Section III · Trade tracker
Refreshed 3h 45m ago
Shadow book.
Every play the engine emits, paper-traded at realistic size — the quantitative trial-and-error lab the live suggestions are calibrated against.
66 open · 98 closes since inception7-day default view
Real-money readiness · active signals, net of costs
Ready to deploy69% win · +$1.0K/trade · PF 3.81 · n=98
Edge is positive and statistically established across the active signals. Full breakdown in Performance & analytics below.
stats 3h 45m ago
P&L · 7d
+$53.7K
++$27.9K vs prior 7d
Win rate · 7d
71%
30W / 12L
Open P&L
-$7.5K
66 open · +$164.6K deployed
All-time (active)
+$73.9K
71% wr · 98 closes
Performance & analytics — expectancy, equity curve, P&L attribution, entry timingclick to expand
Deploy-grade read · net of slippage + commission
ruleset 2026-05-29.v1DEPLOY ✓
Live system, retired signals excluded
Expectancy / trade
+$1.0K
across 98 closes
Win rate (95% CI)
69%
CI 60–78% · 68W/30L
Profit factor
3.81
payoff 1.68×
Net P&L (after costs)
+$99.2K
gross +$114.1K − +$14.9K costs
Sample: established (n≥30)Avg win +$2.0K · avg loss +$1.2Kcost model: $0.65/ct · 5% single / 1% ETF spread fallback
Signal concentration (open book)HHI 0.36
Top signal GEX_FLIP = 52% of deployed risk. Diversified enough (HHI≤0.5).
Sizing is normalized to what we'd actually deploy. Index options (SPX/NDX/RUT) are scaled to the liquid ETF they'd really be traded through (SPY/QQQ/IWM) — one raw NDX contract is ~$242K, which nobody deploys. Position-management notes (scale-ins, size-up/exit) are excluded from capital. Both cost and P&L scale by the same factor, so ROI stays honest. This is the whole point of the shadow book: the dollar figures here are the realistic trial-and-error the live play suggestions are tuned against.
Performance — paper book
Equity curve, active strategies only
98 closes since inception
Last 7d42 closes
+$53.7K/ $122K cap
Last 30d98 closes
+$73.9K/ $243K cap
All time98 closes
+$73.9K/ $243K cap
Currently deployed
$164.6K
cost basis across open shadows
Open P&L (live)
$-7.5K
30.4% lifetime ROI on deployed
Notes
Numbers show paper-book performance — what you'd have earned taking every active-signal shadow at the engine's suggested size. Only live, deploy-grade signals are counted; retired strategies are fully excluded.
P&L attribution — paper book
Where the money came from
active signals · proxy-normalized · all-time
By signal
net realized P&L per alpha source
GEX_FLIP
+$41.0K
73
UW_FLOW
+$31.2K
8
MANUAL
+$1.1K
3
TRIPLE_CONFIRM_LONG
+$870
1
IV_RANK
+$469
4
CSP_INCOME
+$65
1
INTRADAY_SCAN
-$3
3
CC_INCOME
-$745
5
By week
net realized P&L per Monday-anchored week
May 4
+$9.1K
18
May 11
+$2.7K
6
May 18
+$7.6K
30
May 25
+$23.0K
34
Jun 1
+$31.6K
10
By conviction
net realized P&L per entry conviction
HIGH
+$39.3K
36
MED
+$29.6K
45
LOW
+$3.3K
3
—
+$1.8K
14
Avg max favorable
+42%
12 fwd-captured
Avg max adverse
-14%
worst drawdown pre-close
Capture fraction
100%
realized ÷ peak (winners)
Round-tripped
0
hit +50% then closed flat/down
Entry timing — realized edge
Chase vs pullback — which actually pays?
