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Section III · Trade tracker
Refreshed 1h 37m 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
+$929
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)
+$929
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
12
MANUAL
+$1.1K
3
TRIPLE_CONFIRM_LONG
+$643
2
IV_RANK
+$469
4
UW_PUT_FLOW
-$121
12
CREDIT_SPREAD
-$577
32
CSP_INCOME
-$2.0K
18
CC_INCOME
-$21.1K
38
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
-$8.4K
27
Jun 15
-$14.9K
28
By conviction
net realized P&L per entry conviction
HIGH
+$3.2K
102
MED
+$33.5K
107
LOW
-$1.3K
8
—
-$1.5K
12
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 →
Open shadows · 12 of 21
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.
| Trade | Signal | Opened | DTE | Cap | Entry | Mark | P&L | % | Note |
|---|---|---|---|---|---|---|---|---|---|
PUT OKLO $51 exp Jul 10 | CSP_INCOME | Jun 12 5d held | 23d | +$310 | $3.10 | $2.08 | +$102 | +33% | running |
PUT NVTS $21 exp Jul 31 | CSP_INCOME | Jun 12 5d held | 44d | +$323 | $3.23 | $2.85 | +$38 | +12% | running |
PUT NVTS $20 exp Jul 31 | CSP_INCOME | Jun 11 6d held | 44d | +$317 | $3.17 | $2.25 | +$92 | +29% | running |
PUT NVTS $22 exp Jul 24 | CSP_INCOME | Jun 9 8d held | 37d | +$309 | $3.09 | $3.01 | +$8 | +3% | running |
PUT NVTS $23 exp Jul 24 | CSP_INCOME | Jun 8 9d held | 37d | +$338 | $3.38 | $3.62 | -$24 | -7% | running |
PUT FLNC $27 exp Jul 17 | CSP_INCOME | Jun 2 15d held | 30d | +$495 | $4.95 | $5.65 | -$70 | -14% | running |
PUT NVTS $23 exp Jul 17 | CSP_INCOME | Jun 1 16d held | 30d | +$333 | $3.33 | $3.28 | +$5 | +2% | running |
CALL SPY $764.5 exp Jul 17 | GEX_FLIP | Jun 1 16d held | 30d | +$1.3K | $12.72 | $12.72 | +$0 | 0% | running |
CALL SPY $763.5 exp Jul 17 | GEX_FLIP | Jun 1 16d held | 30d | +$1.4K | $13.93 | $13.93 | +$0 | 0% | running |
PUT AXTI $105 exp Jul 17 | UW_PUT_FLOW | May 29 19d held | 30d | +$2.3K | $22.85 | $22.30 | -$55 | -2% | running |
PUT SHOP $125 exp Jul 2 | GEX_FLIP | May 28 20d held | 15d | +$1.4K | $13.78 | $17.60 | +$382 | +28% | running |
PUT NDX $32660 exp Jun 18 | GEX_FLIP | May 28 20d held | 1d | +$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?
350 closes analysed
refreshed 3h 36m 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 | 32 | 44% | 4800 bps | 11155 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
164 closes · med 737.5bp · 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.