Aug 25, 2026

Session operations journal

Evaluation Funnel Summary

Mean-reversion candidates, signal filtering, model approvals, and broker execution

Evaluated341Candidates in basket

Signal Passed26Cleared streak rules

Model Approved25P(reversion) ≥ 50%

Orders Submitted1Paper queue

Filled Trades0Broker fills

Active Positions & Working Orders

Live overnight holdings and active paper queue state

Open Overnight Positions (5)

MT25 contracts · Exp: 2026-10-16 (DTE: 13)

Short $65 / Long $63

C25 contracts · Exp: 2026-10-09 (DTE: 6)

Short $128 / Long $126

MT2 contracts · Exp: 2026-10-16 (DTE: 13)

Short $65 / Long $64

CBRS3 contracts · Exp: 2026-10-09 (DTE: 6)

Short $170 / Long $162.5

TSLA2 contracts · Exp: 2026-10-16 (DTE: 13)

Short $360 / Long $345

Working Paper Orders (0)

0 working orders pending in paper queue.

Candidate Screening & Model Decisions

Actionable mean-reversion setups prioritized by execution status and model win-probability

Ticker & Sector	Streak Setup	Model P(rev)	Stage	Decision & Rationale
STXTechnology	2d (negative) · Z: -1.03	73.0%	Submitted	No rationale recorded.
ECEnergy	3d (negative) · Z: -0.54	80.3%	Screen Cleared	no bullish vertical spread meets expected value threshold of $0.00
BMRNHealthcare	3d (negative) · Z: -0.74	77.3%	Screen Cleared	no bullish vertical spread meets expected value threshold of $0.00
GMABHealthcare	3d (negative) · Z: -0.63	76.9%	Screen Cleared	no bullish vertical spread meets expected value threshold of $0.00
KEYSTechnology	5d (negative) · Z: -0.58	73.3%	Screen Cleared	no bullish vertical spread meets expected value threshold of $0.00
NTAPTechnology	4d (negative) · Z: -1.49	73.1%	Screen Cleared	no bullish vertical spread meets expected value threshold of $0.00
PTechnology	4d (negative) · Z: -2.20	73.1%	Screen Cleared	no bullish vertical spread meets expected value threshold of $0.00
LGNIndustrials	5d (negative) · Z: -0.86	70.0%	Screen Cleared	no bullish vertical spread meets expected value threshold of $0.00
CBRSTechnology	5d (negative) · Z: -0.60	69.7%	Screen Cleared	option_quote_spread_too_wide
MTSITechnology	5d (negative) · Z: -0.61	69.0%	Screen Cleared	no bullish vertical spread meets expected value threshold of $0.00
JBHTIndustrials	2d (negative) · Z: -2.53	68.9%	Screen Cleared	no bullish vertical spread meets expected value threshold of $0.00
CMIIndustrials	5d (negative) · Z: -0.80	68.6%	Screen Cleared	no bullish vertical spread meets expected value threshold of $0.00
NVDATechnology	2d (negative) · Z: -1.41	67.6%	Screen Cleared	option_quote_spread_too_wide
HWMIndustrials	4d (negative) · Z: -1.96	66.7%	Screen Cleared	option midpoint does not produce a positive spread price
PWRIndustrials	5d (negative) · Z: -0.75	65.6%	Screen Cleared	no bullish vertical spread meets expected value threshold of $0.00
RKLBIndustrials	5d (negative) · Z: -1.31	65.6%	Screen Cleared	option_quote_spread_too_wide
AMKRTechnology	2d (negative) · Z: -1.13	64.7%	Screen Cleared	option_quote_invalid
FLEXTechnology	5d (negative) · Z: -0.76	64.7%	Screen Cleared	no bullish vertical spread meets expected value threshold of $0.00
FSLRTechnology	3d (negative) · Z: -0.82	64.4%	Screen Cleared	option midpoint does not produce a positive spread price
JBLTechnology	5d (negative) · Z: -0.55	63.6%	Screen Cleared	option midpoint does not produce a positive spread price
BGConsumer Defensive	2d (negative) · Z: -1.17	63.5%	Screen Cleared	no bullish vertical spread meets expected value threshold of $0.00
LDOSTechnology	3d (negative) · Z: -1.40	63.5%	Screen Cleared	no bullish vertical spread meets expected value threshold of $0.00
MAIRIndustrials	3d (negative) · Z: -1.32	61.0%	Screen Cleared	no bullish vertical spread meets expected value threshold of $0.00
DRSIndustrials	6d (negative) · Z: -0.93	60.6%	Screen Cleared	no bullish vertical spread meets expected value threshold of $0.00
TSEMTechnology	6d (negative) · Z: -0.62	60.0%	Screen Cleared	option midpoint does not produce a positive spread price