Positioning — the platform (name TBD)

Status: draft v1 (marketing-strategist). Product name is deliberately <TBD> pending user decision.

One-paragraph positioning statement

For the self-directed retail options trader running a weekly income book — iron condors, credit spreads, the disciplined grind toward $1k/week or $4k/month — <TBD> is an AI-assisted, risk-quantified research and execution cockpit that turns strategy ideas into paper-tested, broker-agnostic trade plans. Unlike a brokerage (tastytrade, IBKR) or a no-code algo platform (Composer), we are the layer between the idea and the ticket: we propose structures against your ROI target, simulate them on real historical chains, track every paper trade like it was real, and hand the final order to whichever broker you already use.

Who this is for

Primary persona: "Weekly Income Pat" - Retail trader, self-directed, 2–15 years in markets - Runs a weekly options income strategy — iron condors, credit spreads, covered calls, short puts on liquid names (SPX, SPY, QQQ, /ES, high-volume single names) - Has a concrete dollar goal: "$1,000/week," "$4,000/month," "5% monthly on a $75k book" - Trades on Alpaca, IBKR, tastytrade, or Schwab/TOS; is comfortable moving accounts to get better tools - Wants decision support, not black-box autotrading: "tell me what trade hits my target with acceptable risk, I'll click the button" - Tracks P/L obsessively; has at least one spreadsheet; has been burned by backtests that don't match live results - Will pay for tools if they demonstrably save time or catch blown trades before they're filed

Secondary persona: "Graduating Hobbyist" - Has done a few credit spreads manually, wants structure - Uses the free tier, converts to paid when they set a real income target

Who this is NOT for

We will lose to specialists if we chase any of these. State them out loud:

• Day traders / scalpers. Sub-minute decisioning, Level 2 order flow, DOM ladders — not our game. TradeStation, DAS, Sterling own that.
• Crypto-only traders. Different venues, different regs, different risk model.
• Institutional / quant funds. They need co-located execution, >$1M datasets, and compliance infrastructure. QuantConnect's enterprise tier and Bloomberg/Refinitiv own that.
• Pure long-only equity investors. They don't need options analytics; a Fidelity/Vanguard account and a spreadsheet is fine.
• Fully autonomous "set and forget" bot seekers. We are decision support with a human in the loop. Composer and 3Commas own the fully-automated retail segment; we deliberately don't.

Saying no to these segments is strategic. It keeps our feature roadmap coherent: options-forward, weekly-cadence, human-in-the-loop, broker-agnostic.

The angle — why we win the weekly-options retail trader

Four claims, each defensible from what is already built or on the roadmap:

1. Options-forward, not equities-with-options-bolted-on

Most retail platforms treat options as an add-on to an equities UI. <TBD> is built around the options chain, the Greeks, and credit-spread P/L diagrams as first-class objects. The parity-chain viewer (#88, shipped) and Greek tooltips are the first visible proof. Roadmap: multi-leg structure builder with live margin and buying-power preview.

2. AI that proposes structures against your ROI goal

The differentiator isn't "chatbot that talks about options." It's: "I want $1,000 of premium this week with max loss ≤ $3,000 on SPX; what iron condor widths + deltas hit that?" and the system returns 2–3 candidate structures with historical win-rate, expected value, and the exact order ticket to paper-trade first. This is the hardest thing to copy and the clearest daylight vs. tastytrade (no AI), IBKR (no AI recommendation layer), and Composer (no options-specific proposals).

3. Paper-trade-to-live as a first-class pipeline, not a toggle

Every proposed trade is paper-filled first. Full audit trail: entry, fills, Greeks at entry, daily marks, exit, realized P/L, slippage vs. model. We retain that history (tiered — see pricing.md) so you can answer "has my real edge survived the last 90 days of my live-like paper book?" before risking capital. Competitors treat paper trading as a tutorial mode; we treat it as the qualifying round.

4. Broker-agnostic by design

Alpaca is the default paper-trading rails; roadmap includes IBKR, tastytrade, and Schwab. We do not want to be a broker. We want to be the thing you run alongside whichever broker already has your money. This is a durable moat against tastytrade and IBKR: they'll never integrate with each other; we integrate with both.

What the frame explicitly rejects

• "Democratizing Wall Street" platitudes. Our user is not a beginner discovering finance. They have a P/L goal and need better tools.
• Performance guarantees. We quantify risk and show historical win-rates; we do not promise returns. Legally and ethically, this is a hard rule.
• Lifestyle marketing. No lambos, no beach shots, no "quit your job." Our user finds that insulting.

Competitive frame (summary — see competitors/ for detail)

What this positioning commits us to

• Every product decision asks: does this help Weekly Income Pat hit next Friday's number with less anxiety?
• We say no to crypto, day-trading order-flow tools, and autonomous bots — however tempting the TAM story.
• We invest in three moats: options UX, AI proposal quality, and broker-agnostic execution plumbing.

Open positioning questions (for user decision)

1. Public product name. Marked <TBD> throughout. Blocking: messaging, domain purchase, visual identity.
2. Primary broker at launch. Alpaca is implemented; tastytrade would reinforce the options-forward story but adds integration scope.
3. "Research platform" vs. "trading cockpit" framing. Both work. Research is softer (lower compliance surface); cockpit is punchier. Recommend cockpit; flagging for user.