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Section III · Trade tracker
Refreshed 4h 21m 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 →
Closed · last 90d · 28 of 210
last 90d P&L +$23.0K · 61% win rate · page 1/2 (active signals, proxy-normalized)
| Trade | Signal | Opened | Closed | Hold | P&L | % | Why |
|---|---|---|---|---|---|---|---|
✗PUT LITE $800 exp Jul 17 | UW_PUT_FLOW | May 29 | Jun 15 | 17d | -$4.1K | -51% | stop -50% hit |
✗PUT NBIS $250 exp Jul 2 | GEX_FLIP | May 29 | Jun 15 | 17d | -$2.0K | -50% | stop -50% hit |
✗PUT AEHR $85 exp Jul 17 | UW_PUT_FLOW | Jun 1 | Jun 15 | 14d | -$835 | -57% | stop -50% hit |
✓PUT ETN $380 exp Jul 17 | UW_PUT_FLOW | Jun 1 | Jun 10 | 9d | +$900 | +71% | target +50% hit |
✗CALL ORCL $220 exp Jul 17 | UW_FLOW | Jun 1 | Jun 9 | 8d | -$1.6K | -54% | stop -50% 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 |
✓PUT SPY $715 exp Jul 10 | UW_PUT_FLOW | May 29 | Jun 5 | 7d | +$511 | +135% | target +50% hit |
✓PUT MSFT $485 exp Jul 2 | GEX_FLIP | May 29 | Jun 5 | 7d | +$2.9K | +73% | target +50% hit |
✓PUT NVDA $205 exp Jul 17 | UW_PUT_FLOW | Jun 1 | Jun 5 | 4d | +$462 | +75% | target +50% hit |
✓PUT DELL $430 exp Jul 17 | UW_PUT_FLOW | Jun 1 | Jun 5 | 4d | +$2.3K | +62% | target +50% hit |
✓PUT NVDA $210 exp Jul 17 | UW_PUT_FLOW | Jun 1 | Jun 5 | 4d | +$608 | +83% | target +50% hit |
✓PUT PLTR $175 exp Jul 2 | GEX_FLIP | Jun 1 | Jun 3 | 2d | +$1.2K | +65% | target +50% hit |
✓PUT COIN $175 exp Jul 10 | UW_PUT_FLOW | May 29 | Jun 3 | 5d | +$832 | +64% | target +50% hit |
✓PUT NVDA $215 exp Jul 17 | UW_PUT_FLOW | Jun 2 | Jun 3 | 1d | +$395 | +51% | target +50% hit |
✗PUT MRVL $220 exp Jul 2 | GEX_FLIP | May 28 | Jun 2 | 5d | -$1.8K | -65% | stop -50% hit |
✗PUT MRVL $195 exp Jul 17 | UW_PUT_FLOW | Jun 1 | Jun 2 | 1d | -$963 | -58% | stop -50% hit |
✗PUT GS $955 exp Jul 10 | UW_PUT_FLOW | May 29 | Jun 2 | 4d | -$1.0K | -55% | stop -50% hit |
✓CALL SNDK $1380 exp Jan 15 | UW_FLOW | May 8 | Jun 1 | 24d | +$26.8K | +56% | target +50% hit |
✓CALL NVDA $220 exp Jun 5 | UW_FLOW | Jun 1 | Jun 1 | 0d | +$130 | +24% | DTE ≤ 7 — force exit (theta cr |
✓PUT META $590 exp Jul 17 | UW_PUT_FLOW | Jun 1 | Jun 1 | 0d | +$873 | +58% | target +50% hit |
✓CALL AVGO $420 exp Jun 5 | UW_FLOW | May 20 | May 29 | 9d | +$1.3K | +70% | target +50% hit |
✓CALL TSLA $355 exp Jun 5 | UW_FLOW | May 21 | May 29 | 8d | +$1.4K | +20% | DTE ≤ 7 — force exit (theta cr |
✓CALL MSFT $420 exp Jul 17 | UW_FLOW | May 28 | May 29 | 1d | +$1.4K | +80% | target +50% hit |
✗CALL NVDA $180 exp May 22 | UW_FLOW | May 18 | May 18 | 0d | -$123 | -3% | DTE ≤ 7 — force exit (theta cr |
Fill quality · backtest vs actual
How far do actual fills drift from the model?
330 closes analysed
refreshed 3h 18m 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.