16 closes with entry-day context
↓ Pullback (red-day entry)
+$1.2K
expectancy
100%
win · 3n
+$3.5K
total P&L
bought into weakness — the playbook-preferred entry
↑ Chase (green-day entry)better edge
+$2.3K
expectancy
69%
win · 13n
+$29.3K
total P&L
bought into strength — momentum continuation bet
Entry day classified from the underlying's move on the open date (red = down day = pullback, green = up day = chase). The higher expectancy-per-trade column is the empirically better entry style for the current book — the live scout uses this to bias entry-timing badges.
Looking for fresh trade ideas? Today's UW + Triple-Confirm candidates moved to /scout with full paragraph reasoning per card.open /scout →
Open shadows · 66
sorted closest-to-decision (largest |P&L%|)
Reading the table — what each column means
TRADE — ticker + strike + direction (e.g. GEV $1085 CALL exp Jun 25)
SIGNAL — which alpha source flagged the play (color-dot maps to /signals)
SPOT @ ENTRY → NOW — underlying stock price at open vs today. Tells you if the stock has actually moved in your direction.
PRE-RUN — how much the stock had already moved in the 30 days before we entered. Big positive number = we were chasing.
DAY — was the entry on a red day (pullback) or green day (chase)? Per playbook we want more red-day entries.
MONEY — strike vs spot at entry. ITM 5% means strike was 5% in-the-money; OTM 3% means 3% out.
DTE — days to expiration today. ≤7d is yellow (risk of theta cliff).
CAP — capital deployed = entry premium × 100 × contracts. Total $ at risk.
ENTRY — option premium per share when opened (one contract = 100 × this).
MARK — current option mid-price (live bid/ask average). Tells you what the option is trading at right now.
P&L — (mark − entry) × 100 × contracts. Live unrealized for longs.
% — P&L divided by CAP. +50% triggers target alert; −50% triggers stop alert.
Entry-day mix7 red-day pullback · 10 green-day chase · 5 already +15% in 30d pre-entry
| Trade | Signal | Opened | DTE | Spot @ entry → now | Pre-run | Day | Cap | Entry | Mark | P&L | % | Note |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PUT ANET $152.5 exp Jun 11 | CSP_INCOME | May 30 1d held | 10d | — | — | — | +$350 | $3.50 | $1.91 | +$159 | +45% | near target |
CALL HIMS $26 exp Jul 1· OTM 2% | GEX_FLIP | May 27 4d held | 30d | $25.38 → $25.38(0.0%) | -4% | ↑ chase | +$600 | $2.00 | $2.87 | +$261 | +44% | near target |
CALL EWY $185 exp Jan 20· OTM 4% | UW_FLOW | May 10 21d held | 598d | $178.50 → $206.41(+15.6%) | +26% | ↓ pullback | +$5.3K | $53.00 | $72.40 | +$1.9K | +37% | near target |
CALL AAOI $165 exp Jun 11 | CC_INCOME | May 30 1d held | 10d | — | — | — | +$2.6K | $12.95 | $17.45 | -$900 | -35% | running |
CALL HIMS $25 exp Jul 1· ITM 2% | GEX_FLIP | May 26 5d held | 30d | $25.38 → $25.38(0.0%) | -9% | ↑ chase | +$1.0K | $2.54 | $3.38 | +$338 | +33% | running |
