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Section III · Trade tracker
Refreshed 2h 1m 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.
40 open · 210 closes since inception · active signals7-day default view
P&L · 7d
-$20.4K
-$8.1K vs prior 7d
Win rate · 7d
38%
9W / 15L
Open P&L
-$383
40 open · +$46.3K deployed
All-time (active)
+$33.7K
56% wr · 210 closes
Earned vs lost · 7dnet -$20.4K
earned
+$2.1K
lost
-$22.5K
profit factor
0.09
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 0.32
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
210 closes since inception
Last 7d24 closes
$-20.4K/ $43K cap
Last 30d189 closes
+$21.9K/ $424K cap
All time210 closes
+$33.7K/ $458K cap
Currently deployed
$46.3K
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
12
MANUAL
+$1.1K
3
TRIPLE_CONFIRM_LONG
+$643
2
IV_RANK
+$469
4
UW_PUT_FLOW
-$121
12
CREDIT_SPREAD
-$677
23
CSP_INCOME
-$1.4K
16
CC_INCOME
-$21.8K
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
-$15.1K
9
By conviction
net realized P&L per entry conviction
HIGH
+$3.3K
92
MED
+$33.2K
98
LOW
-$1.3K
8
—
-$1.5K
12
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 →
Open shadows · 18 of 40
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 |
|---|---|---|---|---|---|---|---|---|---|
CALL GEV $995 exp Jul 10 | CREDIT_SPREAD | Jun 15 1d held | 24d | +$255 | $2.55 | $2.55 | +$0 | 0% | running |
CALL TLN $380 exp Jul 10 | CREDIT_SPREAD | Jun 15 1d held | 24d | +$270 | $2.70 | $2.70 | +$0 | 0% | running |
CALL USO $118 exp Jul 10 | CREDIT_SPREAD | Jun 15 1d held | 24d | +$50 | $0.50 | $0.50 | +$0 | 0% | running |
CALL META $600 exp Jul 10 | CREDIT_SPREAD | Jun 15 1d held | 24d | +$210 | $2.10 | $2.10 | +$0 | 0% | running |
CALL PLTR $136 exp Jul 10 | CREDIT_SPREAD | Jun 15 1d held | 24d | +$42 | $0.42 | $0.42 | +$0 | 0% | running |
CALL LLY $1200 exp Jul 10 | CREDIT_SPREAD | Jun 15 1d held | 24d | +$192 | $1.92 | $1.92 | +$0 | 0% | running |
CALL NVDA $215 exp Jul 10 | CREDIT_SPREAD | Jun 15 1d held | 24d | +$198 | $1.98 | $1.98 | +$0 | 0% | running |
CALL COIN $170 exp Jul 10 | CREDIT_SPREAD | Jun 15 1d held | 24d | +$215 | $2.15 | $2.15 | +$0 | 0% | running |
CALL TSM $450 exp Jul 10 | CREDIT_SPREAD | Jun 15 1d held | 24d | +$190 | $1.90 | $1.90 | +$0 | 0% | running |
CALL GOOGL $380 exp Jul 10 | CREDIT_SPREAD | Jun 15 1d held | 24d | +$159 | $1.59 | $1.59 | +$0 | 0% | running |
CALL VST $155 exp Jul 10 | CREDIT_SPREAD | Jun 15 1d held | 24d | +$200 | $2.00 | $2.00 | +$0 | 0% | running |
CALL USO $133 exp Jul 10 | CREDIT_SPREAD | Jun 15 1d held | 24d | +$38 | $0.38 | $0.38 | +$0 | 0% | running |
CALL PENG $55 exp Jul 17 | CREDIT_SPREAD | Jun 2 14d held | 31d | +$240 | $2.40 | $1.80 | +$60 | +25% | running |
CALL CBRS $200 exp Jul 2 | CREDIT_SPREAD | Jun 2 14d held | 16d | +$250 | $2.50 | $2.20 | +$30 | +12% | running |
CALL SPY $764.5 exp Jul 17 | GEX_FLIP | Jun 1 15d held | 31d | +$1.3K | $12.72 | $12.72 | +$0 | 0% | running |
CALL SPY $763.5 exp Jul 17 | GEX_FLIP | Jun 1 15d held | 31d | +$1.4K | $13.93 | $13.93 | +$0 | 0% | running |
CALL SPX $7250 exp Aug 21 | UW_FLOW | May 22 25d held | 66d | +$4.7K sized as SPY | $468.65 | $439.70 | -$2.9K | -6% | running |
CALL EWY $185 exp Jan 21· OTM 4% | UW_FLOW | May 11 36d held | 584d | +$5.3K | $53.00 | $77.40 | +$2.4K | +46% | near target |
Fill quality · backtest vs actual
How far do actual fills drift from the model?
330 closes analysed
refreshed 59m 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
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 | 14 |
| CSP_INCOME | 16 | 38% | -$88 | -$1.4K | 9 |
| IV_RANK | 11 | 18% | -$908 | -$10.0K | 0 |
| CC_INCOME | 30 | 43% | -$725 | -$21.8K | 10 |
Want all-time history? See /system. Want lifecycle stages? See /regime.