Section III · Trade tracker
Refreshed 7h 19m 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 7h 19m 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
65
UW_FLOW
+$4.4K
7
MANUAL
+$1.1K
3
IV_RANK
+$469
4
CC_INCOME
+$165
3
CSP_INCOME
+$65
1
INTRADAY_SCAN
-$3
3
By week
net realized P&L per Monday-anchored week
May 4
+$9.1K
18
May 11
+$2.7K
6
May 18
+$7.6K
30
May 25
+$21.7K
32
By conviction
net realized P&L per entry conviction
HIGH
+$33.1K
27
MED
+$2.8K
42
LOW
+$3.3K
3
—
+$1.8K
14
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 →
Closed · last 30d · 65 of 86
last 30d P&L +$34.8K · 68% 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 |
✓CALL QQQ $740 exp Jun 29 | GEX_FLIP | May 25 | May 28 | 3d | +$639 | +53% | target +50% hit |
✗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 |
✓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 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.