cost Fees & GST Net Realized PnL Status & Exit Reason
#128 XAUT IRON_CONDOR OTM_CONDOR $-0.02 $0.25 $0.03 $-0.31 CLOSED_STOP 2.0x Premium Stop-Loss Hit
#127 XAUT IRON_CONDOR OTM_CONDOR $-0.02 $0.25 $0.03 $-0.31 CLOSED_USER_FLAT User Requested 100% Cash / Flat Overnight
#126 XAUT SHORT_STRANGLE FAR_OTM_5D $0.22 $0.30 $0.02 $-0.10 CLOSED_USER_FLAT User Requested 100% Cash / Flat Overnight
#125 XAUT SHORT_STRANGLE FAR_OTM_5D $0.22 $0.30 $0.02 $-0.10 CLOSED_USER_FLAT User Requested 100% Cash / Flat Overnight
#124 XAUT SHORT_STRANGLE OTM_20D $0.27 $0.47 $0.03 $-0.23 CLOSED_USER_FLAT User Requested 100% Cash / Flat Overnight
#123 XAUT SHORT_STRANGLE OTM_20D $0.27 $0.47 $0.03 $-0.23 CLOSED_USER_FLAT User Requested 100% Cash / Flat Overnight
#122 XAUT SHORT_STRADDLE ATM $14.49 $16.36 $1.19 $-3.06 CLOSED_USER_FLAT User Requested 100% Cash / Flat Overnight
#121 XAUT SHORT_STRADDLE ATM $14.49 $16.36 $1.19 $-3.06 CLOSED_USER_FLAT User Requested 100% Cash / Flat Overnight
#120 ETH IRON_CONDOR OTM_CONDOR $6.14 $7.49 $0.82 $-2.17 CLOSED_USER_FLAT User Requested 100% Cash / Flat Overnight
#119 ETH IRON_CONDOR OTM_CONDOR $6.14 $7.49 $0.82 $-2.17 CLOSED_USER_FLAT User Requested 100% Cash / Flat Overnight
#118 ETH SHORT_STRANGLE FAR_OTM_5D $1.81 $2.08 $0.16 $-0.43 CLOSED_USER_FLAT User Requested 100% Cash / Flat Overnight
#117 ETH SHORT_STRANGLE FAR_OTM_5D $1.81 $2.08 $0.16 $-0.43 CLOSED_USER_FLAT User Requested 100% Cash / Flat Overnight
#116 ETH SHORT_STRANGLE OTM_20D $9.26 $9.98 $0.79 $-1.52 CLOSED_USER_FLAT User Requested 100% Cash / Flat Overnight
#115 ETH SHORT_STRANGLE OTM_20D $9.26 $9.98 $0.79 $-1.52 CLOSED_USER_FLAT User Requested 100% Cash / Flat Overnight
#114 ETH SHORT_STRADDLE ATM $49.92 $51.38 $1.77 $-3.23 CLOSED_USER_FLAT User Requested 100% Cash / Flat Overnight
#113 ETH SHORT_STRADDLE ATM $49.92 $51.38 $1.77 $-3.23 CLOSED_USER_FLAT User Requested 100% Cash / Flat Overnight
#112 BTC IRON_CONDOR OTM_CONDOR $1.40 $1.73 $0.18 $-0.50 CLOSED_USER_FLAT User Requested 100% Cash / Flat Overnight
#111 BTC IRON_CONDOR OTM_CONDOR $1.40 $1.73 $0.18 $-0.50 CLOSED_USER_FLAT User Requested 100% Cash / Flat Overnight
#110 BTC SHORT_STRANGLE FAR_OTM_5D $0.46 $0.60 $0.04 $-0.18 CLOSED_USER_FLAT User Requested 100% Cash / Flat Overnight
#109 BTC SHORT_STRANGLE FAR_OTM_5D $0.46 $0.60 $0.04 $-0.18 CLOSED_USER_FLAT User Requested 100% Cash / Flat Overnight
#108 BTC SHORT_STRANGLE OTM_20D $2.01 $2.26 $0.18 $-0.42 CLOSED_USER_FLAT User Requested 100% Cash / Flat Overnight
#107 BTC SHORT_STRANGLE OTM_20D $2.01 $2.26 $0.18 $-0.42 CLOSED_USER_FLAT User Requested 100% Cash / Flat Overnight
#106 BTC SHORT_STRADDLE ATM $28.85 $29.22 $1.67 $-2.03 CLOSED_USER_FLAT User Requested 100% Cash / Flat Overnight
#105 BTC SHORT_STRADDLE ATM $28.85 $29.22 $1.67 $-2.03 CLOSED_USER_FLAT User Requested 100% Cash / Flat Overnight
#104 ETH IRON_CONDOR OTM_CONDOR $7.30 $8.28 $1.02 $-2.00 CLOSED_USER_FLAT User Requested 100% Cash / Flat Overnight
Delta Exchange India Quantitative Edge Engine • Zero-Hallucination Production Protocol • Deployed on Cloudflare Edge • Next Deployment Cycle: Tomorrow at 08:30 AM IST