docs: add a sell-window example

README.md

@@ -114,6 +114,7 @@ endpoint families include:
   (flow-anomaly, expiry-positioning, zero-dte, dealer-regime, vol-carry,
   yield-enhancement, surface-anomaly, skew, term-structure, tail-pricing) behind
   one uniform decision envelope, for trade selection and signal backtesting.
+- **sell-window** (`/v1/strategies/sell-window/{symbol}`): should you sell options today? More than 5 million backtests led to it. Every session, for SPY, QQQ and IWM, it says sell or skip for four listed expiries, and on a sell it lists the trades to place, with strikes, quotes and the exit rule. Own response shape. See [notebooks/13_sell_window.py](notebooks/13_sell_window.py), the [API docs](https://flashalpha.com/docs/lab-api-strategies-sell-window?utm_source=github&utm_medium=readme&utm_campaign=repo-flashalpha-examples&utm_content=sell-window) and the [backtest](https://flashalpha.com/articles/sell-window-backtest-every-trade-2018-2026?utm_source=github&utm_medium=readme&utm_campaign=repo-flashalpha-examples&utm_content=sell-window).
 - **Earnings analytics** (`/v1/earnings/*`) — calendar, expected-move, history,
   iv-crush, earnings VRP, dealer-positioning, strategies, and a screener.
 - **Structures** (`POST /v1/structures/pnl`, `POST /v1/structures/greeks`) —

llms.txt

@@ -49,6 +49,7 @@ The cookbook exercises the full FlashAlpha endpoint surface. New recipes can dra
 
 - **Exposure analytics** — `/v1/exposure/gex|dex|vex|chex/{symbol}` (gamma, delta, vanna, charm dealer exposure), `/v1/exposure/summary|levels|narrative/{symbol}`, `/v1/exposure/zero-dte/{symbol}` (0DTE exposure, now with `expiry`), `/v1/maxpain/{symbol}`. Extended exposure: `/v1/exposure/sheet/{symbol}` (full per-strike exposure sheet), `/v1/exposure/term-structure/{symbol}` (exposure across expiries), `/v1/exposure/basket` (portfolio/basket exposure via `symbols`+`weights`), `/v1/exposure/oi-diff/{symbol}` (open-interest change vs prior session, top-N strikes).
 - **Strategy Signals** — `/v1/strategies/*` exposes 10 systematic signals sharing one uniform decision envelope (`StrategyDecisionResponse`): `flow-anomaly`, `expiry-positioning`, `zero-dte`, `dealer-regime`, `vol-carry`, `yield-enhancement`, `surface-anomaly`, `skew`, `term-structure`, `tail-pricing` — each at `/v1/strategies/<name>/{symbol}`. Use these for trade selection, regime detection, and signal backtesting.
+- **sell-window** - `/v1/strategies/sell-window/{symbol}` answers "should you sell options today?" for SPY, QQQ and IWM: sell, skip or unavailable for four listed expiries, with the trades to place on a sell. Own response shape, not the decision envelope. Example: `notebooks/13_sell_window.py`. Docs: https://flashalpha.com/docs/lab-api-strategies-sell-window
 - **Earnings analytics** — `/v1/earnings/calendar` (upcoming earnings, filter by `days`/`symbols`/`importance`), `/v1/earnings/expected-move/{symbol}`, `/v1/earnings/history/{symbol}`, `/v1/earnings/iv-crush/{symbol}` (post-event IV collapse), `/v1/earnings/vrp/{symbol}` (earnings volatility-risk-premium), `/v1/earnings/dealer-positioning/{symbol}`, `/v1/earnings/strategies/{symbol}`, `/v1/earnings/screener` (rank the earnings universe).
 - **Structures (multi-leg, pure-math, POST)** — `POST /v1/structures/pnl` (payoff/P&L curve for arbitrary multi-leg structures across an underlying range) and `POST /v1/structures/greeks` (aggregate Greeks for a leg set at a given spot/date). Ideal for spreads, condors, butterflies, calendars.
 - **Zero-DTE Flow (intraday)** — `/v1/flow/zero-dte/snapshot/{symbol}`, `/v1/flow/zero-dte/series/{symbol}` (time series by `bar`), `/v1/flow/zero-dte/hedge-flow/{symbol}` (dealer hedging flow by side), `/v1/flow/zero-dte/heatmap/{symbol}` (gex/dex/vex/chex/oi/signed-flow heatmap), `/v1/flow/zero-dte/strike-flow/{symbol}`.

notebooks/13_sell_window.py

@@ -0,0 +1,38 @@
+# # sell-window: Should You Sell Options Today?
+#
+# Option sellers get wiped out on a few bad days. sell-window tells you which
+# days to stay out, and on the days it says sell, it hands you the trades:
+# which expiry, which strikes and how to exit. Every session, for SPY, QQQ and
+# IWM. More than 5 million backtests led to this one endpoint.
+#
+#   fa.sell_window(symbol)  -> /v1/strategies/sell-window/{symbol}
+#
+# Each of the four windows (the same-day expiry, then the expiries closest to
+# one week, two weeks and one month out) says sell, skip or unavailable. On a
+# skip there is nothing to do. Treat unavailable like a skip.
+#
+# Plans: Basic+ through November 2026, Growth+ from December 1, 2026.
+# Docs: https://flashalpha.com/docs/lab-api-strategies-sell-window
+# Backtest: https://flashalpha.com/articles/sell-window-backtest-every-trade-2018-2026
+#
+# Past results do not guarantee future returns, and short options can lose more
+# than the premium collected. This is data, not investment advice.
+#
+# Requires: pip install "flashalpha>=1.4.0"
+
+import os
+from flashalpha import FlashAlpha
+
+fa = FlashAlpha(os.environ["FLASHALPHA_API_KEY"])
+
+for symbol in ("SPY", "QQQ", "IWM"):
+    answer = fa.sell_window(symbol)
+    print(f"{symbol} session {answer['session']}")
+    if answer.get("legs_indicative"):
+        print("  Quotes are from before the 09:35 ET entry. Call again at or after 09:35 ET.")
+    for window in answer["windows"]:
+        print(f"  {window.get('expiry', 'no listed expiry')}: {window['action']}")
+        for trade in window.get("candidates", []):
+            credit = trade.get("mid_credit")
+            credit_text = f"${credit * 100:,.2f} credit at mid" if credit is not None else "no quote"
+            print(f"    {trade['structure']}, {credit_text}, exit: {trade['exit']}")