CALL BE $300 exp Jun 25· ITM 1% | GEX_FLIP | May 20 11d held | 24d | $302.49 → $290.01(-4.1%) | +32% | ↓ pullback | +$4.0K | $39.58 | $26.85 | -$1.3K | -32% | running |
CALL QQQ $750 exp Jul 1· OTM 2% | GEX_FLIP | May 27 4d held | 30d | $735.60 → $735.60(0.0%) | +11% | ↑ chase | +$1.0K | $10.21 | $13.20 | +$299 | +29% | running |
PUT NBIS $250 exp Jul 1 | GEX_FLIP | May 30 1d held | 30d | — | — | — | +$4.0K | $40.38 | $29.55 | -$1.1K | -27% | running |
CALL SPX $7625 exp Jun 17 | GEX_FLIP | May 14 17d held | 16d | — | — | — | +$536 sized as SPY | $53.55 | $66.70 | +$1.3K | +25% | running |
PUT MSFT $485 exp Jul 1 | GEX_FLIP | May 30 1d held | 30d | — | — | — | +$4.0K | $39.58 | $29.95 | -$963 | -24% | running |
CALL AXTI $112 exp Jun 11 | CC_INCOME | May 30 1d held | 10d | — | — | — | +$925 | $9.25 | $11.45 | -$220 | -24% | running |
CALL SPX $7500 exp Jun 17 | GEX_FLIP | May 21 10d held | 16d | — | — | — | +$1.2K sized as SPY | $117.80 | $145.50 | +$2.8K | +24% | running |
PUT SHOP $125 exp Jul 1 | GEX_FLIP | May 27 4d held | 30d | — | — | — | +$1.4K | $13.78 | $10.65 | -$313 | -23% | running |
PUT INTC $124 exp Jul 1 | TRIPLE_CONFIRM_SHORT | May 30 1d held | 30d | — | — | — | +$1.7K | $16.77 | $20.32 | +$355 | +21% | running |
CALL AXTI $113 exp Jun 11 | CC_INCOME | May 30 1d held | 10d | — | — | — | +$890 | $8.90 | $10.75 | -$185 | -21% | running |
CALL SPX $7525 exp Jun 17 | GEX_FLIP | May 25 6d held | 16d | — | — | — | +$1.1K sized as SPY | $105.50 | $127.00 | +$2.1K | +20% | running |
CALL ASML $1655 exp Jul 1· OTM 4% | GEX_FLIP | May 25 6d held | 30d | $1597.87 → $1605.77(+0.5%) | +12% | ↓ pullback | +$9.4K | $93.90 | $75.40 | -$1.9K | -20% | running |
CALL ASML $1650 exp Jul 1 | GEX_FLIP | May 28 3d held | 30d | — | — | — | +$9.6K | $95.85 | $77.30 | -$1.9K | -19% | running |
CALL LMT $540 exp Jun 25· OTM 3% | GEX_FLIP | May 19 12d held | 24d | $522.79 → $537.21(+2.8%) | -9% | ↑ chase | +$1.3K | $12.75 | $10.45 | -$230 | -18% | running |
CALL SPY $750 exp Jun 25· OTM 1% | GEX_FLIP | May 21 10d held | 24d | $745.64 → $754.60(+1.2%) | +5% | ↑ chase | +$1.3K | $12.59 | $14.81 | +$223 | +18% | running |
CALL LMT $540 exp Jul 1· OTM 2% | GEX_FLIP | May 25 6d held | 30d | $531.14 → $537.21(+1.1%) | +4% | ↓ pullback | +$1.7K | $16.70 | $13.75 | -$295 | -18% | running |
PUT NVTS $24 exp Jul 16 | CSP_INCOME | May 30 1d held | 45d | — | — | — | +$340 | $3.40 | $4.00 | -$60 | -18% | running |
CALL ASML $1680 exp Jul 1· OTM 5% | GEX_FLIP | May 26 5d held | 30d | $1605.77 → $1605.77(0.0%) | +16% | ↑ chase | +$7.8K | $78.00 | $65.80 | -$1.2K | -16% | running |
CALL ASTS $100 exp Jul 16 | UW_FLOW | May 28 3d held | 45d | — | — | — | +$2.4K | $24.23 | $20.45 | -$378 | -16% | running |
