Section III · Trade tracker

Refreshed 10h 23m 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.

46 open · 86 closes since inception7-day default view

Real-money readiness · active signals, net of costs

Ready to deploy69% win · +$679/trade · PF 2.77 · n=86

Edge is positive and statistically established across the active signals. Full breakdown in Performance & analytics below.

stats 10h 23m ago

P&L · 7d

+$21.7K

++$14.1K vs prior 7d

Win rate · 7d

72%

23W / 9L

Open P&L

+$22.8K

46 open · +$162.2K deployed

All-time (active)

+$41.0K

71% wr · 86 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

+$679

across 86 closes

Win rate (95% CI)

69%

CI 58–77% · 59W/27L

Profit factor

2.77

payoff 1.27×

Net P&L (after costs)

+$58.4K

gross +$69.8K − +$11.4K costs

Sample: established (n≥30)Avg win +$1.5K · avg loss +$1.2Kcost model: $0.65/ct · 5% single / 1% ETF spread fallback

Signal concentration (open book)HHI 0.39

Top signal GEX_FLIP = 54% 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

86 closes since inception

Last 7d32 closes

+$21.7K/ $60K cap

Last 30d86 closes

+$41.0K/ $180K cap

All time86 closes

+$41.0K/ $180K cap

Currently deployed

$162.2K

cost basis across open shadows

Open P&L (live)

+$22.8K

22.8% 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

+$34.8K

UW_FLOW

+$4.4K

MANUAL

+$1.1K

IV_RANK

+$469

CC_INCOME

+$165

CSP_INCOME

+$65

INTRADAY_SCAN

-$3

By week

net realized P&L per Monday-anchored week

May 4

+$9.1K

May 11

+$2.7K

May 18

+$7.6K

May 25

+$21.7K

By conviction

net realized P&L per entry conviction

HIGH

+$33.1K

MED

+$2.8K

LOW

+$3.3K

—

+$1.8K

MAE/MFE excursion tracking starts forward from 2026-05-29 — older closes carry no peak/trough data, so the readout populates as new trades close.

Entry timing — realized edge

Chase vs pullback — which actually pays?

10 closes with entry-day context

↓ Pullback (red-day entry)better edge

+$983

expectancy

100%

win · 2n

+$2.0K

total P&L

bought into weakness — the playbook-preferred entry

↑ Chase (green-day entry)

+$108

expectancy

63%

win · 8n

+$863

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 (46)Closed (86)

Range7d 30d 90d All

DirectionAll Calls Puts

SignalAll CC_INCOME CSP_INCOME GEX_FLIP INTRADAY_SCAN IV_RANK MANUAL UW_FLOW

Closed · last 30d · 77 of 86

last 30d P&L +$36.2K · 70% win rate (active signals, proxy-normalized)

