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Section III · Trade tracker
Refreshed 3h 2m 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.
25 open · 207 closes since inception · active signals7-day default view
P&L · 7d
-$20.3K
-$11.0K vs prior 7d
Win rate · 7d
35%
11W / 20L
Open P&L
-$2.7K
25 open · +$51.6K deployed
All-time (active)
+$34.8K
56% wr · 207 closes
Earned vs lost · 7dnet -$20.3K
earned
+$3.4K
lost
-$23.8K
profit factor
0.14
Earned vs lost · all-timenet +$34.8K
earned
+$146.2K
lost
-$111.3K
profit factor
1.31
Performance & analytics — expectancy, equity curve, P&L attribution, entry timingclick to expand
Deploy-grade read · net of slippage + commission
ruleset 2026-06-01.v2NOT YET
Live system, retired signals excluded
Expectancy / trade
+$218
across 204 closes
Win rate (95% CI)
49%
CI 42–56% · 100W/104L
Profit factor
1.26
payoff 1.31×
Net P&L (after costs)
+$44.4K
gross +$92.5K − +$48.0K costs
Sample: established (n≥30)Avg win +$2.2K · avg loss +$1.7Kcost model: $0.65/ct · 5% single / 1% ETF spread fallback
Signal concentration (open book)HHI 0.32
Top signal GEX_FLIP = 38% 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
207 closes since inception
Last 7d31 closes
$-20.3K/ $49K cap
Last 30d186 closes
+$23.1K/ $419K cap
All time207 closes
+$34.8K/ $453K cap
Currently deployed
$51.6K
cost basis across open shadows
Open P&L (live)
$-2.7K
7.7% 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
+$34.6K
107
UW_FLOW
+$22.9K
12
MANUAL
+$1.1K
3
TRIPLE_CONFIRM_LONG
+$643
2
IV_RANK
+$469
4
UW_PUT_FLOW
-$271
12
CREDIT_SPREAD
-$677
23
CSP_INCOME
-$1.9K
14
CC_INCOME
-$22.0K
30
By week
net realized P&L per Monday-anchored week
May 4
+$9.1K
15
May 11
+$2.7K
6
May 18
+$8.5K
32
May 25
+$22.0K
32
Jun 1
+$14.9K
89
Jun 8
-$8.4K
27
Jun 15
-$13.9K
6
By conviction
net realized P&L per entry conviction
HIGH
+$5.0K
91
MED
+$32.6K
96
LOW
-$1.3K
8
—
-$1.5K
12
Avg max favorable
+34%
122 fwd-captured
Avg max adverse
-44%
worst drawdown pre-close
Capture fraction
55%
realized ÷ peak (winners)
Round-tripped
1
hit +50% then closed flat/down
Entry timing — realized edge
Chase vs pullback — which actually pays?
32 closes with entry-day context
↓ Pullback (red-day entry)
+$418
expectancy
56%
win · 9n
+$3.8K
total P&L
bought into weakness — the playbook-preferred entry
↑ Chase (green-day entry)better edge
+$1.7K
expectancy
65%
win · 23n
+$39.5K
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 →
Closed · last 30d · 35 of 186
last 30d P&L +$24.1K · 54% win rate · page 1/2 (active signals, proxy-normalized)
| Trade | Signal | Opened | Closed | Hold | P&L | % | Why |
|---|---|---|---|---|---|---|---|
✗CALL AOSL $40 exp Jul 17 | CREDIT_SPREAD | Jun 2 | Jun 11 | 9d | -$115 | -121% | stop: loss reached credit coll |
✗CALL ASML $1740 exp Jun 26 | CREDIT_SPREAD | Jun 1 | Jun 11 | 10d | -$905 | -132% | stop: loss reached credit coll |
✓CALL BWXT $175 exp Jul 17 | CREDIT_SPREAD | Jun 2 | Jun 11 | 9d | +$90 | +55% | BTC target (50% of max profit) |
✗CALL CBRS $225 exp Jul 2 | CREDIT_SPREAD | Jun 2 | Jun 10 | 8d | -$155 | -111% | stop: loss reached credit coll |
✗CALL NVTS $23.5 exp Jul 2 | CREDIT_SPREAD | Jun 2 | Jun 9 | 7d | -$20 | -100% | stop: loss reached credit coll |
✗CALL ORCL $220 exp Jul 17 | UW_FLOW | Jun 1 | Jun 9 | 8d | -$1.6K | -54% | stop -50% hit |
✗CALL EOSE $8.5 exp Jul 2 | CREDIT_SPREAD | Jun 2 | Jun 9 | 7d | -$22 | -96% | stop: spread near max width (d |
✗CALL ASTS $100 exp Jul 17 | UW_FLOW | May 29 | Jun 8 | 10d | -$1.2K | -50% | stop -50% hit |
