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Section III · Trade tracker
Refreshed 3m 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.
32 open · 218 closes since inception · active signals7-day default view
P&L · 7d
-$23.4K
-$11.1K vs prior 7d
Win rate · 7d
41%
13W / 19L
Open P&L
+$1.9K
32 open · +$36.8K deployed
All-time (active)
+$30.7K
56% wr · 218 closes
Earned vs lost · 7dnet -$23.4K
earned
+$2.5K
lost
-$25.9K
profit factor
0.10
Earned vs lost · all-timenet +$30.7K
earned
+$147.0K
lost
-$116.4K
profit factor
1.26
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
+$183
across 215 closes
Win rate (95% CI)
48%
CI 42–55% · 104W/111L
Profit factor
1.22
payoff 1.30×
Net P&L (after costs)
+$39.4K
gross +$88.3K − +$48.9K costs
Sample: established (n≥30)Avg win +$2.1K · avg loss +$1.6Kcost model: $0.65/ct · 5% single / 1% ETF spread fallback
Signal concentration (open book)HHI 0.33
Top signal GEX_FLIP = 39% 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
218 closes since inception
Last 7d32 closes
$-23.4K/ $53K cap
Last 30d197 closes
+$18.9K/ $433K cap
All time218 closes
+$30.7K/ $468K cap
Currently deployed
$36.8K
cost basis across open shadows
Open P&L (live)
+$1.9K
6.6% 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
+$32.5K
108
UW_FLOW
+$22.9K
12
MANUAL
+$1.1K
3
TRIPLE_CONFIRM_LONG
+$643
2
IV_RANK
+$469
4
UW_PUT_FLOW
-$121
12
CREDIT_SPREAD
-$641
24
CSP_INCOME
-$1.3K
17
CC_INCOME
-$24.9K
36
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
-$18.1K
17
By conviction
net realized P&L per entry conviction
HIGH
+$42
95
MED
+$33.4K
103
LOW
-$1.3K
8
—
-$1.5K
12
Avg max favorable
+34%
133 fwd-captured
Avg max adverse
-41%
worst drawdown pre-close
Capture fraction
56%
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 →
Open shadows · 3 of 32
newest entries first, then largest |P&L%| within each day · page 1/1
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)
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 | Cap | Entry | Mark | P&L | % | Note |
|---|---|---|---|---|---|---|---|---|---|
PUT AXTI $105 exp Jul 17 | UW_PUT_FLOW | May 29 18d held | 31d | +$2.3K | $22.85 | $16.65 | -$620 | -27% | running |
CALL SPX $7250 exp Aug 21 | UW_FLOW | May 22 25d held | 66d | +$4.7K sized as SPY | $468.65 | $442.15 | -$2.6K | -6% | running |
CALL EWY $185 exp Jan 21· OTM 4% | UW_FLOW | May 11 36d held | 584d | +$5.3K | $53.00 | $76.75 | +$2.4K | +45% | near target |
Fill quality · backtest vs actual
How far do actual fills drift from the model?
330 closes analysed
refreshed 22m ago
| Signal | Trades | Target % | Median slip | p90 slip | Median hold | Verdict |
|---|---|---|---|---|---|---|
| GEX_FLIP | 109 | 57% | 573 bps | 2972 bps | 7d | WIDE |
| CC_INCOME | 30 | 17% | 2299 bps | 7625 bps | 0d | WIDE |
| CREDIT_SPREAD | 23 | 52% | 2299 bps | 8209 bps | 2d | WIDE |
| CSP_INCOME | 16 | 31% | 1509 bps | 2840 bps | 3d | WIDE |
| UW_FLOW | 12 | 42% | 597 bps | 2489 bps | 4.5d | WIDE |
| UW_PUT_FLOW | 12 | 67% | 1001 bps | 3241 bps | 4d | WIDE |
| MANUAL | 3 | 33% | 1161 bps | 1161 bps | 4d | WIDE |
| TRIPLE_CONFIRM_LONG | 2 | 50% | 377 bps | 566 bps | 3.5d | 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
140 closes · med 780.7bp · WIDE
stop hit
154 closes · med 636.1bp · WIDE
dte force
33 closes · med —bp · TIGHT
other
3 closes · med —bp · TIGHT
Signal performance · last 30d
197 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 | 94 | 56% | +$101 | +$9.5K | 4 |
| TRIPLE_CONFIRM_LONG | 2 | 50% | +$321 | +$643 | 0 |
| MANUAL | 1 | 100% | +$268 | +$268 | 0 |
| GEX_FLIP_DOWN | 4 | 50% | +$53 | +$213 | 2 |
| UW_PUT_FLOW | 12 | 67% | -$10 | -$121 | 1 |
| CREDIT_SPREAD | 24 | 54% | -$27 | -$641 | 13 |
| CSP_INCOME | 17 | 41% | -$79 | -$1.3K | 8 |
| IV_RANK | 11 | 18% | -$908 | -$10.0K | 0 |
| CC_INCOME | 36 | 42% | -$691 | -$24.9K | 4 |
Want all-time history? See /system. Want lifecycle stages? See /regime.