Section III · Trade tracker
Refreshed 9h 31m 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 9h 31m 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 →
Open shadows · 38 of 46
sorted closest-to-decision (largest |P&L%|)
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)
SPOT @ ENTRY → NOW — underlying stock price at open vs today. Tells you if the stock has actually moved in your direction.
PRE-RUN — how much the stock had already moved in the 30 days before we entered. Big positive number = we were chasing.
DAY — was the entry on a red day (pullback) or green day (chase)? Per playbook we want more red-day entries.
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 mix7 red-day pullback · 14 green-day chase · 4 already +15% in 30d pre-entryPlaybook prefers red-day pullbacks — you're 67% green-day chases.
| Trade | Signal | Opened | DTE | Spot @ entry → now | Pre-run | Day | Cap | Entry | Mark | P&L | % | Note |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CALL AVGO $430 exp Jul 1· OTM 2% | GEX_FLIP | May 25 4d held | 32d | $421.86 → $426.58(+1.1%) | +1% | ↓ pullback | +$2.7K | $27.13 | $40.35 | +$1.3K | +49% | near target |
CALL AMGN $350 exp Jun 25· OTM 3% | GEX_FLIP | May 21 8d held | 26d | $339.30 → $336.48(-0.8%) | -3% | ↑ chase | +$730 | $7.30 | $3.99 | -$331 | -45% | near stop |
CALL AVGO $435 exp Jul 1· OTM 2% | GEX_FLIP | May 26 3d held | 32d | $426.58 → $426.58(0.0%) | +7% | ↑ chase | +$2.6K | $26.18 | $37.67 | +$1.1K | +44% | near target |
CALL SPX $7410 exp Jun 17 | GEX_FLIP | May 10 19d held | 18d | — | — | — | +$1.5K sized as SPY | $150.00 | $215.25 | +$6.5K | +44% | near target |
CALL HIMS $24 exp Jun 25· OTM 1% | GEX_FLIP | May 21 8d held | 26d | $23.75 → $25.38(+6.9%) | -16% | ↑ chase | +$707 | $2.35 | $3.25 | +$269 | +38% | near target |
CALL SPX $7575 exp Jun 17 | GEX_FLIP | May 27 2d held | 18d | — | — | — | +$709 sized as SPY | $70.85 | $94.60 | +$2.4K | +34% | running |
CALL HIMS $25 exp Jul 1· ITM 2% | GEX_FLIP | May 26 3d held | 32d | $25.38 → $25.38(0.0%) | -9% | ↑ chase | +$1.0K | $2.54 | $3.36 | +$330 | +33% | running |
CALL HIMS $26 exp Jul 1· OTM 2% | GEX_FLIP | May 27 2d held | 32d | $25.38 → $25.38(0.0%) | -4% | ↑ chase | +$600 | $2.00 | $2.62 | +$186 | +31% | running |
CALL QQQ $750 exp Jul 1· OTM 2% | GEX_FLIP | May 27 2d held | 32d | $735.60 → $735.60(0.0%) | +11% | ↑ chase | +$1.0K | $10.21 | $13.36 | +$315 | +31% | running |
CALL SPX $7625 exp Jun 17 | GEX_FLIP | May 14 15d held | 18d | — | — | — | +$536 sized as SPY | $53.55 | $67.10 | +$1.4K | +25% | running |
CALL LMT $540 exp Jun 25· OTM 3% | GEX_FLIP | May 19 10d held | 26d | $522.79 → $537.21(+2.8%) | -9% | ↑ chase | +$1.3K | $12.75 | $9.85 | -$290 | -23% | running |
CALL SPX $7500 exp Jun 17 | GEX_FLIP | May 21 8d held | 18d | — | — | — | +$1.2K sized as SPY | $117.80 | $144.60 | +$2.7K | +23% | running |
CALL SPX $7525 exp Jun 17 | GEX_FLIP | May 25 4d held | 18d | — | — | — | +$1.1K sized as SPY | $105.50 | $126.90 | +$2.1K | +20% | running |
CALL SPY $750 exp Jun 25· OTM 1% | GEX_FLIP | May 21 8d held | 26d | $745.64 → $754.60(+1.2%) | +5% | ↑ chase | +$1.3K | $12.59 | $15.12 | +$254 | +20% | running |
CALL BE $300 exp Jun 25· ITM 1% | GEX_FLIP | May 20 9d held | 26d | $302.49 → $290.01(-4.1%) | +32% | ↓ pullback | +$4.0K | $39.58 | $31.73 | -$785 | -20% | running |