Trade	Signal	Opened	Closed	Hold	P&L	%	Why
✓CALL TSM $430 exp Jun 25	GEX_FLIP	May 21	May 28	7d	+$738	+56%	target +50% hit
✗CALL GEV $1085 exp Jun 25	GEX_FLIP	May 21	May 28	7d	-$2.4K	-51%	stop -50% hit
✓PUT INTC $109 exp Jun 4	IV_RANK	May 24	May 28	4d	+$188	+61%	BTC target (50% profit) hit
✗PUT AAOI $152.5 exp Jun 4	IV_RANK	May 24	May 28	4d	-$70	-11%	DTE ≤ 7 — force exit (theta cr
✓CALL QQQ $740 exp Jun 29	GEX_FLIP	May 25	May 28	3d	+$639	+53%	target +50% hit
✓CALL AAOI $165 exp Jun 4	CC_INCOME	May 28	May 28	0d	+$120	+5%	DTE ≤ 7 — force exit (theta cr
✓CALL AXTI $112 exp Jun 4	CC_INCOME	May 28	May 28	0d	+$35	+4%	DTE ≤ 7 — force exit (theta cr
✓CALL AXTI $113 exp Jun 4	CC_INCOME	May 28	May 28	0d	+$10	+1%	DTE ≤ 7 — force exit (theta cr
✗CALL AAOI $190 exp Jul 1	GEX_FLIP	May 25	May 28	3d	-$1.5K	-51%	stop -50% hit
✓CALL GS $1040 exp Jul 1	GEX_FLIP	May 27	May 28	1d	+$1.1K	+64%	target +50% hit
✓CALL SNOW $170 exp Jun 25	GEX_FLIP	May 21	May 27	6d	+$4.9K	+303%	target +50% hit
✓CALL NET $215 exp Jun 25	GEX_FLIP	May 20	May 27	7d	+$885	+62%	target +50% hit
✓CALL SHOP $110 exp Jun 25	GEX_FLIP	May 21	May 27	6d	+$453	+81%	target +50% hit
✓CALL SHOP $110 exp Jul 1	GEX_FLIP	May 27	May 27	0d	+$458	+72%	target +50% hit
✗CALL XLE $60 exp Jun 25	GEX_FLIP	May 18	May 26	8d	-$179	-74%	stop -50% hit
✓CALL APP $490 exp Jun 17	GEX_FLIP	May 11	May 26	15d	+$5.4K	+126%	target +50% hit
✗CALL MSFT $435 exp Jun 17	GEX_FLIP	May 17	May 26	9d	-$455	-51%	stop -50% hit
✗CALL MSFT $430 exp Jun 25	GEX_FLIP	May 18	May 26	8d	-$728	-51%	stop -50% hit
✓CALL APP $530 exp Jul 1	GEX_FLIP	May 26	May 26	0d	+$2.8K	+57%	target +50% hit
✓CALL QQQ $705 exp Jun 11	GEX_FLIP	May 7	May 25	18d	+$964	+55%	target +50% hit
✗CALL USO $150 exp Jun 17	GEX_FLIP	May 14	May 25	11d	-$535	-52%	stop -50% hit
✗CALL USO $155 exp Jun 25	GEX_FLIP	May 18	May 25	7d	-$791	-59%	stop -50% hit
✓CALL APP $505 exp Jun 25	GEX_FLIP	May 20	May 25	5d	+$1.9K	+50%	target +50% hit
✗CALL USO $145 exp Jun 17	GEX_FLIP	May 11	May 25	14d	-$641	-51%	stop -50% hit
✓CALL SNOW $175 exp Jun 25	GEX_FLIP	May 19	May 25	6d	+$675	+56%	target +50% hit
✓CALL WDC $500 exp Jun 25	GEX_FLIP	May 21	May 25	4d	+$2.7K	+67%	target +50% hit
✓CALL SPX $7460 exp Jun 17	GEX_FLIP	May 11	May 24	13d	+$5.8K	+51%	target +50% hit
✓CALL SPX $7595 exp Jun 17	GEX_FLIP	May 17	May 24	7d	+$3.5K	+64%	target +50% hit
✓CALL SMCI $32 exp Jun 17	GEX_FLIP	May 14	May 21	7d	+$151	+56%	target +50% hit
✓CALL UAL $95 exp Jun 17	GEX_FLIP	May 14	May 21	7d	+$340	+55%	target +50% hit
✓CALL DELL $250 exp Jun 17	GEX_FLIP	May 14	May 21	7d	+$2.3K	+126%	target +50% hit
✓CALL LLY $1045 exp Jun 25	GEX_FLIP	May 19	May 21	2d	+$2.2K	+61%	target +50% hit
✓CALL SMCI $32 exp Jun 25	GEX_FLIP	May 19	May 21	2d	+$464	+53%	target +50% hit
✓CALL DELL $250 exp Jun 25	GEX_FLIP	May 19	May 21	2d	+$2.4K	+128%	target +50% hit
✓CALL LLY $1035 exp Jun 25	GEX_FLIP	May 20	May 21	1d	+$2.1K	+52%	target +50% hit
✓CALL ASML $1575 exp Jun 25	GEX_FLIP	May 20	May 21	1d	+$5.1K	+56%	target +50% hit
✓CALL SOXL $180 exp Jun 25	GEX_FLIP	May 20	May 21	1d	+$1.3K	+50%	target +50% hit
✓CALL GS $960 exp Jun 17	GEX_FLIP	May 14	May 20	6d	+$1.7K	+55%	target +50% hit
✓CALL SPX $7600 exp Jun 17	GEX_FLIP	May 19	May 20	1d	+$2.0K	+56%	target +50% hit
✓CALL UAL $100 exp Jun 25	GEX_FLIP	May 20	May 20	0d	+$253	+56%	target +50% hit
✓CALL ARM $220 exp Jun 17	GEX_FLIP	May 11	May 19	8d	+$2.1K	+125%	target +50% hit
✓CALL GS $955 exp Jun 11	GEX_FLIP	May 5	May 19	14d	+$1.4K	+57%	target +50% hit
✓CALL GS $960 exp Jun 11	GEX_FLIP	May 7	May 19	12d	+$1.6K	+74%	target +50% hit
