Methodology
Composite edge ranks tickers by: (a) implied move size (Beaver 1968 IV expansion) × (b) IV rank percentile (Tastytrade VRP — Bondarenko 2014) × (c) days-to-earnings urgency × (d) historical post-earnings drift (when available). Strategy recommendation:

• High IV rank (>70) + low implied move → short-premium (iron_condor / jade_lizard) — collect inflated premium, benefit from post-earnings IV crush per Whaley 2009.
• Low IV rank (<30) + high implied move → long-premium (long_straddle / risk_reversal / ratio_back_spread) — cheap optionality on directional surprise.
• Mid-tier (30-70 IV rank) → defined-risk directional (bull_call_spread / bear_put_spread) per Kadeem-direct strategy preferences.

All recommendations tagged [ARCHITECTURAL-pending-Brier-N≥30-validation] until /my-options realized-Brier cohort accumulates per-strategy per-IV-rank-tier.