JL
The Livermore Protocol
Patience Pays the Trader · Punishes the Impatient · /ES via Yahoo Finance (Free)
DISCONNECTED
— Jesse Livermore, Reminiscences of a Stock Operator (1923)
Connecting to Yahoo Finance…
Symbol:
/ES — E-mini S&P 500
/NQ — E-mini Nasdaq 100
/RTY — Russell 2000
/YM — Mini Dow
/CL — Crude Oil
/GC — Gold
/SI — Silver
/ZB — 30Y Treasury
/ZN — 10Y Treasury
/NG — Natural Gas
/6E — Euro FX
/6J — Japanese Yen
/HG — Copper
SPY — S&P 500
QQQ — Nasdaq 100
IWM — Russell 2000
DIA — Dow 30
SPX — S&P 500 Index
VIX — CBOE Volatility
UVXY — Ultra VIX Short
SVXY — Short VIX
VVIX — VIX of VIX
XLF — Financials
XLK — Technology
XLE — Energy
XLV — Healthcare
XLI — Industrials
XLRE — Real Estate
XLP — Staples
XLY — Discretionary
XLU — Utilities
NVDA — Nvidia
AAPL — Apple
MSFT — Microsoft
AMZN — Amazon
GOOGL — Google
META — Meta
TSLA — Tesla
AMD — AMD
AVGO — Broadcom
GLD — Gold ETF
TLT — 20Y Treasury
SLV — Silver ETF
USO — Oil ETF
ARKK — ARK Innovation
COIN — Coinbase
MSTR — MicroStrategy
/ES
/NQ
/RTY
SPY
QQQ
NVDA
TSLA
VIX
/CL
/GC
📈 Gainers
📉 Losers
🔥 Active
📊 Most Traded
⚡ Unusual Vol
Scanner
× Close
Patience Score
—
0
Calculating…
⦿ Time Sitting (Not Trading)
00:00:00
“It always was my sitting. My sitting tight!”
▶ Start
Reset
Session Discipline
Trades Today
0
Plan-Driven
0
Feeling-Driven
0
Pivots Confirmed
0
Rules Internalized
0/21
P&L
$0
🚨 OVERTRADING
“The desire for constant action is responsible for many losses.”
🤖 ML Signal Engine
CONNECTING
Bull
—%
Sell Put Sprd + Buy Call Sprd
Neutral
—%
Sell 30pt Strangle
Bear
—%
Sell Call Sprd + Buy Put Sprd
Accuracy:
—
%
Bars:
—
Model:
—
—
RSI:
—
· MA5:
—
· MA20:
—
📊 30-Day Strategy Backtest — All 25 Strategies (Black-Scholes)
LOADING
All (40)
★ Core 3
⚡ 0DTE
Neutral
Bullish
Bearish
Volatility
Top 5
Days:
—
Best:
—
Worst:
—
Last:
—
Engine: Black-Scholes + /ES + VIX
🔍 Trade Replay
—
× Close
🎬 0DTE Live Replay
READY
×
— Pick Strategy —
▶ Play
Speed:
0.5×
1×
2×
5×
Bar
0
/
0
/ES:
—
Time:
—
P&L:
$0
PoP:
—%
VIX:
—
δ Greeks Evolution — Sensitivity as Time Decays
δ —
Γ —
Θ —
ν —
Vanna —
Charm —
δ DELTA
(directional exposure)
Γ GAMMA
(delta acceleration)
Θ THETA
(time decay $/day)
ν VEGA
(per 1% IV move)
VANNA
(delta vs IV)
CHARM
(delta decay/day)
IV:
—%
Hover scrubber to see Greeks at any bar
Option Legs (Live Pricing)
Side
Strike
Price
Δ
Leg P&L
Net:
—
Total P&L:
$0
Max Seen:
$0
Min Seen:
$0
P&L curve:
📍 Custom Position Tracker
BUILD
×
Add legs manually or from the ladder. Enter the fill prices you actually got.
