AAPL LEAPS & Swing System v1 — Iron Sight Reference

Overview

AAPL-LSS-V1 is a dual-mode position-building system for Apple Inc. (AAPL) built on the thesis that the AI Siri upgrade cycle will drive price to the $320–$500 range over 6–18 months. The system operates two execution channels simultaneously: a LEAPS channel targeting deep in-the-money calls (Δ 0.70–0.80, 12–18mo DTE) for levered upside exposure, and a Swing channel for direct stock accumulation on technical pullbacks.

All signals are VIX-filtered and subject to a 7-day earnings blackout window. LEAPS and Swing signals route live orders to Interactive Brokers via the AAPL_HANDLER service. Accumulation tiers fire TradingView push/SMS alerts only — no IBKR routing.

CHANNEL 1

LEAPS

RSI + 200 EMA — IBKR options

CHANNEL 2

SWING

EMA cross / pullback — IBKR stock

CHANNEL 3

ACCUM

4 tiers — alert only

FILTER

VIX

CBOE:VIX daily feed

EXECUTION

IBKR

aapl_handler.py port 8084

Investment Thesis Apple's AI-enhanced Siri (scheduled for release 2026–2027) is expected to drive a significant re-rating of AAPL. Price targets: $320 (resistance), $350 (base case), $400 (bull), $450 (bull+), $500 (AI supercycle). LEAPS with 12–18mo DTE and delta 0.70–0.80 provide levered exposure without the full capital commitment of shares.

Channel 1 — LEAPS Entry

LEAPS signals identify conditions where AAPL is oversold relative to its long-term trend — an ideal environment for purchasing deep ITM calls with 12–18 months of time value. Three conditions must align simultaneously.

Entry Conditions (all three required)

Condition	Threshold	Interpretation
RSI(14)	< 40	Oversold — momentum exhaustion
Distance from 200 EMA	Within ±5%	Price near long-term mean — not extended
Earnings blackout	Must be CLEAR	No new entries within 7 days of earnings

Signal Flow — LEAPS

RSI < 40

+

|Δ 200 EMA| ≤ 5%

+

Not Blackout

→

LEAPS ENTRY
Webhook

→

IBKR
CALL Order

IBKR Options Execution

On a LEAPS_ENTRY signal, aapl_handler.py queries the IB option chain and selects the optimal contract based on delta and expiration constraints.

Parameter	Value	Notes
Option type	CALL	Right side only — no puts in this model
Delta target	0.70 – 0.80	Deep ITM — high intrinsic value, tracks stock closely
DTE range	365 – 540 days	12–18 months — sufficient runway for thesis to play out
Strike selection	82–95% of spot	Empirical range for Δ 0.70–0.80 on 12–18mo AAPL calls
Fallback strike	88% of spot	Used when no delta match found (≈ Δ 0.75 empirically)
Order type	Limit — midpoint	Bid/ask midpoint, DAY order, transmit=True
Budget	$5,000 (configurable)	qty = floor($budget / (mid × 100))
Account (paper)	DU3317167	Port 4002 — IB Paper Gateway
Account (live)	U5288143	Port 4001 — requires IBKR_MODE=LIVE
clientId	20	Unique — does not conflict with PHANTOM (0-9) or BTC (10-19)

First Signal is Edge-Triggered The script uses leaps_entry = leaps_cond and not leaps_cond[1] — it fires only on the first bar where all three conditions are true, not on every bar while conditions hold. This prevents duplicate orders from sustained RSI weakness.

Channel 2 — Swing Entries

The swing channel fires stock orders to IBKR on two distinct technical patterns. Both require price to be clear of the earnings blackout window.

Swing Signal A — EMA Crossover

Condition	Threshold	Interpretation
EMA 20 crosses above EMA 50	`ta.crossover(e20, e50)`	Short-term momentum turning up
RSI	> 50	Confirming bullish momentum — not fading
Volume	> 1.3× 20-period SMA	Institutional participation on the cross
Earnings blackout	Must be CLEAR	No new entries within 7 days of earnings

model_id: AAPL_SWING_v1 · signal_type: SWING_EMA_CROSS

Swing Signal B — Pullback + Engulfing

Condition	Threshold	Interpretation
Price above 200 EMA	`close > e200`	Long-term uptrend intact
Price near EMA 20	Within ±1% of EMA 20	Pulled back to short-term mean
Bullish engulfing candle	Current bar engulfs prior bear bar	Buyers absorbing the pullback
Earnings blackout	Must be CLEAR	No new entries within 7 days of earnings

