Real-Data Trading Bot Optimization & Validation

Python, Risk Management, Financial Analysis, Statistical Analysis, Data Analysis, Statistical Modeling, Financial Modeling, Predictive Analytics, Backtesting, Algorithmic Trading · Options Trading Bot — Real-Data Validation & Fix.

Why this bot is currently shut down — stated plainly This is a real-money automated options trading bot (Schwab broker). It is currently fully halted by two independent safety locks (a hard kill switch and a max-drawdown gate), both enforced in code and verified directly against live server logs. It stays off until someone proves — with real data, not guesses — that it can make money without blowing up the account. The real trading record, from the account’s own ledger: • 25 real trades: 6 wins, 19 losses • Realized P&L: -$1,527.85 on a $1,885.57 starting account (81% drawdown) • The losing streak that did the real damage: six straight losing trades in August with zero wins in between, cutting the account from ~$1,315 to ~$358 Every backtest run on this strategy since has come back negative: • A full redesign of entry/exit/sizing logic was tested on 5 years of real S&P price data (~13,800 trades). Every configuration tested had a profit factor under 1 and negative expectancy — even with transaction costs set to zero. Simply buying and holding the underlying stock beat every version of the bot. • A separate exit-timing redesign (ada