Side
SELL
BUY
Strike
Type
Call
Put
Qty
Fill Price
+ Add Leg
📊 From Ladder
Side
Strike
Type
Qty
Fill
Now
Δ
Leg P&L
🚀 Start Tracking
Clear All
Entry /ES:
—
Active Positions:
0
Combined P&L:
$0
+ Add Another Position
—
H:
—
L:
—
Vol:
—
Bars:
0
📈 Session P&L Equity Curve
$0
🔴 LIVE POSITION
—
Live P&L
$0
/ES Now
—
Entry
—
PoP at Entry
—
Time Held
—
✅ CLOSE (Profit)
🛑 CLOSE (Loss)
—
🔍 PRE-TRADE ANALYSIS
PoP
—%
Max Profit
—
Max Loss
—
Risk/Reward
—
Breakevens:
—
Credit/Debit:
—
VIX:
—
Time to Exp:
—
🚀 OPEN POSITION (Simulate Live)
Cancel
👑 Strategy Suggestion
ANALYZING
Awaiting live VIX and /ES data…
📖 Strategy Lab — P&L Visualizer (Natenberg + 0DTE)
▼ Expand
All
Basic
Spreads
Combos
Butterflies
Condors
Risk Rev
0DTE
Advanced
🏆 Strategy Arena — What’s Winning Today
SCANNING
▼ Expand
Trend
—
RSI
—
VIX
—
ATR
—
Vol Rank
—
Session
—
Livermore
—
🏆 Ranked
✅ Winners
❌ Losers
🚫 Avoid
⭐ Perfect Setup
All Tracked
✅ Winners
0
❌ Losers
0
➖ Flat
0
Net:
$0
Auto-opens positions for all scored strategies · Updates every 30s
Last:
—
📊 Options Ladder — /ES 0DTE
Strategy:
Iron Butterfly
Iron Condor
Narrow Iron Butterfly
Short Straddle
Short Strangle
Credit Call Spread
Credit Put Spread
Jade Lizard
Broken Wing Butterfly
Double Diagonal
Long Call
Bull Call Spread
Bull Put Spread
Call Ratio Backspread
Long Call Butterfly
Synthetic Long
Zebra Long
Bullish Iron Condor
Long Put
Bear Put Spread
Bear Call Spread
Put Ratio Backspread
Long Put Butterfly
Synthetic Short
Zebra Short
Bearish Iron Condor
Bull Risk Reversal
Bear Risk Reversal
Tight Bull RR (5pt)
Tight Bear RR (5pt)
Wide Bull RR (20pt)
Wide Bear RR (20pt)
Skip-Strike Call Fly
Skip-Strike Put Fly
1-3-2 Call Fly
1-3-2 Put Fly
Long Straddle
Long Strangle
Calendar Spread
Diagonal Spread
Double Calendar
Clear
📍 Track
C Buy
Ask
C Sell
Bid
Δ
Strike
Δ
P Sell
Bid
P Buy
Ask
P&L at Expiration
Max Loss: —
Max Profit: —
PoP: —
B/E: —
Tap prices to add legs (like IBKR mobile).
Green columns = BUY (ask)
·
Red columns = SELL (bid)
· Tap again to remove. Calls on left, Puts on right.
📝 Log Trade
Direction
Long
Short
Flat
Strategy
— Select Strategy —
Iron Butterfly
Iron Condor
Short Straddle
Short Strangle
Credit Call Spread
Credit Put Spread
Jade Lizard
Broken Wing Butterfly
Long Call
Bull Call Spread
Bull Put Spread
Call Ratio Backspread
Long Call Butterfly
Synthetic Long
Long Put
Bear Put Spread
Bear Call Spread
Put Ratio Backspread
Long Put Butterfly
Synthetic Short
Long Straddle
Long Strangle
Calendar Spread
Diagonal Spread
Double Calendar
Bull Risk Reversal
Bear Risk Reversal
Tight Bull RR (5pt)
Tight Bear RR (5pt)
Wide Bull RR (20pt)
Wide Bear RR (20pt)
Skip-Strike Call Fly
Skip-Strike Put Fly
1-3-2 Call Fly
1-3-2 Put Fly
Bullish Iron Condor
Bearish Iron Condor
Narrow Iron Fly
Double Diagonal
Zebra Long
Zebra Short
P&L ($)
Waited for pivot?
✅ Yes
❌ No
Motive
📋 Plan
😤 Feeling
Emotional state at entry (Livermore: "A stock operator has to fight expensive enemies within himself")
Livermore Process Check
💰 Black-Scholes Auto-Pricing
Entry:
—
Credit/Debit:
—
Max Profit:
—
Max Loss:
—
PoP:
—
B/E:
—
VIX:
—
LOG TRADE WITH FULL JOURNAL ENTRY
🚪 The Livermore Gate
LOCKED
All must pass before you trade.
📓 Livermore's Ledger
0
LOG
📜 Livermore's 21 Rules
0/21
📊 Trade Ledger
FREE
✕
JL
Unlock The Livermore Protocol
Sign in to continue accessing real-time /ES analysis,
ML signals, options ladder & strategy lab
✓
Real-time /ES, /NQ, /CL futures data via Yahoo Finance
✓
51 Natenberg-inspired options strategies
✓
GradientBoosting ML signal engine
✓
30-day 0DTE options backtester & live replay
✓
IBKR-style options ladder with Greeks
Sign in with Google
🔒
Secure authentication via Google
JL
Livermore Pro
Your free preview ends soon
30
seconds remaining
Choose your plan
Monthly
Yearly
SAVE 33%
$29
/mo
Cancel anytime · Billed monthly
✓
Unlimited real-time data & ML signals
✓
Full Strategy Lab (51 strategies)
✓
0DTE backtester & live replay system
✓
Priority support & early feature access
⚡ Subscribe to Pro
🔒
Secured by Stripe · 256-bit encryption