Section III · Trade tracker
——PT
Refreshed 2h 58m 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.
71 open · 111 closes since inception · active signals7-day default view
P&L · 7d
+$44.2K
++$18.4K vs prior 7d
Win rate · 7d
67%
37W / 18L
Open P&L
-$6.8K
71 open · +$178.3K deployed
All-time (active)
+$64.4K
69% wr · 111 closes
Earned vs lost · 7dnet +$44.2K
earned
+$65.5K
lost
-$21.3K
profit factor
3.07
Earned vs lost · all-timenet +$64.4K
earned
+$108.3K
lost
-$43.9K
profit factor
2.47
Performance & analytics — expectancy, equity curve, P&L attribution, entry timingclick to expand
Deploy-grade read · net of slippage + commission
ruleset 2026-06-01.v2DEPLOY ✓
Live system, retired signals excluded
Expectancy / trade
+$784
across 111 closes
Win rate (95% CI)
68%
CI 58–76% · 75W/36L
Profit factor
2.75
payoff 1.32×
Net P&L (after costs)
+$87.0K
gross +$104.6K − +$17.6K costs
Sample: established (n≥30)Avg win +$1.8K · avg loss +$1.4Kcost model: $0.65/ct · 5% single / 1% ETF spread fallback
Signal concentration (open book)HHI 0.38
Top signal GEX_FLIP = 54% 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
111 closes since inception
Last 7d55 closes
+$44.2K/ $141K cap
Last 30d111 closes
+$64.4K/ $263K cap
All time111 closes
+$64.4K/ $263K cap
Currently deployed
$178.3K
cost basis across open shadows
Open P&L (live)
$-6.8K
24.5% 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
+$42.9K
76
UW_FLOW
+$31.3K
9
MANUAL
+$2.1K
5
TRIPLE_CONFIRM_LONG
+$870
1
IV_RANK
+$469
4
CSP_INCOME
+$261
2
INTRADAY_SCAN
-$3
3
CC_INCOME
-$13.5K
11
By week
net realized P&L per Monday-anchored week
May 4
+$9.1K
18
May 11
+$2.7K
6
May 18
+$8.5K
32
May 25
+$22.0K
32
Jun 1
+$22.2K
23
By conviction
net realized P&L per entry conviction
HIGH
+$35.2K
41
MED
+$27.4K
52
LOW
+$3.3K
3
—
-$1.5K
15
Avg max favorable
+39%
25 fwd-captured
Avg max adverse
-28%
worst drawdown pre-close
Capture fraction
76%
realized ÷ peak (winners)
Round-tripped
0
hit +50% then closed flat/down
Entry timing — realized edge
Chase vs pullback — which actually pays?
19 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
+$2.0K
expectancy
75%
win · 16n
+$31.2K
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 · 37 of 71
newest entries first, then largest |P&L%| within each day · page 1/2
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 mix6 red-day pullback · 7 green-day chase · 4 already +15% in 30d pre-entry
| Trade | Signal | Opened | DTE | Spot @ entry → now | Pre-run | Day | Cap | Entry | Mark | P&L | % | Note |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CALL LMT $535 exp Jul 2 | GEX_FLIP | Jun 1 0d held | 31d | — | — | — | +$1.6K | $15.75 | $12.50 | -$325 | -21% | running |
CALL LLY $1100 exp Jul 2 | GEX_FLIP | Jun 1 0d held | 31d | — | — | — | +$4.3K | $43.50 | $35.65 | -$785 | -18% | running |
CALL WDC $560 exp Jul 2 | GEX_FLIP | Jun 1 0d held | 31d | — | — | — | +$5.2K | $51.50 | $49.15 | -$235 | -5% | running |
PUT PLTR $175 exp Jul 2 | GEX_FLIP | Jun 1 0d held | 31d | — | — | — | +$1.9K | $18.65 | $19.45 | +$80 | +4% | running |
CALL SNDK $1820 exp Jul 2 | GEX_FLIP | Jun 1 0d held | 31d | — | — | — | +$18.3K | $183.35 | $180.45 | -$290 | -2% | running |
CALL SPY $764.5 exp Jul 17 | GEX_FLIP | Jun 1 0d held | 46d | — | — | — | +$1.3K | $12.72 | $12.72 | +$0 | 0% | running |
CALL SPY $763.5 exp Jul 17 | GEX_FLIP | Jun 1 0d held | 46d | — | — | — | +$1.4K | $13.93 | $13.93 | +$0 | 0% | running |
