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Section III · Trade tracker

Refreshed 2h 47m 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.

21 open · 229 closes since inception · active signals7-day default view

P&L · 7d

-$17.6K

++$12.4K vs prior 7d

Win rate · 7d

47%

18W / 20L

Open P&L

+$974

21 open · +$28.5K deployed

All-time (active)

+$33.9K

55% wr · 229 closes

Earned vs lost · 7dnet -$17.6K

earned

+$5.6K

lost

-$23.2K

profit factor

0.24

Earned vs lost · all-timenet +$33.9K

earned

+$151.0K

lost

-$117.1K

profit factor

1.29

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

+$191

across 226 closes

Win rate (95% CI)

50%

CI 43–56% · 112W/114L

Profit factor

1.24

payoff 1.27×

Net P&L (after costs)

+$43.2K

gross +$91.5K − +$48.3K costs

Sample: established (n≥30)Avg win +$2.0K · avg loss +$1.6Kcost model: $0.65/ct

Signal concentration (open book)HHI 0.35

Top signal GEX_FLIP = 41% 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

229 closes since inception

Last 7d38 closes

$-17.6K/ $54K cap

Last 30d202 closes

+$39.4K/ $406K cap

All time229 closes

+$33.9K/ $476K cap

Currently deployed

$28.5K

cost basis across open shadows

Open P&L (live)

+$974

7.1% 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

-$577

CSP_INCOME

-$2.0K

CC_INCOME

-$21.1K

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

-$14.9K

By conviction

net realized P&L per entry conviction

HIGH

+$3.2K

102

MED

+$33.5K

107

LOW

-$1.3K

—

-$1.5K

Avg max favorable

+33%

144 fwd-captured

Avg max adverse

-47%

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?

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 (21)Closed (229)

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 30d · 202

last 30d P&L +$39.4K · 54% win rate · page 5/9 (active signals, proxy-normalized)

Trade	Signal	Opened	Closed	Hold	P&L	%	Why
✓CALL FLNC $26 exp Jul 17	CREDIT_SPREAD	Jun 2	Jun 3	1d	+$35	+58%	BTC target (50% of max profit)
✓CALL ASML $1655 exp Jul 2	GEX_FLIP	May 26	Jun 3	8d	+$4.7K	+50%	target +50% hit
✓PUT COIN $175 exp Jul 10	UW_PUT_FLOW	May 29	Jun 3	5d	+$832	+64%	target +50% hit
✓CALL ASML $1650 exp Jul 2	GEX_FLIP	May 29	Jun 3	5d	+$4.8K	+51%	target +50% hit
✗CALL PLTR $152.5 exp Jun 26	CREDIT_SPREAD	Jun 1	Jun 3	2d	-$88	-101%	stop: loss reached credit coll
✓PUT NVDA $215 exp Jul 17	UW_PUT_FLOW	Jun 2	Jun 3	1d	+$395	+51%	target +50% hit
✗CALL PLTR $160 exp Jul 10	GEX_FLIP	Jun 2	Jun 3	1d	-$485	-56%	stop -50% hit
✓CALL OKLO $71 exp Jul 2	CREDIT_SPREAD	Jun 2	Jun 3	1d	+$49	+70%	BTC target (50% of max profit)
✗PUT MRVL $220 exp Jul 2	GEX_FLIP	May 28	Jun 2	5d	-$1.8K	-65%	stop -50% hit
✗PUT MRVL $195 exp Jul 17	UW_PUT_FLOW	Jun 1	Jun 2	1d	-$963	-58%	stop -50% hit
✗CALL AXTI $114 exp Jun 12	CC_INCOME	Jun 1	Jun 2	1d	-$530	-51%	premium hit 1.5x entry (50% lo
✓CALL LLY $1145 exp Jun 26	CREDIT_SPREAD	Jun 1	Jun 2	1d	+$157	+64%	BTC target (50% of max profit)
✓CALL COIN $195 exp Jun 26	CREDIT_SPREAD	Jun 1	Jun 2	1d	+$107	+54%	BTC target (50% of max profit)
✗CALL AAOI $207.5 exp Jun 5	CC_INCOME	Jun 2	Jun 2	0d	-$80	-4%	DTE ≤ 7 — force exit (theta cr
✓CALL AAOI $210 exp Jun 5	CC_INCOME	Jun 2	Jun 2	0d	+$70	+3%	DTE ≤ 7 — force exit (theta cr
✓CALL AEHR $88 exp Jul 2	CREDIT_SPREAD	Jun 2	Jun 2	0d	+$30	+60%	BTC target (50% of max profit)
✓CALL TSM $440 exp Jul 2	GEX_FLIP	May 27	Jun 2	6d	+$972	+55%	target +50% hit
✓CALL ASML $1665 exp Jul 2	GEX_FLIP	May 28	Jun 2	5d	+$4.9K	+66%	target +50% hit
✗PUT GS $955 exp Jul 10	UW_PUT_FLOW	May 29	Jun 2	4d	-$1.0K	-55%	stop -50% hit
✓CALL ANET $162.5 exp Jun 26	CREDIT_SPREAD	Jun 1	Jun 2	1d	+$100	+73%	BTC target (50% of max profit)
✗CALL ASTS $99 exp Jul 2	CREDIT_SPREAD	Jun 2	Jun 2	0d	-$50	-125%	stop: loss reached credit coll
✓CALL SNDK $1380 exp Jan 15	UW_FLOW	May 8	Jun 1	24d	+$26.8K	+56%	target +50% hit
✓CALL HIMS $24 exp Jun 26	GEX_FLIP	May 22	Jun 1	10d	+$359	+51%	target +50% hit
✗CALL AMGN $350 exp Jun 26	GEX_FLIP	May 22	Jun 1	10d	-$405	-55%	stop -50% hit
✓CALL AVGO $430 exp Jul 2	GEX_FLIP	May 26	Jun 1	6d	+$1.5K	+55%	target +50% hit

Showing 101–125 of 202

← Prev 1 2 3 4 5 6 7 8 9 Next →

Fill quality · backtest vs actual

How far do actual fills drift from the model?

347 closes analysed

refreshed 4h 10m ago

Signal	Trades	Target %	Median slip	p90 slip	Median hold	Verdict
GEX_FLIP	109	57%	573 bps	2972 bps	7d	WIDE
CC_INCOME	38	18%	1529 bps	7531 bps	1d	WIDE
CREDIT_SPREAD	29	48%	4565 bps	11511 bps	2d	WIDE
CSP_INCOME	18	28%	1731 bps	3426 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

144 closes · med 822.1bp · WIDE

stop hit

161 closes · med 675.7bp · WIDE

dte force

39 closes · med —bp · TIGHT

other

3 closes · med —bp · TIGHT

Signal performance · last 30d

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

Signal	Trades	Win rate	Avg P&L	Total P&L	Open
GEX_FLIP	89	60%	+$299	+$26.6K	4
UW_FLOW	8	63%	+$2.8K	+$22.6K	2
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	32	53%	-$18	-$577	5
CSP_INCOME	18	39%	-$111	-$2.0K	7
IV_RANK	11	18%	-$908	-$10.0K	0
CC_INCOME	38	45%	-$555	-$21.1K	2

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