———

Section III · Trade tracker

Refreshed 3h 14m 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 · 127 of 186

last 30d P&L +$13.8K · 53% win rate · page 4/6 (active signals, proxy-normalized)

Trade	Signal	Opened	Closed	Hold	P&L	%	Why
✗PUT AAOI $152.5 exp Jun 5	IV_RANK	May 22	May 29	7d	-$70	-11%	DTE ≤ 7 — force exit (theta cr
✓CALL QQQ $740 exp Jun 30	GEX_FLIP	May 26	May 29	3d	+$639	+53%	target +50% hit
✗CALL AAOI $190 exp Jul 2	GEX_FLIP	May 26	May 29	3d	-$1.5K	-51%	stop -50% hit
✓CALL GS $1040 exp Jul 2	GEX_FLIP	May 28	May 29	1d	+$1.1K	+64%	target +50% hit
✓CALL SPX $7410 exp Jun 18	GEX_FLIP	May 11	May 29	18d	+$8.7K	+58%	target +50% hit
✓CALL SPX $7575 exp Jun 18	GEX_FLIP	May 28	May 29	1d	+$4.0K	+56%	target +50% hit
✓CALL SNOW $170 exp Jun 26	GEX_FLIP	May 22	May 28	6d	+$4.9K	+303%	target +50% hit
✓CALL NET $215 exp Jun 26	GEX_FLIP	May 21	May 28	7d	+$885	+62%	target +50% hit
✓CALL SHOP $110 exp Jun 26	GEX_FLIP	May 22	May 28	6d	+$453	+81%	target +50% hit
✓CALL SHOP $110 exp Jul 2	GEX_FLIP	May 28	May 28	0d	+$458	+72%	target +50% hit
✗CALL XLE $60 exp Jun 26	GEX_FLIP	May 19	May 27	8d	-$179	-74%	stop -50% hit
✓CALL APP $490 exp Jun 18	GEX_FLIP	May 12	May 27	15d	+$5.4K	+126%	target +50% hit
✗CALL MSFT $435 exp Jun 18	GEX_FLIP	May 18	May 27	9d	-$455	-51%	stop -50% hit
✗CALL MSFT $430 exp Jun 26	GEX_FLIP	May 19	May 27	8d	-$728	-51%	stop -50% hit
✓CALL APP $530 exp Jul 2	GEX_FLIP	May 27	May 27	0d	+$2.8K	+57%	target +50% hit
✓CALL QQQ $705 exp Jun 12	GEX_FLIP	May 8	May 26	18d	+$964	+55%	target +50% hit
✗CALL USO $150 exp Jun 18	GEX_FLIP	May 15	May 26	11d	-$535	-52%	stop -50% hit
✗CALL USO $155 exp Jun 26	GEX_FLIP	May 19	May 26	7d	-$791	-59%	stop -50% hit
✓CALL APP $505 exp Jun 26	GEX_FLIP	May 21	May 26	5d	+$1.9K	+50%	target +50% hit
✗CALL USO $145 exp Jun 18	GEX_FLIP	May 12	May 26	14d	-$641	-51%	stop -50% hit
✓CALL SNOW $175 exp Jun 26	GEX_FLIP	May 20	May 26	6d	+$675	+56%	target +50% hit
✓CALL WDC $500 exp Jun 26	GEX_FLIP	May 22	May 26	4d	+$2.7K	+67%	target +50% hit
✓CALL SMCI $32 exp Jun 18	GEX_FLIP	May 15	May 22	7d	+$151	+56%	target +50% hit
✓CALL UAL $95 exp Jun 18	GEX_FLIP	May 15	May 22	7d	+$340	+55%	target +50% hit
✓CALL DELL $250 exp Jun 18	GEX_FLIP	May 15	May 22	7d	+$2.3K	+126%	target +50% hit

Showing 76–100 of 127

← Prev 1 2 3 4 5 6 Next →

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.