Section III · Trade tracker
Refreshed 45m 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.
66 open · 98 closes since inception7-day default view
Real-money readiness · active signals, net of costs
Ready to deploy69% win · +$1.0K/trade · PF 3.81 · n=98
Edge is positive and statistically established across the active signals. Full breakdown in Performance & analytics below.
stats 31m ago
P&L · 7d
+$53.7K
++$27.9K vs prior 7d
Win rate · 7d
71%
30W / 12L
Open P&L
-$7.5K
66 open · +$164.6K deployed
All-time (active)
+$73.9K
71% wr · 98 closes
Performance & analytics — expectancy, equity curve, P&L attribution, entry timingclick to expand
Deploy-grade read · net of slippage + commission
ruleset 2026-05-29.v1DEPLOY ✓
Live system, retired signals excluded
Expectancy / trade
+$1.0K
across 98 closes
Win rate (95% CI)
69%
CI 60–78% · 68W/30L
Profit factor
3.81
payoff 1.68×
Net P&L (after costs)
+$99.2K
gross +$114.1K − +$14.9K costs
Sample: established (n≥30)Avg win +$2.0K · avg loss +$1.2Kcost model: $0.65/ct · 5% single / 1% ETF spread fallback
Signal concentration (open book)HHI 0.36
Top signal GEX_FLIP = 52% 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
98 closes since inception
Last 7d42 closes
+$53.7K/ $122K cap
Last 30d98 closes
+$73.9K/ $243K cap
All time98 closes
+$73.9K/ $243K cap
Currently deployed
$164.6K
cost basis across open shadows
Open P&L (live)
$-7.5K
30.4% 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
+$41.0K
73
UW_FLOW
+$31.2K
8
MANUAL
+$1.1K
3
TRIPLE_CONFIRM_LONG
+$870
1
IV_RANK
+$469
4
CSP_INCOME
+$65
1
INTRADAY_SCAN
-$3
3
CC_INCOME
-$745
5
By week
net realized P&L per Monday-anchored week
May 4
+$9.1K
18
May 11
+$2.7K
6
May 18
+$8.5K
32
May 25
+$22.0K
32
Jun 1
+$31.6K
10
By conviction
net realized P&L per entry conviction
HIGH
+$39.3K
36
MED
+$29.6K
45
LOW
+$3.3K
3
—
+$1.8K
14
Avg max favorable
+42%
12 fwd-captured
Avg max adverse
-14%
worst drawdown pre-close
Capture fraction
100%
realized ÷ peak (winners)
Round-tripped
0
hit +50% then closed flat/down
Entry timing — realized edge
Chase vs pullback — which actually pays?
16 closes with entry-day context
↓ Pullback (red-day entry)
+$1.2K
expectancy
100%
win · 3n
+$3.5K
total P&L
bought into weakness — the playbook-preferred entry
↑ Chase (green-day entry)better edge
+$2.3K
expectancy
69%
win · 13n
+$29.3K
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 · 7 of 66
sorted closest-to-decision (largest |P&L%|)
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)
SPOT @ ENTRY → NOW — underlying stock price at open vs today. Tells you if the stock has actually moved in your direction.
PRE-RUN — how much the stock had already moved in the 30 days before we entered. Big positive number = we were chasing.
DAY — was the entry on a red day (pullback) or green day (chase)? Per playbook we want more red-day entries.