model_id: AAPL_SWING_v1 · signal_type: SWING_PULLBACK

Signal Flow — Swing Stock Order

EMA Cross or
Pullback + Engulf

+

Not Blackout

→

SWING Webhook

→

IBKR
STOCK Order

Swing IBKR Execution

Parameter	Value
Instrument	AAPL stock (SMART routing)
Order type	Limit — spot × 1.001 (0.1% above signal price)
Budget	$2,000 (configurable)
Shares	floor($2,000 / signal_price)
TIF	DAY — expires if not filled by close

Channel 3 — Accumulation Tiers (Alert Only)

Four tiered accumulation signals provide a systematic buying protocol for adding to long-term AAPL positions as price dislocates from fair value. These fire TradingView push/SMS alerts only — they do not route to NIGHTHAWK or IBKR. Manual execution required.

TIER 1

25%

RSI < 40
above 200 EMA

TIER 2

+25%

RSI < 35
at lower BB

TIER 3

+25%

Price 10% below
52-week high

TIER 4

+25%

VIX > 30
RSI < 30 — Panic

Tier	Alert Name	Trigger	Deploy
T1	Accum Tier 1 — 25% Buy	RSI < 40 and above 200 EMA (first bar)	25% of accumulation budget
T2	Accum Tier 2 — +25%	RSI < 35 and price ≤ lower Bollinger Band (first bar)	Add 25%
T3	Accum Tier 3 — +25%	Price ≤ 90% of 52-week high (first bar)	Add 25%
T4	Accum Tier 4 — Final 25%	VIX > 30 AND RSI < 30 — panic conditions (first bar)	Deploy final 25%

SMS / Push Only Accumulation tiers use alertcondition(), not alert() — static text payload sent via TradingView push notification and SMS. No JSON webhook is generated. These must be acted on manually in your IBKR account.

VIX Integration

The live CBOE VIX is pulled via request.security("CBOE:VIX", "D", close) and used in two ways: the dashboard table displays the current reading, and Tier 4 accumulation uses it as a panic-buy trigger.

VIX Level	Dashboard Color	Meaning
< 25	Lime (green)	Low fear — normal market conditions
25 – 30	Orange	Elevated fear — VIX green light threshold (configurable)
> 30	Red	High fear — Tier 4 accumulation trigger active

VIX in LEAPS Payload Every LEAPS and Swing webhook includes the current VIX reading in metadata.vix. This gives NIGHTHAWK and the execution log a snapshot of market fear at signal time — useful for post-trade analysis and future model training.

Earnings Blackout

A configurable blackout window (default 7 days) suppresses all LEAPS and Swing signals in the period leading up to each Apple earnings release. The earnings dates are stored as input.int(timestamp(...)) values and must be updated each quarter.

Earnings Event	Date	Blackout Starts
Q3 FY2026	2026-07-31	2026-07-24
Q4 FY2026	2026-10-30	2026-10-23
Q1 FY2027	2027-01-29	2027-01-22
Q2 FY2027	2027-04-30	2027-04-23

A separate earn_warn condition fires on the first bar of the blackout window — triggering an alertcondition() SMS: "AAPL EARNINGS in 7 days — BLACKOUT ACTIVE." The chart background turns orange during the entire blackout period.

Quarterly Maintenance Required Update earn_1 through earn_4 in the Earnings input group after each quarterly release. The model will continue suppressing signals around the old dates if not updated. Rotate: remove the oldest date and add the next confirmed earnings date.

Chart Visuals

EMA 20 (aqua)

EMA 50 (yellow)

EMA 200 (white)

Bollinger Bands (gray, 50% transparent)

Zone background — Green (RSI < 35, ±5% 200 EMA, VIX > 25)

Zone background — Red (RSI > 70 or 15%+ above 200 EMA)

Zone background — Orange (earnings blackout active)

Element	Style	Description
LEAPS ENTRY label	Green triangle (below bar)	Shows RSI value and delta range — fires on edge trigger
SWING EMA CROSS label	Aqua triangle (below bar)	EMA 20/50 crossover confirmed
SWING PULLBACK label	Blue triangle (below bar)	Pullback to EMA 20 with engulfing
T1–T4 accumulation labels	Lime/orange/red (above bar)	Manual accumulation tier triggers
EARNINGS BLACKOUT label	Orange (above bar)	First bar of 7-day blackout window
$320 line	Yellow dashed	Resistance / first target
$350 line	Green dashed	Base case 12-18mo target
$400 line	Lime dashed	Bull case
$450 line	Teal dotted	Bull+ extended target
$500 line	Purple dotted	AI supercycle target

Live Dashboard Table (Top Right)

A 2-column × 9-row table updates on every bar, showing real-time model state.

