Defined before price gets there.
QuantViper is a two-sided, level-to-level options-positioning framework. It does not require us to predict the next move. Each weekly plan defines what would confirm bullish structure, what would confirm bearish structure, where the thesis becomes invalid, and the next three areas of meaningful interaction before either setup activates.
Conditional, not predictive.
Every QuantViper plan starts with a decision zone around current price. A meaningful structural level sits on each side. Price remaining inside that zone means neither directional thesis has fully confirmed. Movement through one side activates that directional plan; movement through the opposing side invalidates it.
Breakdown confirms
A downside structural break activates the bearish setup. Profit targets progress through meaningful lower positioning levels.
Breakout confirms
An upside structural break or reclaim activates the bullish setup. Profit targets progress through meaningful higher positioning levels.
Preferred bias is context, not permission. Options positioning can favor one side of the market, but QuantViper does not discard the opposing setup. Price still has to confirm direction at a predefined structural level.
Options positioning first.
QuantViper begins with current price and a collection of options-market positioning data. The framework evaluates gamma regime, transition areas, moneyness, open-interest concentrations and other positioning-derived levels around spot. Conventional technical references may provide secondary context or confluence, but options-derived structure is given priority when the plan is constructed.
Positioning context
The distribution of options exposure helps establish whether the current environment carries a bullish, bearish or more balanced structural lean.
Meaningful levels
Valid positioning levels above and below spot are mapped and evaluated for their structural importance rather than simply choosing the nearest number.
Coherent plan
Triggers, targets and invalidation must maintain logical price ordering and directional progression before a plan is published.
The exact weighting, ranking and selection logic used to convert the underlying positioning data into published QuantViper levels is proprietary. This page explains the framework sufficiently to understand and audit a plan without publishing the implementation recipe.
Every published plan has the same architecture.
| Component | Purpose |
|---|---|
| Preferred bias | Describes the prevailing options-positioning context. It does not disable the opposite setup. |
| Bull trigger | A meaningful upside structural level whose break or reclaim materially improves the bullish structure. |
| Bear trigger | A meaningful downside structural level whose failure materially improves the bearish structure. |
| TP1 / TP2 / TP3 | Sequential positioning levels in the direction of the activated trade. Bullish targets rise; bearish targets fall; duplicate or backward targets are rejected. |
| Invalidation | The opposing directional trigger. A bullish plan is invalidated by the bearish trigger and a bearish plan by the bullish trigger. |
| Flow context | A plain-language explanation of regime, current location and the bullish and bearish paths without cluttering the actionable levels. |
Invalidation is structural, not arbitrary.
The two directional theses are designed to invalidate one another. If an upside trigger activates but price subsequently traverses the decision zone and reaches the bearish trigger, the original bullish thesis has failed. The reverse applies to a bearish activation.
This means the stop framework is tied to the structure that justified the setup rather than an arbitrary fixed percentage or dollar distance. Target quality is evaluated in the same context: a nearby level is not automatically useful simply because it is close, and a distant target is not manufactured merely to improve the appearance of reward-to-risk.
How QuantViper performance is scored.
The public performance page is intended to make the published plan record auditable. Open plans remain separate from resolved outcomes, and incomplete historical option-pricing coverage is not silently converted into estimated dollar returns.
| Metric | Public-record definition |
|---|---|
| Triggered | A published directional setup reaches its predefined trigger. |
| Win | A triggered setup reaches at least TP1 before its structural stop. |
| Loss | A triggered setup reaches the stop before reaching any profit target. |
| Resolved win rate | Wins divided by wins plus losses. Open triggered plans are excluded until resolved. |
| Target attainment | Cumulative. A plan reaching TP3 also counts as having reached TP1 and TP2. |
| R-multiple | Underlying-price reward measured relative to the predefined trigger-to-stop risk. A full stop before any target is recorded as -1R. |
| Options P/L | One-contract tracked model P/L is shown only where both option entry and exit premiums were captured. Plans without complete premium coverage remain in the plan record but are excluded from dollar-performance calculations. |
Transparency without publishing the engine.
The decision framework
Two-sided structure, trigger logic, sequential targets, opposing-thesis invalidation, performance definitions and the resolved plan record.
The actual plans
Members receive the actionable levels before activation, and the public TSLA plan provides a live example of how the framework behaves.
The selection engine
Exact data transformations, weighting, ranking rules, thresholds and implementation details used to choose among competing structural levels remain proprietary.
Model-performance disclosure. QuantViper results are systematic published-plan outcomes and tracked one-contract option-model results where complete pricing is available. They are separate from the Rawstocks Trade Desk brokerage record and are not representations of returns earned by Rawstocks analysts or members.
QuantViper is a new system and the tracked sample is limited. Options involve substantial risk and may lose their entire value. Past performance does not indicate future results. Rawstocks LLC is not a registered investment adviser or broker-dealer.