PUT GS $955 exp Jul 9 | UW_PUT_FLOW | May 28 3d held | 38d | — | — | — | +$1.9K | $18.82 | $16.05 | -$278 | -15% | running |
CALL SPX $7555 exp Jun 17 | GEX_FLIP | May 26 5d held | 16d | — | — | — | +$941 sized as SPY | $94.10 | $106.95 | +$1.3K | +14% | running |
CALL SPY $758 exp Jul 16 | GEX_FLIP | May 28 3d held | 45d | — | — | — | +$1.7K | $17.09 | $15.00 | -$209 | -12% | running |
CALL TSM $440 exp Jul 1· OTM 4% | GEX_FLIP | May 26 5d held | 30d | $424.86 → $424.86(0.0%) | +8% | ↑ chase | +$1.8K | $17.60 | $19.75 | +$215 | +12% | running |
CALL LMT $530 exp Jun 25· OTM 1% | GEX_FLIP | May 18 13d held | 24d | $522.59 → $537.21(+2.8%) | -10% | ↓ pullback | +$1.7K | $17.20 | $15.10 | -$210 | -12% | running |
CALL SPY $760 exp Jun 29· OTM 1% | GEX_FLIP | May 25 6d held | 28d | $750.46 → $754.60(+0.6%) | +5% | ↓ pullback | +$841 | $8.40 | $9.43 | +$103 | +12% | running |
PUT MRVL $195 exp Jul 16 | UW_PUT_FLOW | May 31 0d held | 45d | — | — | — | +$1.6K | $16.48 | $18.45 | +$198 | +12% | running |
CALL LLY $1100 exp Jul 1 | GEX_FLIP | May 31 0d held | 30d | — | — | — | +$4.3K | $43.50 | $38.50 | -$500 | -11% | running |
PUT SPY $560 exp Jul 9 | MACRO_HEDGE | May 28 3d held | 38d | — | — | — | +$30 | $0.30 | $0.27 | -$3 | -10% | running |
CALL SPY $765 exp Jul 1 | GEX_FLIP | May 28 3d held | 30d | — | — | — | +$868 | $8.68 | $7.85 | -$83 | -10% | running |
CALL AAOI $180 exp Jun 11 | CC_INCOME | May 31 0d held | 10d | — | — | — | +$2.5K | $12.65 | $11.45 | +$240 | +9% | running |
CALL AAOI $182.5 exp Jun 11 | CC_INCOME | May 31 0d held | 10d | — | — | — | +$2.4K | $11.90 | $11.05 | +$170 | +7% | running |
CALL WDC $560 exp Jul 1 | GEX_FLIP | May 31 0d held | 30d | — | — | — | +$5.2K | $51.50 | $48.33 | -$317 | -6% | running |
PUT COIN $175 exp Jul 9 | UW_PUT_FLOW | May 28 3d held | 38d | — | — | — | +$1.3K | $12.95 | $13.73 | +$78 | +6% | running |
CALL LMT $535 exp Jun 17· OTM 3% | GEX_FLIP | May 11 20d held | 16d | $519.94 → $537.21(+3.3%) | -16% | ↓ pullback | +$1.1K | $10.90 | $10.35 | -$55 | -5% | running |
CALL SPY $765 exp Jun 29· OTM 1% | GEX_FLIP | May 26 5d held | 28d | $754.60 → $754.60(0.0%) | +6% | ↑ chase | +$670 | $6.70 | $7.02 | +$32 | +5% | running |
PUT DELL $430 exp Jul 16 | UW_PUT_FLOW | May 31 0d held | 45d | — | — | — | +$3.7K | $36.85 | $38.52 | +$167 | +5% | running |
PUT AXTI $105 exp Jul 16 | UW_PUT_FLOW | May 30 1d held | 45d | — | — | — | +$2.3K | $22.85 | $21.95 | -$90 | -4% | running |
PUT SPY $560 exp Jul 16 | MACRO_HEDGE | May 30 1d held | 45d | — | — | — | +$40 | $0.40 | $0.38 | -$2 | -4% | running |
CALL SPX $7580 exp Jul 16 | GEX_FLIP | May 28 3d held | 45d | — | — | — | +$1.7K sized as SPY | $170.85 | $164.80 | -$605 | -4% | running |
PUT MRVL $220 exp Jul 1 | GEX_FLIP | May 27 4d held | 30d | — | — | — | +$2.8K | $28.18 | $29.08 | +$90 | +3% | running |
