Internal Research Engine · Phase A · Unlaunched

Every day, the market’s most attractive cash-secured-put setups, ranked.

PutFinder scans a curated universe of liquid US names, scores each ~1-month CSP setup on premium-vs-risk using consistent, transparent rules, and saves a durable daily snapshot — no black box, no guesswork, built in public.

Join the waiting list See how it works
Python engine daily snapshots curated liquid US universe transparent rules build-in-public
Today’s ranked setups Illustrative
screening output
# Ticker Score AnnYield Buffer% DTE Tier
1 AAPL
92
18.4% 6.2% 28 A
2 MSFT
87
14.9% 7.8% 32 A
3 NVDA
79
22.1% 5.1% 25 B
4 AMZN
71
12.6% 9.3% 35 B
5 META
63
16.7% 4.8% 29 C
Contracts scanned
4,200
per daily run · illustrative
Names in universe
120
curated liquid US · illustrative
Gate pass-rate
18%
post-liquidity + earnings gates · illustrative

All figures above are illustrative — not actual screening output or real performance data. Ranks are descriptive; a higher score means a higher position in today’s pool, nothing more.

How it works

Consistent rules, every day, no surprises.

The same rule set runs at the same time each day. Every factor is documented — no undisclosed overrides.

The approach
Three plain steps

PutFinder is a screening engine, not a crystal ball. It surfaces setups worth researching — you decide what to do with them.

1
Scan a curated universe of liquid US names each day
Only names that pass minimum liquidity standards enter the pool — wide bid-ask spreads and thin open interest are filtered out before scoring begins.
2
Rank every ~1-month CSP setup on premium-vs-risk
Each setup is scored on the underlying quality, the contract’s annualized yield relative to its downside buffer, and upcoming catalyst exposure. Rules are consistent and fully documented.
3
Save a durable daily snapshot for forward-testing
Every run is archived with a timestamp. Nothing is retroactively adjusted. When outcomes eventually settle, they can be compared against the pre-publication ranks.
Transparent rules — every factor is documented, no black box. Recalibration is a data edit, not a code change.
Figure 1 · Illustrative
Illustrative
Theta decay & probability density
PANEL A · THETA DECAY TIME VALUE TIME TO EXPIRY T0 Expiry ~30 DTE Th PANEL B · PROB. DENSITY UNDERLYING PRICE AT EXPIRY Strike K Price S OTM tail PoP = 1-|d| (model est.)

Panel A: option time value erodes convexly toward zero at expiry (Θ decay). The ~30 DTE window targets meaningful premium while limiting late-life gamma risk. Panel B: risk-neutral price density at expiry; OTM tail = probability of closing below strike K. PoP ≈ 1−|Δ| is a model-estimated probability derived from Black–Scholes delta, not a historical win rate. Illustrative — not actual data.

§2 · Screening pipeline
Screening pipeline

Four sequential stages. Fail any stage → discarded, never scored.

Liquidity Gate
OTM puts only; acceptable delta range; minimum open interest; valid two-sided market; bid-ask spread within tolerance; DTE window enforced.
Stock Quality Score
Evaluates the underlying across quality, volatility risk premium, and price trend. Stale or missing data excludes the ticker entirely.
Contract Fit Score
Balances annualized yield against downside buffer. A structural support level between strike and spot earns a bonus.
Earnings Gate
Applies a catalyst multiplier based on how many days separate expiry from the next earnings date. Contracts straddling earnings are penalized or excluded.
§3 · Scope
What it is. What it is not.

The non-advisory boundary is a design feature, not a disclaimer.

Is
  • Relative ranking of CSP setups, today
  • Durable daily snapshots for forward-testing
  • Fully transparent, documented rules
  • Research tool for methodical discipline
  • A heuristic that ranks, not a predictor
Is Not
  • A trading signal or execution system
  • Financial advice or a recommendation
  • A win-rate machine — PoP is model-estimated
  • A return predictor — yield is arithmetic on premium
  • A multi-user web app (this phase)

A score of 94/100 means “ranks near the top of today’s pool” — not “a 94-quality investment.”

Terms
Glossary
Buffer / Downside Protection Buffer / Downside Protection
VRP / Vol Risk Premium VRP / Vol Risk Premium
Theta / Time Decay Theta / Time Decay
PoP ≈ 1-|Δ| (model est.) PoP = 1-|delta| (model est.)
AnnYield / Annualized Yield AnnYield / Annualized Yield
Catalyst / Earnings Multiplier Catalyst / Earnings Multiplier
CSP / Cash-Secured Put CSP / Cash-Secured Put
IV30 / 30-day Implied Vol IV30 / 30-day Implied Vol

All thresholds come from a config table, not hardcoded values. Recalibration is a data edit, not a code change.

Build in Public

Methodology first. Receipts second. Claims third.

In that order, with verifiable timestamps at each step. Posts have no delete key. Nothing performance-related is published prematurely.

Phase A — now
Methodology public

Rules and approach published openly before any performance claim exists. This page is that document — timestamped, spec-first, verifiable.

Phase B — pending
Timestamped receipts

Daily snapshots archived with timestamps after daily runs commence. Settled outcomes published only after cohorts close and results are independently verifiable.

Phase C — pending
Cohort performance (when it exists)

When a headline performance claim is eventually published, it will be structured as a Cohort A-vs-B comparison (published pool vs. full-pool control) — never a bare win rate quoted in isolation.

Methodology is shared openly now, in Phase A — before any performance claim exists. Posts have no delete key. The sequence: methodology first, receipts second, claims third — with verifiable timestamps at each step.
Phase A

Join the waiting list

PutFinder is an early-stage internal research tool, not yet launched. Leave your email to follow methodology updates, Phase B receipts, and eventual cohort results — when they exist and can be stood behind.

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