Tollboothis the proprietary, rules-based execution system that powers AcuBooth's covered call strategies. It scans millions of option chains in real-time, scores candidates mathematically, and places patient limit orders — all under AcuBooth's fiduciary oversight.
Tollbooth doesn't run on top of any third-party trading platform. Every component is custom-engineered for covered call optimization.
Custom servers in private data centers processing pricing data on approximately 2 million option chains twice per second.
Account connection via OAuth token through Schwab's public API. No username or password is ever shared.
All orders placed as limit orders — never market orders. Patient, opportunistic fills that minimize market maker cost.
No AI in trade decisions. Every order can be fully explained with a specific, auditable reason.
Every covered call opening passes through six sequential stages. A failure at any stage terminates the process for that symbol.
One toggle drives all meaningful downstream behavior. No configuration expertise needed.
Theta decay accelerates as expiration approaches. Tollbooth's scoring engine consistently identifies weekly options as the higher-return choice.
When comparing net credit on a 7-day option versus a 30-day option against the same underlying, the 7-day option typically shows a higher annualized return. Tollbooth consistently identifies weekly options as the higher-return choice.
Covered call ETFs like TLTW and NVDY sell monthly fixed-schedule calls regardless of conditions. Tollbooth's preference for weekly options is one of the largest single contributors to its 4–32% annualized outperformance over those benchmarks.