CALL BE $165 exp Jun 11· ITM 37% | GEX_FLIP | May 6 25d held | 10d | $261.03 → $290.01(+11.1%) | +78% | ↑ chase | +$11.8K | $117.50 | $114.03 | -$347 | -3% | running |
PUT COHR $390 exp Jul 1 | TRIPLE_CONFIRM_SHORT | May 30 1d held | 30d | — | — | — | +$5.4K | $54.15 | $52.65 | -$150 | -3% | running |
PUT NVTS $23 exp Jul 16 | CSP_INCOME | May 31 0d held | 45d | — | — | — | +$333 | $3.33 | $3.42 | -$9 | -3% | running |
CALL SPX $7250 exp Aug 20 | UW_FLOW | May 24 7d held | 80d | — | — | — | +$4.7K sized as SPY | $468.65 | $481.10 | +$1.2K | +3% | running |
CALL ASML $1665 exp Jul 1· OTM 4% | GEX_FLIP | May 27 4d held | 30d | $1605.77 → $1605.77(0.0%) | +15% | ↑ chase | +$7.4K | $74.15 | $72.50 | -$165 | -2% | running |
CALL LMT $535 exp Jul 1 | GEX_FLIP | May 31 0d held | 30d | — | — | — | +$1.6K | $15.75 | $15.40 | -$35 | -2% | running |
PUT LITE $800 exp Jul 16 | UW_PUT_FLOW | May 30 1d held | 45d | — | — | — | +$8.0K | $80.40 | $82.05 | +$165 | +2% | running |
CALL ORCL $220 exp Jul 16 | UW_FLOW | May 31 0d held | 45d | — | — | — | +$3.1K | $30.52 | $29.90 | -$63 | -2% | running |
PUT NVDA $205 exp Jul 16 | UW_PUT_FLOW | May 31 0d held | 45d | — | — | — | +$620 | $6.20 | $6.30 | +$10 | +2% | running |
CALL AAOI $165 exp Jun 25 | CC_INCOME | May 28 3d held | 24d | — | — | — | +$4.7K | $23.60 | $23.90 | -$60 | -1% | running |
CALL AXTI $114 exp Jun 11 | CC_INCOME | May 31 0d held | 10d | — | — | — | +$1.0K | $10.40 | $10.50 | -$10 | -1% | running |
PUT META $590 exp Jul 16 | UW_PUT_FLOW | May 31 0d held | 45d | — | — | — | +$1.5K | $15.13 | $15.27 | +$15 | +1% | running |
PUT SPY $715 exp Jul 9 | UW_PUT_FLOW | May 28 3d held | 38d | — | — | — | +$380 | $3.79 | $3.76 | -$4 | -1% | running |
PUT OKLO $64 exp Jun 11 | CSP_INCOME | May 30 1d held | 10d | — | — | — | +$327 | $3.27 | $3.30 | -$3 | -1% | running |
CALL INTC $ exp — | intraday_scan | May 5 26d held | — | — | — | — | +$0 | $— | $— | — | 0% | running |
CALL NVDA $ exp — | intraday_scan | May 5 26d held | — | — | — | — | +$0 | $198.00 | $— | — | 0% | running |
PUT NDX $32660 exp Jun 17 | GEX_FLIP | May 27 4d held | 16d | — | — | — | +$5.8K sized as QQQ | $2419.15 | $2419.15 | +$0 | 0% | running |
PUT CEG $255 exp Jun 11 | CSP_INCOME | May 31 0d held | 10d | — | — | — | +$348 | $3.48 | $3.48 | +$0 | 0% | running |
CALL SPY $764.5 exp Jul 16 | GEX_FLIP | May 31 0d held | 45d | — | — | — | +$1.3K | $12.72 | $12.72 | +$0 | 0% | running |
PUT ETN $380 exp Jul 16 | UW_PUT_FLOW | May 31 0d held | 45d | — | — | — | +$1.3K | $12.70 | $12.70 | +$0 | 0% | running |
PUT AEHR $85 exp Jul 16 | UW_PUT_FLOW | May 31 0d held | 45d | — | — | — | +$1.5K | $14.60 | $14.60 | +$0 | 0% | running |
Fill quality · backtest vs actual
How far do actual fills drift from the model?
