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options-spread-conviction-engine

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Multi-regime options spread analysis engine with quantitative rigor. Features regime detection (VIX-based), GARCH volatility forecasting, drawdown-constrained Kelly position sizing, and walk-forward backtesting. Scores vertical spreads (bull put, bear call, bull call, bear put) and multi-leg strategies (iron condors, butterflies, calendar spreads) using Ichimoku, RSI, MACD, Bollinger Bands, and IV term structure analysis.

When to use

• scoring vertical spreads
• scoring multi-leg strategies
• regime detection
• GARCH volatility forecasting
• drawdown-constrained Kelly position sizing
• walk-forward backtesting
• IV term structure analysis

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