Section III · Trade tracker
——PT
Refreshed 3h 12m 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 mix1 red-day pullback · 0 green-day chase · 1 already +15% in 30d pre-entry
| Trade | Signal | Opened | DTE | Spot @ entry → now | Pre-run | Day | Cap | Entry | Mark | P&L | % | Note |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CALL DRAM $64 exp Jun 26 | CREDIT_SPREAD | Jun 1 0d held | 25d | — | — | — | +$25 | $0.25 | $0.40 | -$15 | -60% | near stop |
CALL TSM $470 exp Jun 26 | CREDIT_SPREAD | Jun 1 0d held | 25d | — | — | — | +$145 | $1.45 | $0.89 | +$56 | +39% | near target |
CALL ORCL $220 exp Jul 17 | UW_FLOW | Jun 1 0d held | 46d | — | — | — | +$3.1K | $30.52 | $41.40 | +$1.1K | +36% | near target |
CALL ANET $162.5 exp Jun 26 | CREDIT_SPREAD | Jun 1 0d held | 25d | — | — | — | +$137 | $1.37 | $1.67 | -$30 | -22% | running |
PUT NVDA $205 exp Jul 17 | UW_PUT_FLOW | Jun 1 0d held | 46d | — | — | — | +$620 | $6.20 | $5.07 | -$113 | -18% | running |
PUT MRVL $195 exp Jul 17 | UW_PUT_FLOW | Jun 1 0d held | 46d | — | — | — | +$1.6K | $16.48 | $13.50 | -$298 | -18% | running |
CALL ASML $1740 exp Jun 26 | CREDIT_SPREAD | Jun 1 0d held | 25d | — | — | — | +$685 | $6.85 | $5.65 | +$120 | +18% | running |
CALL NVTS $24 exp Jun 26 | CREDIT_SPREAD | Jun 1 0d held | 25d | — | — | — | +$47 | $0.47 | $0.55 | -$8 | -17% | running |
CALL AXTI $114 exp Jun 12 | CC_INCOME | Jun 1 0d held | 11d | — | — | — | +$1.0K | $10.40 | $12.10 | -$170 | -16% | running |
CALL COIN $195 exp Jun 26 | CREDIT_SPREAD | Jun 1 0d held | 25d | — | — | — | +$197 | $1.97 | $1.68 | +$29 | +15% | running |
CALL LLY $1145 exp Jun 26 | CREDIT_SPREAD | Jun 1 0d held | 25d | — | — | — | +$247 | $2.47 | $2.12 | +$35 | +14% | running |
PUT DELL $430 exp Jul 17 | UW_PUT_FLOW | Jun 1 0d held | 46d | — | — | — | +$3.7K | $36.85 | $32.53 | -$432 | -12% | running |
PUT NVDA $210 exp Jul 17 | UW_PUT_FLOW | Jun 1 0d held | 46d | — | — | — | +$730 | $7.30 | $6.55 | -$75 | -10% | running |
CALL MU $1045 exp Jun 12 | UW_FLOW | Jun 1 0d held | 11d | — | — | — | +$7.5K | $75.15 | $68.33 | -$682 | -9% | running |
PUT AEHR $85 exp Jul 17 | UW_PUT_FLOW | Jun 1 0d held | 46d | — | — | — | +$1.5K | $14.60 | $13.35 | -$125 | -9% | running |
CALL ETN $380 exp Jun 26 | CREDIT_SPREAD | Jun 1 0d held | 25d | — | — | — | +$145 | $1.45 | $1.55 | -$10 | -7% | running |
PUT ETN $380 exp Jul 17 | UW_PUT_FLOW | Jun 1 0d held | 46d | — | — | — | +$1.3K | $12.70 | $13.40 | +$70 | +6% | running |
PUT PLTR $175 exp Jul 2 | GEX_FLIP | Jun 1 0d held | 31d | — | — | — | +$1.9K | $18.65 | $19.45 | +$80 | +4% | running |
CALL PLTR $152.5 exp Jun 26 | CREDIT_SPREAD | Jun 1 0d held | 25d | — | — | — | +$87 | $0.87 | $0.88 | -$1 | -1% | running |
CALL ADBE $290 exp Jun 26 | CREDIT_SPREAD | Jun 1 0d held | 25d | — | — | — | +$182 | $1.82 | $1.82 | +$0 | 0% | running |
PUT GS $955 exp Jul 10 | UW_PUT_FLOW | May 29 3d held | 39d | — | — | — | +$1.9K | $18.82 | $11.25 | -$758 | -40% | near stop |
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 MSFT $485 exp Jul 2 | GEX_FLIP | May 29 3d held | 31d | — | — | — | +$4.0K | $39.58 | $32.02 | -$756 | -19% | running |
CALL ASTS $100 exp Jul 17 | UW_FLOW | May 29 3d held | 46d | — | — | — | +$2.4K | $24.23 | $20.73 | -$350 | -14% | running |
PUT LITE $800 exp Jul 17 | UW_PUT_FLOW | May 29 3d held | 46d | — | — | — | +$8.0K | $80.40 | $69.70 | -$1.1K | -13% | 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.