170 closes analysed
refreshed 3d ago
| Signal | Trades | Target % | Median slip | p90 slip | Median hold | Verdict |
|---|---|---|---|---|---|---|
| GEX_FLIP | 60 | 68% | 541 bps | 3187 bps | 6d | WIDE |
| UW_FLOW | 4 | 50% | 597 bps | 1123 bps | 1d | WIDE |
| intraday_scan | 3 | 0% | — | 0 bps | 2d | TIGHT |
| MANUAL | 3 | 33% | 1161 bps | 1161 bps | 4d | WIDE |
Slippage measures how far the actual realised return drifted from the model's +50% target / -50% stop benchmark. TIGHT<200bp = model trustworthy. OK 200–800bp = adjust expectations. WIDE>800bp = re-calibrate. DTE force-close + expirations are excluded (no clean benchmark to measure against).
target hit
75 closes · med 577.9bp · WIDE
stop hit
86 closes · med 379.6bp · WIDE
dte force
9 closes · med —bp · TIGHT
Signal performance · last 30d
98 closes · only signals with 30d activity shown (inactive ones suppressed)
| Signal | Trades | Win rate | Avg P&L | Total P&L | Open |
|---|---|---|---|---|---|
| GEX_FLIP | 73 | 70% | +$1.0K | +$73.9K | 33 |
| UW_FLOW | 8 | 75% | +$4.8K | +$38.5K | 4 |
| IV_RANK | 6 | 83% | +$214 | +$1.3K | 9 |
| MANUAL | 3 | 100% | +$361 | +$1.1K | 0 |
| TRIPLE_CONFIRM_LONG | 1 | 100% | +$870 | +$870 | 0 |
| earnings_5_7_AMC | 1 | 100% | +$65 | +$65 | 0 |
| NVDA_corning_optical_halo | 1 | 100% | +$65 | +$65 | 0 |
| CSP_INCOME | 1 | 100% | +$65 | +$65 | 5 |
| decision_zone_loss_cap | 1 | 100% | +$63 | +$63 | 0 |
| no_recovery_signal | 1 | 100% | +$63 | +$63 | 0 |
| AAPL_chip_rumor_bloomberg | 0 | — | — | +$0 | 1 |
| portfolio_audit_5_3 | 0 | — | — | +$0 | 1 |
| corning_optical_jv_catalyst | 0 | — | — | +$0 | 1 |
| meta_insider_gpu_shortage | 0 | — | — | +$0 | 1 |
| GEX_FLIP_DOWN | 0 | — | — | +$0 | 5 |
| MACRO_HEDGE | 0 | — | — | +$0 | 2 |
| UW_PUT_FLOW | 0 | — | — | +$0 | 11 |
| TRIPLE_CONFIRM_SHORT | 0 | — | — | +$0 | 2 |
| intraday_scan | 3 | 67% | -$1 | -$3 | 2 |
| theta_decay_12dte | 1 | 0% | -$130 | -$130 | 0 |
| post_earnings_winner_lock | 1 | 0% | -$130 | -$130 | 0 |
| CC_INCOME | 5 | 60% | -$149 | -$745 | 7 |
Want all-time history? See /system. Want lifecycle stages? See /regime.