Live validation · Execution

High Octane

Execution infrastructure for a leveraged-ETF momentum strategy: built around the Schwab API with market-session controls, reconciliation, fill accounting, state protection, and staged validation.

The problem

A research result does not become a production strategy by adding an order call. Live execution has to understand market sessions, protect state, reconcile the account, record actual fills, and stop safely when required inputs are unavailable.

What I built

  • Session-aware execution and market-on-close timing.
  • Account reconciliation and duplicate-selection protection.
  • Actual fill-price extraction for state and cash accounting.
  • VIX availability gates, token-permission hardening, and state locking.
  • Separate dry-run and live operating paths with staged validation.

The credibility choice

The public story is not that automation eliminates risk. The system is designed to stop when required checks fail and move through increasingly realistic stages before position size increases.

What this does not claim: current trading readiness or expected returns.

What it taught me

The difficult part of an autonomous system is usually not deciding what it wants to do. It is knowing whether the world is in the state the system assumes—and declining to act when it is not.

High Octane is presented as a software-engineering case study, not investment advice.