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Section III · Trade tracker
Refreshed 11h 38m 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.
30 open · 198 closes since inception · active signals7-day default view
P&L · 7d
-$6.6K
-$21.5K vs prior 7d
Win rate · 7d
29%
7W / 17L
Open P&L
+$410
30 open · +$60.3K deployed
All-time (active)
+$50.5K
56% wr · 198 closes
Earned vs lost · 7dnet -$6.6K
earned
+$2.9K
lost
-$9.5K
profit factor
0.30
Earned vs lost · all-timenet +$50.5K
earned
+$145.6K
lost
-$95.1K
profit factor
1.53
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
+$64
across 194 closes
Win rate (95% CI)
50%
CI 43–57% · 97W/97L
Profit factor
1.08
payoff 1.08×
Net P&L (after costs)
+$12.5K
gross +$55.8K − +$43.3K costs
Sample: established (n≥30)Avg win +$1.7K · avg loss +$1.6Kcost model: $0.65/ct · 5% single / 1% ETF spread fallback
Signal concentration (open book)HHI 0.31
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
198 closes since inception
Last 7d24 closes
$-6.6K/ $28K cap
Last 30d179 closes
+$40.6K/ $398K cap
All time198 closes
+$50.5K/ $429K cap
Currently deployed
$60.3K
cost basis across open shadows
Open P&L (live)
+$410
11.8% 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
+$34.4K
105
UW_FLOW
+$22.9K
12
UW_PUT_FLOW
+$4.9K
10
MANUAL
+$1.1K
3
TRIPLE_CONFIRM_LONG
+$643
2
IV_RANK
+$469
4
CREDIT_SPREAD
-$677
23
CSP_INCOME
-$2.4K
12
CC_INCOME
-$10.8K
27
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
-$6.6K
24
By conviction
net realized P&L per entry conviction
HIGH
+$20.9K
83
MED
+$32.4K
95
LOW
-$1.3K
8
—
-$1.5K
12
Avg max favorable
+35%
113 fwd-captured
Avg max adverse
-42%
worst drawdown pre-close
Capture fraction
57%
realized ÷ peak (winners)
Round-tripped
1
hit +50% then closed flat/down
Entry timing — realized edge
Chase vs pullback — which actually pays?
31 closes with entry-day context
↓ Pullback (red-day entry)
+$469
expectancy
50%
win · 8n
+$3.7K
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 →
Open shadows · 14 of 30
newest entries first, then largest |P&L%| within each day · page 1/1
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)
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.
Entry-day mix2 red-day pullback · 0 green-day chase · 1 already +15% in 30d pre-entry
| Trade | Signal | Opened | DTE | Cap | Entry | Mark | P&L | % | Note |
|---|---|---|---|---|---|---|---|---|---|
CALL BE $240 exp Jun 26 | CC_INCOME | Jun 12 0d held | 14d | +$3.2K | $31.55 | $29.60 | +$195 | +6% | running |
CALL AXTI $87.5 exp Jun 26 | CC_INCOME | Jun 12 0d held | 14d | +$3.5K | $11.75 | $11.20 | +$165 | +5% | running |
CALL BE $242.5 exp Jun 26 | CC_INCOME | Jun 12 0d held | 14d | +$3.0K | $29.98 | $28.70 | +$128 | +4% | running |
CALL AXTI $87 exp Jun 26 | CC_INCOME | Jun 12 0d held | 14d | +$3.6K | $12.05 | $11.85 | +$60 | +2% | running |
CALL AXTI $87 exp Jul 2 | CC_INCOME | Jun 11 1d held | 20d | +$3.7K | $12.30 | $13.10 | -$240 | -7% | running |
CALL LMT $535 exp Jul 2 | GEX_FLIP | Jun 1 11d held | 20d | +$1.6K | $15.75 | $22.20 | +$645 | +41% | near target |
CALL SPY $764.5 exp Jul 17 | GEX_FLIP | Jun 1 11d held | 35d | +$1.3K | $12.72 | $12.72 | +$0 | 0% | running |
CALL SPY $763.5 exp Jul 17 | GEX_FLIP | Jun 1 11d held | 35d | +$1.4K | $13.93 | $13.93 | +$0 | 0% | running |
PUT NBIS $250 exp Jul 2 | GEX_FLIP | May 29 14d held | 20d | +$4.0K | $40.38 | $36.90 | -$348 | -9% | running |
PUT SHOP $125 exp Jul 2 | GEX_FLIP | May 28 15d held | 20d | +$1.4K | $13.78 | $17.58 | +$380 | +28% | running |
PUT NDX $32660 exp Jun 18 | GEX_FLIP | May 28 15d held | 6d | +$5.8K sized as QQQ | $2419.15 | $2419.15 | +$0 | 0% | running |
CALL SPX $7250 exp Aug 21 | UW_FLOW | May 22 21d held | 70d | +$4.7K sized as SPY | $468.65 | $340.20 | -$12.8K | -27% | running |
CALL LMT $530 exp Jun 26· OTM 1% | GEX_FLIP | May 19 24d held | 14d | +$1.7K | $17.20 | $23.00 | +$580 | +34% | running |
CALL EWY $185 exp Jan 21· OTM 4% | UW_FLOW | May 11 32d held | 588d | +$5.3K | $53.00 | $65.95 | +$1.3K | +24% | running |
Fill quality · backtest vs actual
How far do actual fills drift from the model?
251 closes analysed
refreshed 8d 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
179 closes · only signals with 30d activity shown (inactive ones suppressed)
| Signal | Trades | Win rate | Avg P&L | Total P&L | Open |
|---|---|---|---|---|---|
| UW_FLOW | 10 | 60% | +$2.3K | +$23.0K | 2 |
| GEX_FLIP | 92 | 57% | +$138 | +$12.7K | 7 |
| UW_PUT_FLOW | 10 | 80% | +$485 | +$4.9K | 3 |
| GEX_FLIP_DOWN | 3 | 67% | +$750 | +$2.2K | 3 |
| TRIPLE_CONFIRM_LONG | 2 | 50% | +$321 | +$643 | 0 |
| MANUAL | 1 | 100% | +$268 | +$268 | 0 |
| CREDIT_SPREAD | 23 | 52% | -$29 | -$677 | 2 |
| CSP_INCOME | 12 | 17% | -$198 | -$2.4K | 11 |
| IV_RANK | 11 | 18% | -$908 | -$10.0K | 0 |
| CC_INCOME | 27 | 48% | -$401 | -$10.8K | 5 |
Want all-time history? See /system. Want lifecycle stages? See /regime.