Radon is built for traders and investors who want deployable strategy logic, explicit execution discipline, and explainable metrics without outsourcing conviction to a black box.
Defined, undefined, and overlay structures surfaced in one terminal.
Catalogued structures with guard decisions, risk profiles, and P&L attribution labels.
Evaluate, structure, Kelly, execute, and track with the same operator context.
Metrics, methodology, and signal states stay inspectable instead of hidden.
Source-visible workflows for traders who do not outsource conviction.
Implied correlation
Volatility state
Sizing discipline
Deployable modules
Dark Pool Flow
Defined
evaluate AAPLLEAP IV Mispricing
Defined
leap-scan NVDACrash Risk Index
Overlay
cri-scanEach module exposes its edge source, instruments, hold period, expected behavior, and command surface so you understand what is deployable and why.
Institutional flow detection for passive accumulation or distribution that has not yet expressed through the lit market.
scan -> evaluate [TICKER]Long-dated volatility dislocations where realized volatility exceeds LEAP IV and the market has not repriced the option yet.
leap-scan [TICKERS]Cross-asset vega arbitrage when correlated assets reprice implied volatility at different speeds after a catalyst.
garch-convergence [TICKERS]Skew exploitation that sells the rich side of the surface to fund directional convexity on the cheap side.
risk-reversal [TICKER]Portfolio hedge overlay when volatility reprices faster than cash credit and the gap becomes statistically dislocated.
vcgCTA deleveraging detector built from volatility, implied correlation, and momentum stress signals.
cri-scanDealer gamma positioning by strike to identify price magnets, accelerators, and the GEX flip where market maker hedging shifts from stabilizing to destabilizing.
gex-scanRadon connects candidate selection to structure design, bankroll sizing, execution, and post-trade measurement. The message is simple: no hidden break between conviction and capital deployment.
Every candidate is forced through a structured gate sequence instead of discretionary skipping.
Ticker, seasonality, analysts, news & catalysts, dark pool, options, OI
Directional view is converted into a defined or explicitly managed options structure with convexity in mind. 58 catalogued structures enforce consistent classification, risk labeling, and P&L attribution.
Expiry, delta, spread width, max loss, target R:R
Position size is bounded by bankroll logic so conviction does not outrun survivability.
Kelly sizing, caps, deployed capital, portfolio fit
Execution remains visible and operator-led. Naked short protection blocks uncovered calls and stock shorts before the order reaches the exchange.
IB quotes, live pricing, fill path, naked short guard, trade log
Performance, regime, and exposure stay linked after entry so the thesis can be audited under stress.
Portfolio state, YTD metrics, flow drift, regime overlay
Flow, performance, and structure read like related instruments inside the same terminal — a unified system, not a collection of disconnected dashboards.
Radon should feel like a calibrated instrument, not a black box asking for trust. Methodology, source chain, and explainability remain visible so the operator can decide how much confidence the system deserves.
Signal logic, performance formulas, and regime thresholds stay inspectable.
Data provenance remains visible so confidence and recency can be judged directly.
The terminal helps the trader reason and execute. It does not ask for blind trust.
Workflows are auditable, extensible, and built for users who care how the system thinks.
58 options structures catalogued with guard decisions, risk profiles, bias labels, and P&L attribution formulas. Reference used by order entry, audit scripts, and agent evaluation.
The right conversion target is not hype. It is informed curiosity from a serious operator who wants to understand the machine and then use it.