ACCE, or Adaptive Capital & Convexity Engine, is the aggressive growth-focused component of the Premium Sellers Framework. It uses selective 1-DTE SPX iron condors alongside a defined process for scaling capital. Aggressive growth describes the program’s objective, not a guaranteed outcome.
ACCE identifies unusually large SPX moves relative to adaptive expected-move bands. It then evaluates volatility, dealer positioning, option flow, and broader market conditions to determine whether the move qualifies as a potential mean-reversion opportunity.
No. A move beyond an expected-move reference begins the evaluation rather than confirming a trade. The additional market conditions must support the opportunity under ACCE’s rules.
ACCE uses defined-risk SPX iron condors with one day to expiration. The position combines a call credit spread and a put credit spread, with protective long options defining the contractual risk on each side.
The standardized approach holds the position through expiration without discretionary adjustments. This creates a consistent basis for evaluating program performance. Traders who change exits or adjust positions follow a different management path and may experience different results.
ACCE does not assume an opportunity exists every day. It trades when its qualifying conditions align and can stand down when market conditions no longer support its historical edge. Historical behavior informs that process but does not guarantee future results.
The framework begins with four contracts within a dedicated program allocation. Position size then responds to the profits and losses generated by the program, subject to its scaling rules and a maximum of twenty contracts. The purpose is to connect exposure to program performance rather than force larger positions.
The sequence of wins and losses affects capital and subsequent position size. Two trading sequences with similar overall success rates can therefore produce different outcomes because gains and losses occur at different contract sizes. The scaling path matters alongside individual trade results.
Defined risk does not mean low risk. Larger contract counts increase the amount exposed to a losing trade, and losing sequences can create meaningful drawdowns. The capital framework should be understood as a complete process rather than treating the twenty-contract cap as a starting position or growth target.