✗CALL MU $1045 exp Jun 12 | UW_FLOW | Jun 1 | Jun 5 | 4d | -$5.5K | -73% | stop -50% hit |
✓PUT MSFT $485 exp Jul 2 | GEX_FLIP | May 29 | Jun 5 | 7d | +$2.9K | +73% | target +50% hit |
✗CALL DRAM $65 exp Jul 2 | CREDIT_SPREAD | Jun 4 | Jun 5 | 1d | -$59 | -164% | stop: loss reached credit coll |
✓CALL ADBE $290 exp Jun 26 | CREDIT_SPREAD | Jun 1 | Jun 4 | 3d | +$109 | +60% | BTC target (50% of max profit) |
✓CALL TSM $470 exp Jun 26 | CREDIT_SPREAD | Jun 1 | Jun 4 | 3d | +$75 | +52% | BTC target (50% of max profit) |
✗CALL DRAM $64 exp Jun 26 | CREDIT_SPREAD | Jun 1 | Jun 4 | 3d | -$33 | -132% | stop: loss reached credit coll |
✗CALL AXTI $116 exp Jul 2 | CREDIT_SPREAD | Jun 2 | Jun 4 | 2d | -$40 | -133% | stop: loss reached credit coll |
✗CALL LLY $1150 exp Jul 2 | CREDIT_SPREAD | Jun 4 | Jun 4 | 0d | -$181 | -115% | stop: loss reached credit coll |
✓PUT PLTR $175 exp Jul 2 | GEX_FLIP | Jun 1 | Jun 3 | 2d | +$1.2K | +65% | target +50% hit |
✓CALL NVTS $24 exp Jun 26 | CREDIT_SPREAD | Jun 1 | Jun 3 | 2d | +$26 | +55% | BTC target (50% of max profit) |
✓CALL ETN $380 exp Jun 26 | CREDIT_SPREAD | Jun 1 | Jun 3 | 2d | +$73 | +50% | BTC target (50% of max profit) |
✓CALL FLNC $26 exp Jul 17 | CREDIT_SPREAD | Jun 2 | Jun 3 | 1d | +$35 | +58% | BTC target (50% of max profit) |
✗CALL PLTR $152.5 exp Jun 26 | CREDIT_SPREAD | Jun 1 | Jun 3 | 2d | -$88 | -101% | stop: loss reached credit coll |
✓CALL OKLO $71 exp Jul 2 | CREDIT_SPREAD | Jun 2 | Jun 3 | 1d | +$49 | +70% | BTC target (50% of max profit) |
✗PUT MRVL $220 exp Jul 2 | GEX_FLIP | May 28 | Jun 2 | 5d | -$1.8K | -65% | stop -50% hit |
✓CALL LLY $1145 exp Jun 26 | CREDIT_SPREAD | Jun 1 | Jun 2 | 1d | +$157 | +64% | BTC target (50% of max profit) |
✓CALL COIN $195 exp Jun 26 | CREDIT_SPREAD | Jun 1 | Jun 2 | 1d | +$107 | +54% | BTC target (50% of max profit) |
Fill quality · backtest vs actual
How far do actual fills drift from the model?
251 closes analysed
refreshed 11d ago
| Signal | Trades | Target % | Median slip | p90 slip | Median hold | Verdict |
|---|---|---|---|---|---|---|
| GEX_FLIP | 86 | 70% | 547 bps | 2776 bps | 6d | WIDE |
| CC_INCOME | 14 | 0% | 955 bps | 5378 bps | 0d | WIDE |
| CREDIT_SPREAD | 11 | 82% | 1356 bps | 5115 bps | 1d | WIDE |
| UW_FLOW | 9 | 56% | 926 bps | 2540 bps | 2d | WIDE |
| UW_PUT_FLOW | 5 | 60% | 769 bps | 1192 bps | 1d | WIDE |
| intraday_scan | 3 | 0% | — | 0 bps | 2d | TIGHT |
| MANUAL | 3 | 33% | 1161 bps | 1161 bps | 4d | WIDE |
| CSP_INCOME | 2 | 50% | 600 bps | 600 bps | 1.5d | OK |
| TRIPLE_CONFIRM_LONG | 1 | 100% | 613 bps | 613 bps | 3d | OK |
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
118 closes · med 616.2bp · WIDE
stop hit
112 closes · med 476.7bp · WIDE
dte force
21 closes · med —bp · TIGHT
Signal performance · last 30d
186 closes · only signals with 30d activity shown (inactive ones suppressed)
| Signal | Trades | Win rate | Avg P&L | Total P&L | Open |
|---|---|---|---|---|---|
| UW_FLOW | 9 | 56% | +$2.5K | +$22.5K | 2 |
| GEX_FLIP | 93 | 57% | +$124 | +$11.5K | 5 |
| GEX_FLIP_DOWN | 3 | 67% | +$750 | +$2.2K | 3 |
| TRIPLE_CONFIRM_LONG | 2 | 50% | +$321 | +$643 | 0 |
| MANUAL | 1 | 100% | +$268 | +$268 | 0 |
| UW_PUT_FLOW | 12 | 67% | -$23 | -$271 | 1 |
| CREDIT_SPREAD | 23 | 52% | -$29 | -$677 | 2 |
| CSP_INCOME | 14 | 29% | -$138 | -$1.9K | 11 |
| IV_RANK | 11 | 18% | -$908 | -$10.0K | 0 |
| CC_INCOME | 30 | 43% | -$733 | -$22.0K | 4 |
Want all-time history? See /system. Want lifecycle stages? See /regime.