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Section III · Trade tracker

Refreshed 4h 12m 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

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 (40)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 90d · 44 of 210

last 90d P&L -$21.2K · 50% 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 AEHR $85 exp Jul 17	UW_PUT_FLOW	Jun 1	Jun 15	14d	-$835	-57%	stop -50% hit
✗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 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
✓PUT ETN $380 exp Jul 17	UW_PUT_FLOW	Jun 1	Jun 10	9d	+$900	+71%	target +50% hit
✗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 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 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
✓PUT SPY $715 exp Jul 10	UW_PUT_FLOW	May 29	Jun 5	7d	+$511	+135%	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
✗CALL AGIX $46 exp Jul 17	TRIPLE_CONFIRM_LONG	Jun 1	Jun 5	4d	-$228	-51%	stop -50% hit
✓CALL AXTI $110 exp Jun 26	CC_INCOME	Jun 4	Jun 5	1d	+$1.0K	+65%	BTC target (50% profit) hit
✓PUT COIN $175 exp Jul 10	UW_PUT_FLOW	May 29	Jun 3	5d	+$832	+64%	target +50% hit

Showing 1–25 of 44

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Fill quality · backtest vs actual

How far do actual fills drift from the model?

330 closes analysed

refreshed 3h 9m 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.