Row	When Lime (✓)	When Gray / Other
RSI(14)	< 40 (lime)	> 70 (red), otherwise white
200 EMA Δ%	\|distance\| ≤ 5% (lime)	White otherwise
VIX	< 25 (lime)	25–30 orange, > 30 red
ZONE	GREEN ✓ (RSI < 35, ±5% EMA, VIX > 25)	RED ✗ or YELLOW —
LEAPS	ARMED ✓ (all conditions met)	WAITING — (gray)
EARNINGS	CLEAR (lime)	BLACKOUT ⚠ (orange)
LEAPS $	Configured budget in dollars
SWING $	Configured budget in dollars

All Configurable Inputs

Group	Parameter	Default	Notes
Signal Layers	LEAPS Signals	true	Toggle LEAPS entry labels and webhooks
Signal Layers	Swing Signals	true	Toggle swing entry labels and webhooks
Signal Layers	Accumulation Tier Labels	true	Toggle T1–T4 labels (alertcondition still fires)
Display	Zone Background Colors	true	Green / red / orange background tints
Display	Price Target Lines	true	$320 / $350 / $400 / $450 / $500 dashed lines
Display	Dashboard Table	true	Top-right status table
Display	Bollinger Bands	true	20-period BB overlay (gray, 50% transparent)
Position Sizing	LEAPS Budget ($)	5000	Max capital deployed per LEAPS signal
Position Sizing	Swing Budget ($)	2000	Max capital deployed per swing signal
Indicators	RSI Length	14	Standard RSI lookback
Indicators	EMA Fast / Mid / Long	20 / 50 / 200	Three-EMA system
Indicators	BB Length / Multiplier	20 / 2.0	Standard Bollinger Bands
Indicators	Volume Multiplier	1.3	Minimum volume for EMA cross confirmation
VIX	VIX Green Light	25.0	VIX above this = low fear, green zone threshold
VIX	VIX Tier 4 Fear	30.0	VIX above this = T4 accumulation trigger eligible
Earnings	Blackout Days Before Earnings	7	Days before each earnings date to suppress signals
Earnings	Earnings 1–4	Jul/Oct 2026, Jan/Apr 2027	Update each quarter — use `input.int(timestamp(...))`

Alert Messages — JSON Payload

alert() with alert.freq_once_per_bar_close is used for all three webhook signals. Accumulation tiers use alertcondition() (static text, push/SMS only).

LEAPS Entry (model_id: AAPL_LEAPS_v1)

{
  "secret":      "tac_com_alpha_9",
  "model_id":    "AAPL_LEAPS_v1",
  "ticker":      "AAPL",
  "action":      "BUY",
  "price":       198.42,
  "signal_type": "LEAPS_ENTRY",
  "metadata": {
    "rsi":        38.7,
    "vix":        24.1,
    "dist_200ema": -2.14,
    "delta_min":  0.70,
    "delta_max":  0.80,
    "dte_min":    365,
    "dte_max":    540,
    "budget":     5000
  }
}

Swing EMA Cross (model_id: AAPL_SWING_v1)

{
  "secret":      "tac_com_alpha_9",
  "model_id":    "AAPL_SWING_v1",
  "ticker":      "AAPL",
  "action":      "BUY",
  "price":       212.18,
  "signal_type": "SWING_EMA_CROSS",
  "metadata": {
    "rsi":    53.2,
    "vix":    18.4,
    "budget": 2000
  }
}

Swing Pullback (model_id: AAPL_SWING_v1)

{
  "secret":      "tac_com_alpha_9",
  "model_id":    "AAPL_SWING_v1",
  "ticker":      "AAPL",
  "action":      "BUY",
  "price":       208.55,
  "signal_type": "SWING_PULLBACK",
  "metadata": {
    "rsi":    44.6,
    "vix":    21.0,
    "budget": 2000
  }
}