✓CALL GS $970 exp Jun 11	GEX_FLIP	May 10	May 19	9d	+$1.4K	+80%	target +50% hit
✓CALL GS $995 exp Jun 17	GEX_FLIP	May 17	May 19	2d	+$803	+54%	target +50% hit
✓CALL SNOW $155 exp Jun 11	GEX_FLIP	May 6	May 18	12d	+$1.1K	+74%	target +50% hit
✗CALL UAL $100 exp Jun 17	GEX_FLIP	May 11	May 18	7d	-$258	-55%	stop -50% hit
✗CALL HOOD $80 exp Jun 11	GEX_FLIP	May 5	May 18	13d	-$257	-51%	stop -50% hit
✗CALL QQQ $725 exp Jun 11	GEX_FLIP	May 10	May 18	8d	-$701	-53%	stop -50% hit
✗CALL HOOD $80 exp Jun 17	GEX_FLIP	May 11	May 18	7d	-$315	-51%	stop -50% hit
✗CALL MSTR $185 exp Jun 17	GEX_FLIP	May 14	May 18	4d	-$662	-52%	stop -50% hit
✗CALL GEV $1100 exp Jun 4	GEX_FLIP	May 3	May 17	14d	-$3.1K	-55%	stop -50% hit
✗CALL GEV $1115 exp Jun 11	GEX_FLIP	May 4	May 17	13d	-$3.4K	-56%	stop -50% hit
✗CALL GEV $1100 exp Jun 11	GEX_FLIP	May 5	May 17	12d	-$3.4K	-52%	stop -50% hit
✗CALL GEV $1130 exp Jun 11	GEX_FLIP	May 6	May 17	11d	-$3.2K	-58%	stop -50% hit
✗CALL ASML $1600 exp Jun 11	GEX_FLIP	May 10	May 17	7d	-$4.1K	-56%	stop -50% hit
✓CALL LLY $1020 exp Jun 17	GEX_FLIP	May 11	May 14	3d	+$1.3K	+52%	target +50% hit
✗CALL DAL $75 exp Jun 11	GEX_FLIP	May 5	May 11	6d	-$390	-51%	stop -50% hit
✗CALL NET $210 exp Jun 11	GEX_FLIP	May 10	May 11	1d	-$680	-53%	stop -50% hit
✓CALL QQQ $700 exp Jun 11	GEX_FLIP	May 6	May 10	4d	+$913	+51%	target +50% hit
✓CALL HIMS $28 exp Jun 4	GEX_FLIP	May 2	May 10	8d	+$999	+56%	target +50% hit
✓PUT AAOI $175 exp May 14	MANUAL	May 2	May 7	5d	+$260	+12%	DTE ≤ 7 — force exit (theta cr
✓PUT AAOI $162.5 exp May 14	MANUAL	May 3	May 7	4d	+$555	+32%	DTE ≤ 7 — force exit (theta cr
✗CALL MSFT $400 exp May 14	intraday_scan	May 5	May 7	2d	-$130	-4%	DTE ≤ 7 — force exit (theta cr
✓CALL META $615 exp May 14	intraday_scan	May 5	May 7	2d	+$63	+5%	DTE ≤ 7 — force exit (theta cr
✓PUT INTC $88 exp May 28	IV_RANK	May 2	May 5	3d	+$192	+55%	BTC target (50% profit) hit
✓CALL SPX $7325 exp Jun 17	GEX_FLIP	May 3	May 5	2d	+$5.5K	+56%	target +50% hit
✓CALL DELL $215 exp Jun 4	GEX_FLIP	May 3	May 5	2d	+$1.4K	+52%	target +50% hit
✓CALL ARM $220 exp Jun 11	GEX_FLIP	May 4	May 5	1d	+$945	+52%	target +50% hit
✗CALL XLE $60 exp Jun 4	GEX_FLIP	May 2	May 5	3d	-$941	-54%	stop -50% hit
✓CALL DELL $215 exp Jun 11	GEX_FLIP	May 4	May 5	1d	+$1.5K	+88%	target +50% hit
✓CALL SPX $7300 exp Jun 17	GEX_FLIP	May 4	May 5	1d	+$7.2K	+55%	target +50% hit
✓CALL TNA $65 exp Jun 11	GEX_FLIP	May 4	May 5	1d	+$225	+54%	target +50% hit
✓CALL AAOI $200 exp May 7	intraday_scan	May 5	May 5	0d	+$65	+7%	DTE ≤ 7 — force exit (theta cr
✓PUT INTC $86 exp May 28	IV_RANK	May 3	May 4	1d	+$159	+50%	BTC target (50% profit) hit
✓CALL TNA $65 exp Jun 4	GEX_FLIP	May 3	May 4	1d	+$2.0K	+53%	target +50% hit
✓CALL QQQ $685 exp Jun 4	GEX_FLIP	May 3	May 4	1d	+$1.5K	+50%	target +50% hit

Fill quality · backtest vs actual

How far do actual fills drift from the model?

170 closes analysed

refreshed 1d 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

86 closes · only signals with 30d activity shown (inactive ones suppressed)

Signal	Trades	Win rate	Avg P&L	Total P&L	Open
GEX_FLIP	65	68%	+$866	+$56.3K	35
UW_FLOW	7	71%	+$1.7K	+$11.7K	4
IV_RANK	6	83%	+$214	+$1.3K	0
MANUAL	3	100%	+$361	+$1.1K	0
CC_INCOME	3	100%	+$55	+$165	1
earnings_5_7_AMC	1	100%	+$65	+$65	0
NVDA_corning_optical_halo	1	100%	+$65	+$65	0
CSP_INCOME	1	100%	+$65	+$65	0
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	3
MACRO_HEDGE	0	—	—	+$0	1
UW_PUT_FLOW	0	—	—	+$0	3
intraday_scan	3	67%	-$1	-$3	2
theta_decay_12dte	1	0%	-$130	-$130	0
post_earnings_winner_lock	1	0%	-$130	-$130	0

Want all-time history? See /system. Want lifecycle stages? See /regime.