PUT NBIS $250 exp Jul 2 | GEX_FLIP | May 29 3d held | 31d | — | — | — | +$4.0K | $40.38 | $25.98 | -$1.4K | -36% | near stop |
PUT INTC $124 exp Jul 2 | TRIPLE_CONFIRM_SHORT | May 29 3d held | 31d | — | — | — | +$1.7K | $16.77 | $20.27 | +$350 | +21% | running |
PUT MSFT $485 exp Jul 2 | GEX_FLIP | May 29 3d held | 31d | — | — | — | +$4.0K | $39.58 | $32.02 | -$756 | -19% | running |
CALL ASML $1650 exp Jul 2 | GEX_FLIP | May 29 3d held | 31d | — | — | — | +$9.6K | $95.85 | $89.75 | -$610 | -6% | running |
CALL SPX $7580 exp Jul 17 | GEX_FLIP | May 29 3d held | 46d | — | — | — | +$1.7K sized as SPY | $170.85 | $179.35 | +$850 | +5% | running |
CALL SPY $758 exp Jul 17 | GEX_FLIP | May 29 3d held | 46d | — | — | — | +$1.7K | $17.09 | $16.36 | -$73 | -4% | running |
CALL SPY $765 exp Jul 2 | GEX_FLIP | May 29 3d held | 31d | — | — | — | +$868 | $8.68 | $8.79 | +$12 | +1% | running |
PUT COHR $390 exp Jul 2 | TRIPLE_CONFIRM_SHORT | May 29 3d held | 31d | — | — | — | +$5.4K | $54.15 | $53.50 | -$65 | -1% | running |
PUT SHOP $125 exp Jul 2 | GEX_FLIP | May 28 4d held | 31d | — | — | — | +$1.4K | $13.78 | $9.68 | -$410 | -30% | running |
PUT MRVL $220 exp Jul 2 | GEX_FLIP | May 28 4d held | 31d | — | — | — | +$2.8K | $28.18 | $21.55 | -$663 | -24% | running |
CALL ASML $1665 exp Jul 2· OTM 4% | GEX_FLIP | May 28 4d held | 31d | $1605.77 → $1605.77(0.0%) | +15% | ↑ chase | +$7.4K | $74.15 | $84.00 | +$985 | +13% | running |
PUT NDX $32660 exp Jun 18 | GEX_FLIP | May 28 4d held | 17d | — | — | — | +$5.8K sized as QQQ | $2419.15 | $2419.15 | +$0 | 0% | running |
CALL TSM $440 exp Jul 2· OTM 4% | GEX_FLIP | May 27 5d held | 31d | $424.86 → $424.86(0.0%) | +8% | ↑ chase | +$1.8K | $17.60 | $23.08 | +$548 | +31% | running |
CALL SPX $7555 exp Jun 18 | GEX_FLIP | May 27 5d held | 17d | — | — | — | +$941 sized as SPY | $94.10 | $119.50 | +$2.5K | +27% | running |
CALL SPY $765 exp Jun 30· OTM 1% | GEX_FLIP | May 27 5d held | 29d | $754.60 → $754.60(0.0%) | +6% | ↑ chase | +$670 | $6.70 | $7.93 | +$123 | +18% | running |
CALL ASML $1680 exp Jul 2· OTM 5% | GEX_FLIP | May 27 5d held | 31d | $1605.77 → $1605.77(0.0%) | +16% | ↑ chase | +$7.8K | $78.00 | $78.05 | +$5 | +0% | running |
CALL LMT $540 exp Jul 2· OTM 2% | GEX_FLIP | May 26 6d held | 31d | $531.14 → $537.21(+1.1%) | +4% | ↓ pullback | +$1.7K | $16.70 | $10.70 | -$600 | -36% | near stop |
CALL SPX $7525 exp Jun 18 | GEX_FLIP | May 26 6d held | 17d | — | — | — | +$1.1K sized as SPY | $105.50 | $141.10 | +$3.6K | +34% | 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
111 closes · only signals with 30d activity shown (inactive ones suppressed)
| Signal | Trades | Win rate | Avg P&L | Total P&L | Open |
|---|---|---|---|---|---|
| GEX_FLIP | 76 | 71% | +$998 | +$75.8K | 33 |
| UW_FLOW | 9 | 78% | +$4.3K | +$38.6K | 5 |
| MANUAL | 3 | 100% | +$361 | +$1.1K | 0 |
| UW_PUT_FLOW | 1 | 100% | +$873 | +$873 | 11 |
| TRIPLE_CONFIRM_LONG | 1 | 100% | +$870 | +$870 | 1 |
| CSP_INCOME | 2 | 100% | +$131 | +$261 | 4 |
| CREDIT_SPREAD | 1 | 100% | +$140 | +$140 | 10 |
| earnings_5_7_AMC | 1 | 100% | +$65 | +$65 | 0 |
| NVDA_corning_optical_halo | 1 | 100% | +$65 | +$65 | 0 |
| 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 | 6 |
| MACRO_HEDGE | 0 | — | — | +$0 | 2 |
| 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 |
| IV_RANK | 12 | 50% | -$665 | -$8.0K | 3 |
| CC_INCOME | 11 | 27% | -$1.2K | -$13.5K | 1 |
Want all-time history? See /system. Want lifecycle stages? See /regime.