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Section III · Trade tracker

Refreshed 3h 59m 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

MANUAL

+$1.1K

TRIPLE_CONFIRM_LONG

+$643

IV_RANK

+$469

UW_PUT_FLOW

-$271

CREDIT_SPREAD

-$677

CSP_INCOME

-$1.9K

CC_INCOME

-$22.0K

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

-$13.9K

By conviction

net realized P&L per entry conviction

HIGH

+$5.0K

MED

+$32.6K

LOW

-$1.3K

—

-$1.5K

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 →

ViewOpen (25)Closed (207)

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 · 23 of 186

last 30d P&L -$677 · 52% win rate · page 1/1 (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 EOSE $8.5 exp Jul 2	CREDIT_SPREAD	Jun 2	Jun 9	7d	-$22	-96%	stop: spread near max width (d
✗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
✓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)
✓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)
✓CALL AEHR $88 exp Jul 2	CREDIT_SPREAD	Jun 2	Jun 2	0d	+$30	+60%	BTC target (50% of max profit)
✓CALL ANET $162.5 exp Jun 26	CREDIT_SPREAD	Jun 1	Jun 2	1d	+$100	+73%	BTC target (50% of max profit)
✗CALL ASTS $99 exp Jul 2	CREDIT_SPREAD	Jun 2	Jun 2	0d	-$50	-125%	stop: loss reached credit coll
✓CALL GEV $1020 exp Jun 26	CREDIT_SPREAD	Jun 1	Jun 1	0d	+$140	+70%	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.