CALL TSM $440 exp Jul 1· OTM 4% | GEX_FLIP | May 26 3d held | 32d | $424.86 → $424.86(0.0%) | +8% | ↑ chase | +$1.8K | $17.60 | $14.28 | -$332 | -19% | running |
CALL AAOI $165 exp Jun 25 | CC_INCOME | May 28 1d held | 26d | — | — | — | +$4.7K | $23.60 | $19.70 | +$780 | +17% | running |
PUT SHOP $125 exp Jul 1 | GEX_FLIP | May 27 2d held | 32d | — | — | — | +$1.4K | $13.78 | $11.55 | -$223 | -16% | running |
CALL ASML $1655 exp Jul 1· OTM 4% | GEX_FLIP | May 25 4d held | 32d | $1597.87 → $1605.77(+0.5%) | +12% | ↓ pullback | +$9.4K | $93.90 | $79.20 | -$1.5K | -16% | running |
CALL SPY $760 exp Jun 29· OTM 1% | GEX_FLIP | May 25 4d held | 30d | $750.46 → $754.60(+0.6%) | +5% | ↓ pullback | +$841 | $8.40 | $9.68 | +$128 | +15% | running |
CALL ASML $1650 exp Jul 1 | GEX_FLIP | May 28 1d held | 32d | — | — | — | +$9.6K | $95.85 | $81.50 | -$1.4K | -15% | running |
CALL SPX $7555 exp Jun 17 | GEX_FLIP | May 26 3d held | 18d | — | — | — | +$941 sized as SPY | $94.10 | $106.95 | +$1.3K | +14% | running |
CALL LMT $540 exp Jul 1· OTM 2% | GEX_FLIP | May 25 4d held | 32d | $531.14 → $537.21(+1.1%) | +4% | ↓ pullback | +$1.7K | $16.70 | $14.55 | -$215 | -13% | running |
CALL SPY $758 exp Jul 16 | GEX_FLIP | May 28 1d held | 47d | — | — | — | +$1.7K | $17.09 | $15.13 | -$196 | -11% | running |
CALL ASML $1680 exp Jul 1· OTM 5% | GEX_FLIP | May 26 3d held | 32d | $1605.77 → $1605.77(0.0%) | +16% | ↑ chase | +$7.8K | $78.00 | $69.50 | -$850 | -11% | running |
CALL NBIS $230 exp Jul 1 | GEX_FLIP | May 28 1d held | 32d | — | — | — | +$2.8K | $28.05 | $30.48 | +$243 | +9% | running |
CALL LMT $530 exp Jun 25· OTM 1% | GEX_FLIP | May 18 11d held | 26d | $522.59 → $537.21(+2.8%) | -10% | ↓ pullback | +$1.7K | $17.20 | $15.80 | -$140 | -8% | running |
CALL SPY $765 exp Jun 29· OTM 1% | GEX_FLIP | May 26 3d held | 30d | $754.60 → $754.60(0.0%) | +6% | ↑ chase | +$670 | $6.70 | $7.24 | +$54 | +8% | running |
CALL SPY $765 exp Jul 1 | GEX_FLIP | May 28 1d held | 32d | — | — | — | +$868 | $8.68 | $8.04 | -$64 | -7% | running |
CALL SPX $7580 exp Jul 16 | GEX_FLIP | May 28 1d held | 47d | — | — | — | +$1.7K sized as SPY | $170.85 | $163.65 | -$720 | -4% | running |
CALL LMT $535 exp Jun 17· OTM 3% | GEX_FLIP | May 11 18d held | 18d | $519.94 → $537.21(+3.3%) | -16% | ↓ pullback | +$1.1K | $10.90 | $11.35 | +$45 | +4% | running |
CALL BE $165 exp Jun 11· ITM 37% | GEX_FLIP | May 6 23d held | 12d | $261.03 → $290.01(+11.1%) | +78% | ↑ chase | +$11.8K | $117.50 | $121.50 | +$400 | +3% | running |
PUT MRVL $220 exp Jul 1 | GEX_FLIP | May 27 2d held | 32d | — | — | — | +$2.8K | $28.18 | $28.70 | +$52 | +2% | running |
CALL NVDA $220 exp Jul 1· OTM 3% | GEX_FLIP | May 26 3d held | 32d | $214.25 → $214.25(0.0%) | +1% | ↑ chase | +$728 | $7.28 | $7.17 | -$11 | -1% | running |
CALL ASML $1665 exp Jul 1· OTM 4% | GEX_FLIP | May 27 2d held | 32d | $1605.77 → $1605.77(0.0%) | +15% | ↑ chase | +$7.4K | $74.15 | $75.05 | +$90 | +1% | running |
CALL INTC $ exp — | intraday_scan | May 5 24d held | — | — | — | — | +$0 | $— | $— | — | 0% | running |
CALL NVDA $ exp — | intraday_scan | May 5 24d held | — | — | — | — | +$0 | $198.00 | $— | — | 0% | running |
PUT NDX $32660 exp Jun 17 | GEX_FLIP | May 27 2d held | 18d | — | — | — | +$5.8K sized as QQQ | $2419.15 | $2419.15 | +$0 | 0% | running |
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.