Alert Conditions (5 total — push/SMS only)

Alert Name	Event	Payload
Accum Tier 1 — 25% Buy	RSI < 40 above 200 EMA (first bar)	SMS text — no JSON
Accum Tier 2 — +25%	RSI < 35 at lower Bollinger Band (first bar)	SMS text — no JSON
Accum Tier 3 — +25%	Price 10% below 52-week high (first bar)	SMS text — no JSON
Accum Tier 4 — Final 25%	VIX > 30 AND RSI < 30 (first bar)	SMS text — no JSON
Earnings Blackout Start	First bar of 7-day blackout window	SMS text — no JSON

NIGHTHAWK Signal Routing

All three webhook signals (LEAPS_ENTRY, SWING_EMA_CROSS, SWING_PULLBACK) arrive at http://35.221.12.143/webhook (port 80, iptables → 8080) and are processed by nighthawk/app.js. The model_id prefix AAPL_ triggers the IBKR forward block.

TradingView
Webhook

→

NIGHTHAWK
:8080

→

SENTINEL
PostgreSQL

+

Twilio
SMS

+

AAPL_HANDLER
:8084

→

IBKR
Order

model_id prefix	Forward Target	Port	Timeout
`AAPL_`	aapl_handler.py (FastAPI)	8084	45,000ms (option chain lookup)
`MNQ` / MNQ ticker	PHANTOM orchestration	8081	5,000ms
`BTC-ACCUM-v1`	btc_accumulator	8082	5,000ms

Sentinel DB — Model Registration Required Register both model IDs in the models table before signals will execute live orders. Status OBSERVATION = logs and SMS only. Status LIVE = full execution.

INSERT INTO models (model_id, status) VALUES ('AAPL_LEAPS_v1', 'OBSERVATION');
INSERT INTO models (model_id, status) VALUES ('AAPL_SWING_v1', 'OBSERVATION');

TradingView Setup

Open NASDAQ:AAPL on your preferred timeframe (daily recommended for LEAPS signals; 4H/daily for swing).
Open Pine Editor (Alt+P), paste aapl_leaps_signal.pine, click Add to chart. The script is an indicator — not a strategy — so no Strategy Tester is available.
Verify the three EMA lines (aqua=20, yellow=50, white=200), Bollinger Bands, and price target dashed lines appear correctly on the chart.
Confirm the dashboard table appears top-right showing RSI, 200 EMA Δ, VIX, Zone, LEAPS status, Earnings, and budgets.
Right-click the indicator → Add alert. For LEAPS and Swing webhooks, select "Any alert() function call" → set Webhook URL to http://35.221.12.143/webhook.
For accumulation tiers, create 5 additional alerts selecting each individual alertcondition() by name. These can route to TradingView email, push, and SMS — no webhook needed.
AAPL_HANDLER must be running on the GCP VM: pm2 status AAPL_HANDLER. Confirm /health returns {"status":"ok","mode":"PAPER","account":"DU3317167"}.
When IBKR deposit clears and you are ready to go live: set IBKR_MODE=LIVE in .env → pm2 restart AAPL_HANDLER --update-env. Then update both model records in Sentinel to LIVE.

Paper Trade First The system defaults to paper account DU3317167. Run at least 2–4 weeks of paper trading to validate the full webhook → NIGHTHAWK → AAPL_HANDLER → IB Gateway execution chain before switching to live account U5288143. Check AAPL_HANDLER PM2 logs for order confirmation details.

Sentinel DB Registration

Field	LEAPS Model	Swing Model
model_id	`AAPL_LEAPS_v1`	`AAPL_SWING_v1`
status	`OBSERVATION`	`OBSERVATION`
Signal type	`LEAPS_ENTRY`	`SWING_EMA_CROSS` / `SWING_PULLBACK`
Execution	IBKR CALL option — find_leaps()	IBKR STOCK — limit order
Deployed	June 2026	June 2026

OBSERVATION Status Both models are in OBSERVATION mode. Signals are logged to Sentinel and SMS is dispatched, but the AAPL_HANDLER still places orders on the paper account (IBKR_MODE=PAPER). Promote to LIVE only after IBKR deposit clears and paper trading validates execution chain.