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.
| Trade | Signal | Opened | DTE | Spot @ entry → now | Pre-run | Day | Cap | Entry | Mark | P&L | % | Note |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CALL AAOI $165 exp Jun 11 | CC_INCOME | May 28 3d held | 10d | — | — | — | +$2.6K | $12.95 | $17.45 | -$900 | -35% | running |
CALL AXTI $112 exp Jun 11 | CC_INCOME | May 28 3d held | 10d | — | — | — | +$925 | $9.25 | $11.45 | -$220 | -24% | running |
CALL AXTI $113 exp Jun 11 | CC_INCOME | May 28 3d held | 10d | — | — | — | +$890 | $8.90 | $10.75 | -$185 | -21% | running |
CALL AAOI $180 exp Jun 11 | CC_INCOME | May 31 0d held | 10d | — | — | — | +$2.5K | $12.65 | $11.45 | +$240 | +9% | running |
CALL AAOI $182.5 exp Jun 11 | CC_INCOME | May 31 0d held | 10d | — | — | — | +$2.4K | $11.90 | $11.05 | +$170 | +7% | running |
CALL AAOI $165 exp Jun 25 | CC_INCOME | May 28 3d held | 24d | — | — | — | +$4.7K | $23.60 | $23.90 | -$60 | -1% | running |
CALL AXTI $114 exp Jun 11 | CC_INCOME | May 31 0d held | 10d | — | — | — | +$1.0K | $10.40 | $10.50 | -$10 | -1% | running |
Fill quality · backtest vs actual
How far do actual fills drift from the model?
170 closes analysed
refreshed 3d ago
| Signal | Trades | Target % | Median slip | p90 slip | Median hold | Verdict |
|---|---|---|---|---|---|---|
| GEX_FLIP | 60 | 68% | 541 bps | 3187 bps | 6d | WIDE |
| UW_FLOW | 4 | 50% | 597 bps | 1123 bps | 1d | WIDE |
| intraday_scan | 3 | 0% | — | 0 bps | 2d | TIGHT |
| MANUAL | 3 | 33% | 1161 bps | 1161 bps | 4d | WIDE |
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
75 closes · med 577.9bp · WIDE
stop hit
86 closes · med 379.6bp · WIDE
dte force
9 closes · med —bp · TIGHT
Signal performance · last 30d
98 closes · only signals with 30d activity shown (inactive ones suppressed)
| Signal | Trades | Win rate | Avg P&L | Total P&L | Open |
|---|---|---|---|---|---|
| GEX_FLIP | 73 | 70% | +$1.0K | +$73.9K | 33 |
| UW_FLOW | 8 | 75% | +$4.8K | +$38.5K | 4 |
| IV_RANK | 6 | 83% | +$214 | +$1.3K | 9 |
| MANUAL | 3 | 100% | +$361 | +$1.1K | 0 |
| TRIPLE_CONFIRM_LONG | 1 | 100% | +$870 | +$870 | 0 |
| earnings_5_7_AMC | 1 | 100% | +$65 | +$65 | 0 |
| NVDA_corning_optical_halo | 1 | 100% | +$65 | +$65 | 0 |
| CSP_INCOME | 1 | 100% | +$65 | +$65 | 5 |
| decision_zone_loss_cap | 1 | 100% | +$63 | +$63 | 0 |
| no_recovery_signal | 1 | 100% | +$63 | +$63 | 0 |
| AAPL_chip_rumor_bloomberg | 0 | — | — | +$0 | 1 |
| portfolio_audit_5_3 | 0 | — | — | +$0 | 1 |
| corning_optical_jv_catalyst | 0 | — | — | +$0 | 1 |
| meta_insider_gpu_shortage | 0 | — | — | +$0 | 1 |
| GEX_FLIP_DOWN | 0 | — | — | +$0 | 5 |
| MACRO_HEDGE | 0 | — | — | +$0 | 2 |
| UW_PUT_FLOW | 0 | — | — | +$0 | 11 |
| TRIPLE_CONFIRM_SHORT | 0 | — | — | +$0 | 2 |
| intraday_scan | 3 | 67% | -$1 | -$3 | 2 |
| theta_decay_12dte | 1 | 0% | -$130 | -$130 | 0 |
| post_earnings_winner_lock | 1 | 0% | -$130 | -$130 | 0 |
| CC_INCOME | 5 | 60% | -$149 | -$745 | 7 |
Want all-time history? See /system. Want lifecycle stages? See /regime.