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Section III · Trade tracker
Refreshed missing
Shadow book.
Every play the engine emits, paper-traded at realistic size — the quantitative trial-and-error lab the live suggestions are calibrated against.
0 open · 0 closes since inception · active signals7-day default view
P&L · 7d
+$0
0 closes
Win rate · 7d
—
0W / 0L
Open P&L
+$0
0 open · +$0 deployed
All-time (active)
+$0
0% wr · 0 closes
Earned vs lost · 7dnet +$0
earned
+$0
lost
+$0
profit factor
—
Earned vs lost · all-timenet +$0
earned
+$0
lost
+$0
profit factor
—
Performance & analytics — expectancy, equity curve, P&L attribution, entry timingclick to expand
Deploy-grade stats not yet computed — run python3 -m runner.quant.shadow_book to populate expectancy / CI / profit factor.
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
0 closes since inception
Last 7d0 closes
+$0/ $0 cap
≥2 closes needed for curve
Last 30d0 closes
+$0/ $0 cap
≥2 closes needed for curve
All time0 closes
+$0/ $0 cap
≥2 closes needed for curve
Currently deployed
$0
cost basis across open shadows
Open P&L (live)
+$0
—
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
no closed trades
By week
net realized P&L per Monday-anchored week
no closed trades
By conviction
net realized P&L per entry conviction
no closed trades
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.
Looking for fresh trade ideas? Today's UW + Triple-Confirm candidates moved to /scout with full paragraph reasoning per card.open /scout →
Open shadows · 0
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.
No open shadows match current filters.
Signal performance · last 30d
0 closes · only signals with 30d activity shown (inactive ones suppressed)
No signals with recent activity.
Want all-time history? See /system. Want lifecycle stages? See /regime.