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Section III · Trade tracker

Refreshed 2h 41m 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.

18 open · 210 closes since inception · active signals7-day default view

P&L · 7d

-$21.5K

-$12.2K vs prior 7d

Win rate · 7d

38%

13W / 21L

Open P&L

-$383

18 open · +$31.2K deployed

All-time (active)

+$33.7K

56% wr · 210 closes

Earned vs lost · 7dnet -$21.5K

earned

+$4.0K

lost

-$25.4K

profit factor

0.16

Earned vs lost · all-timenet +$33.7K

earned

+$146.7K

lost

-$113.0K

profit factor

1.30

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

+$209

across 207 closes

Win rate (95% CI)

49%

CI 43–56% · 102W/105L

Profit factor

1.25

payoff 1.29×

Net P&L (after costs)

+$43.3K

gross +$91.3K − +$48.0K costs

Sample: established (n≥30)Avg win +$2.1K · avg loss +$1.7Kcost model: $0.65/ct · 5% single / 1% ETF spread fallback

Signal concentration (open book)HHI 0.34

Top signal GEX_FLIP = 40% 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

210 closes since inception

Last 7d34 closes

$-21.5K/ $53K cap

Last 30d189 closes

+$21.9K/ $424K cap

All time210 closes

+$33.7K/ $458K cap

Currently deployed

$31.2K

cost basis across open shadows

Open P&L (live)

$-383

7.4% 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

+$32.5K

108

UW_FLOW

+$22.9K

MANUAL

+$1.1K

TRIPLE_CONFIRM_LONG

+$643

IV_RANK

+$469

UW_PUT_FLOW

-$121

CREDIT_SPREAD

-$677

CSP_INCOME

-$1.4K

CC_INCOME

-$21.8K

By week

net realized P&L per Monday-anchored week

May 4

+$9.1K

May 11

+$2.7K

May 18

+$8.5K

May 25

+$22.0K

Jun 1

+$14.9K

Jun 8

-$8.4K

Jun 15

-$15.1K

By conviction

net realized P&L per entry conviction

HIGH

+$3.3K

MED

+$33.2K

LOW

-$1.3K

—

-$1.5K

Avg max favorable

+35%

125 fwd-captured

Avg max adverse

-43%

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 →

ViewOpen (18)Closed (210)

Range7d 30d 90d All

DirectionAll Calls Puts

SignalAll CC_INCOME CREDIT_SPREAD CSP_INCOME GEX_FLIP GEX_FLIP_DOWN IV_RANK MANUAL TRIPLE_CONFIRM_LONG UW_FLOW UW_PUT_FLOW

Closed · last 30d · 62 of 189

last 30d P&L +$65 · 48% win rate · page 1/3 (active signals, proxy-normalized)

Trade	Signal	Opened	Closed	Hold	P&L	%	Why
✗CALL AXTI $87 exp Jun 26	CC_INCOME	Jun 12	Jun 15	3d	-$4.5K	-125%	premium hit 1.5x entry (50% lo
✗CALL AXTI $87.5 exp Jun 26	CC_INCOME	Jun 12	Jun 15	3d	-$4.5K	-128%	premium hit 1.5x entry (50% lo
✗CALL AXTI $87 exp Jul 2	CC_INCOME	Jun 11	Jun 12	1d	-$1.9K	-51%	premium hit 1.5x entry (50% lo
✗CALL AOSL $40 exp Jul 17	CREDIT_SPREAD	Jun 2	Jun 11	9d	-$115	-121%	stop: loss reached credit coll
✓CALL BE $240 exp Jun 18	CC_INCOME	Jun 11	Jun 11	0d	+$48	+3%	DTE ≤ 7 — force exit (theta cr
✗CALL BE $242.5 exp Jun 18	CC_INCOME	Jun 11	Jun 11	0d	+$0	0%	DTE ≤ 7 — force exit (theta cr
✗CALL AXTI $87 exp Jun 18	CC_INCOME	Jun 11	Jun 11	0d	+$0	0%	DTE ≤ 7 — force exit (theta cr
✗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 AAOI $210 exp Jun 12	CC_INCOME	Jun 9	Jun 9	0d	-$280	-15%	DTE ≤ 7 — force exit (theta cr
✗CALL AAOI $212.5 exp Jun 12	CC_INCOME	Jun 9	Jun 9	0d	-$120	-7%	DTE ≤ 7 — force exit (theta cr
✗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 AXTI $110 exp Jun 18	CC_INCOME	Jun 8	Jun 9	1d	+$318	+78%	BTC target (50% profit) hit
✓CALL AXTI $111 exp Jun 18	CC_INCOME	Jun 8	Jun 9	1d	+$288	+74%	BTC target (50% profit) hit
✓CALL AXTI $96 exp Jun 18	CC_INCOME	Jun 9	Jun 9	0d	+$648	+77%	BTC target (50% profit) hit
✓CALL AXTI $97 exp Jun 18	CC_INCOME	Jun 9	Jun 9	0d	+$573	+73%	BTC target (50% profit) hit
✗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
✓CALL AXTI $110 exp Jun 12	CC_INCOME	Jun 4	Jun 5	1d	+$410	+41%	DTE ≤ 7 — force exit (theta cr
✓CALL AAOI $195 exp Jun 12	CC_INCOME	Jun 5	Jun 5	0d	+$200	+9%	DTE ≤ 7 — force exit (theta cr
✓CALL AAOI $197.5 exp Jun 12	CC_INCOME	Jun 5	Jun 5	0d	+$110	+5%	DTE ≤ 7 — force exit (theta cr
✓CALL AXTI $110 exp Jun 26	CC_INCOME	Jun 4	Jun 5	1d	+$1.0K	+65%	BTC target (50% profit) hit

Showing 1–25 of 62

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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

189 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	23	52%	-$29	-$677	2
CSP_INCOME	16	38%	-$88	-$1.4K	7
IV_RANK	11	18%	-$908	-$10.0K	0
CC_INCOME	30	43%	-$725	-$21.8K	2

Want all-time history? See /system. Want lifecycle stages? See /regime.