QuantoManiacs LIVE DESK ONLINE
BROKER: INTERACTIVE BROKERS LLC HUMAN DISCRETION: 0%

01 · $1,000,000 QUANT CHALLENGE

THE $1,000,000 QUANT ODYSSEY

Can a 100% systematic Python options engine turn a $20k base into $1,000,000 USD?

Zero Discretionary Trading. I research, backtest, and engineer. The algorithm executes with mathematical discipline during market hours — zero manual clicks, zero emotional overrides.

CURRENT RISK UNIT: 1R = $100 USD (0.50% Base) • Stage 1: Capital Preservation Mode

START

100.00

NAV · $20,000

CURRENT

100.16

NAV

TARGET

5,000.00

NAV · $1,000,000

PROGRESS

0.00%

100.00 → 5,000.00 NAV

CUMULATIVE RESULT +0.32 R Sum of all 44 closed trades.

THE MECHANICS OF R-MULTIPLE & RISK SCALING

Dollars lie. R tells the truth. I measure every result strictly against the risk taken (R-Multiple).

Making $500 while risking $5,000 is a poor trade (+0.1R). Making $250 with risk held at $100 is an asymmetric result (+2.5R).

1R is exactly 1.0% of that stage's capital base (at Stage 0: 1% of the $10,000 seed = $100 USD). The dollar size of 1R changes only when a cleared statistical gate releases the next capital tranche.

TRANCHE SCALING & GIPS NAV ISOLATION

I do not wait years for the base to grow only from micro-gains. After a phase proves its statistical edge — like Gate T0 cleared at N ≥ 30 — I may allocate the next capital tranche myself, expanding the base to $30,000 or $40,000 USD. Cash added later stays strictly outside the NAV calculation.

GIPS rule: a capital deposit does not increase the rate of return or the NAV index. The NAV path (100.00 → 5,000.00) and the result in R measure only market results.

THE RISK LADDER
STAGE NAME CAPITAL 1R RISK STATUS
0
Micro Pilot
GATE CERTIFIED
$10,000 - $20,000 $100 1.00%
PASSED (Certified: N=44, +0.32 R)
1
Capital Preservation
CURRENT ACTIVE EPOCH
$20,000 - $30,000 $100 0.50%
ACTIVE (Capital Preservation • 1R=$100 USD • Base $20k)
Tranche Allocation Eligible: +$10k-$20k injection allowed upon Gate clearance
2
Momentum Core
 $30,000 - $40,000 $300 1.00%
🔒 LOCKED
3
Growth
 $40,000 - $50,000 $400 1.00%
🔒 LOCKED
4
High Velocity
 $50,000 - $100,000 $500 1.00%
🔒 LOCKED
5
Scale $100k+
 $100,000 - $250,000 $1000 1.00%
🔒 LOCKED
10
North Star $1M
 $500,000 - $1,000,000 $3800 Liquidity Ceiling
GOAL

The Builder's Log • Solo Engineering

I am a software engineer and algorithmic options trader. This challenge is not a corporate marketing demo or a paper-trading simulation — it is a public, real-money execution experiment on my personal Interactive Brokers account.

I built this autonomous Python engine to test a single hypothesis: can pure mathematical discipline, rigorous risk parity, and zero discretionary screen-time take a $20k base to $1,000,000 USD? The code executes live. The fills, commissions, and drawdowns are real. Every tick is public.

Kris • Lead Quant Developer Interactive Brokers Live Account

02 · SCORECARD

Live snapshot

SHARPE RATIO

DAILY R · √252

0.18

Annualized √252

PROFIT FACTOR

ABOVE 1.00

1.02

GAINS / |LOSSES|

WIN RATE

CLOSED TRADES

43.2%

R > 0

MAX DRAWDOWN

CUMULATIVE R

-5.09 R

PEAK TO TROUGH

TOTAL CLOSED TRADES

CLOSED ONLY

44

JOURNAL

DAYS LIVE

UNIQUE SESSIONS

23

sessions

03 · EQUITY CURVE

NAV index

BASELINE 100.00 · SESSION CLOSE

04 · MANIFESTO

Will the model reach the $1M target?

One vote per email address. The tally is public.

0.0% YES

0 votes

0.0% NO

UNLOCK ARCHIVE

Daily trade cards

A 6-digit code is emailed to you. Access stays on this browser for 30 days.

SYSTEM ARCHITECTURE & GOVERNANCE

The Division of Responsibilities: Engineer in the Pits vs Algorithm on the Track

LIVE MARKET HOURS (100% AUTONOMOUS)

The machine executes the math in real time.

  • Zero manual order entry
  • Hard time-stops & limit exits
  • M2 Anti-chase & RVOL filters
  • 100% code-driven risk parity

OFF-MARKET QUANT R&D (HUMAN ENGINEER)

I research the data, eliminate bugs, and optimize the model off-market.

  • Walk-forward backtesting
  • CI/CD test suites
  • Data lake curation
  • Universe & liquidity profiling

CORE RISK GOVERNANCE

Capital-protection rules that do not bend.

  • Strictly capped 1R risk
  • Freeroll ratchet ladder
  • Performance-gated capital tranches
  • Daily loss circuit-breaker
  • Zero screen-time mandate

TRANCHE SCALING & GIPS NAV ISOLATION

I do not wait years for the base to grow only from micro-gains. After a phase proves its statistical edge — like Gate T0 cleared at N ≥ 30 — I may allocate the next capital tranche myself, expanding the base to $30,000 or $40,000 USD. Cash added later stays strictly outside the NAV calculation.

A deposit does not raise the rate of return or the NAV index. The path from 100.00 to 5,000.00, and the result in R, measure market results only.

05 · TRADE CARDS

Sanitized execution archive

Latest 10 of 44 closed trades. Earlier results are in the cumulative total, not in this list.

The full PNG card and broker receipt unlock after you verify an email code.

BROKER-VERIFIED CARD

Verified CBOE/ARCA Execution • Algorithmic OrderRef Verified

INTERACTIVE BROKERS LLC • OFFICIAL EXECUTION RECEIPT

Direct clearing record retrieved via Flex Web Service

CONTRACT
EXECUTION TIME (ET)
FILL PRICE & SIZE
COMMISSION
EXECUTION VENUE
EXECUTION ID