Aug 31, 2026
Session operations journalEvaluation Funnel Summary
Mean-reversion candidates, signal filtering, model approvals, and broker execution
Evaluated318Candidates in basket
Signal Passed27Cleared streak rules
Model Approved26P(reversion) ≥ 50%
Orders Submitted2Paper queue
Filled Trades2Broker fills
Executed Trade Reports (2)
Complete economic accounting, capital allocation, and realized outcome per position
ONTO1x Bullish Put Credit Spread · Exp: 2026-09-18
Closed · risk rules satisfiedFull Economics →
Setup & Conviction
Streak: 3d (negative)
Robust Z: -1.36
Model P(rev): 72.4%
Spread Architecture
Short Strike: $320.00
Long Wing: $310.00
Width: $10.00 (1 contracts)
Capital & P&L
Premium: +$440.00
Max Risk: $560.00
Realized: $-710.00
Exit Fill: $11.50 / sh ($1,150.00 total)Feasibility: 1.77x EM (Improbable)
FIVE1x Bullish Put Credit Spread · Exp: 2026-09-18
Closed · max holding sessions 3Full Economics →
Setup & Conviction
Streak: 3d (negative)
Robust Z: -1.59
Model P(rev): 83.3%
Spread Architecture
Short Strike: $300.00
Long Wing: $290.00
Width: $10.00 (1 contracts)
Capital & P&L
Premium: +$600.00
Max Risk: $400.00
Realized: $-640.00
Exit Fill: $12.40 / sh ($1,240.00 total)Feasibility: 1.88x EM (Improbable)
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 |
|---|---|---|---|---|
| FIVEConsumer Cyclical | 4d (negative) · Z: -0.75 | 79.2% | Filled | |
| ONTOTechnology | 3d (negative) · Z: -1.36 | 72.4% | Filled | |
| PYPLFinancial Services | 3d (negative) · Z: -8.44 | 85.2% | Screen Cleared | |
| PCGUtilities | 3d (negative) · Z: -3.37 | 81.3% | Screen Cleared | |
| GPNIndustrials | 4d (negative) · Z: -0.67 | 79.2% | Screen Cleared | |
| GILDHealthcare | 3d (negative) · Z: -2.08 | 77.8% | Screen Cleared | |
| SYFFinancial Services | 3d (negative) · Z: -1.90 | 77.3% | Screen Cleared | |
| EIXUtilities | 3d (negative) · Z: -1.49 | 73.1% | Screen Cleared | |
| ALLEIndustrials | 4d (negative) · Z: -0.75 | 72.7% | Screen Cleared | |
| SOUtilities | 4d (negative) · Z: -0.54 | 72.4% | Screen Cleared | |
| HSYConsumer Defensive | 4d (negative) · Z: -0.68 | 71.4% | Screen Cleared | |
| INCYHealthcare | 3d (negative) · Z: -1.79 | 70.5% | Screen Cleared | |
| KGCBasic Materials | 3d (negative) · Z: -1.66 | 70.2% | Screen Cleared | |
| PLDReal Estate | 4d (negative) · Z: -0.68 | 69.0% | Screen Cleared | |
| NEMBasic Materials | 3d (negative) · Z: -1.51 | 68.0% | Screen Cleared | |
| GEHCHealthcare | 5d (negative) · Z: -0.65 | 67.9% | Screen Cleared | |
| AUBasic Materials | 3d (negative) · Z: -1.45 | 66.7% | Screen Cleared | |
| AMATTechnology | 6d (negative) · Z: -1.02 | 64.5% | Screen Cleared | |
| MODConsumer Cyclical | 5d (negative) · Z: -1.07 | 64.5% | Screen Cleared | |
| PHYSN/A | 3d (negative) · Z: -2.56 | 64.3% | Screen Cleared | |
| NEEUtilities | 4d (negative) · Z: -0.65 | 63.3% | Screen Cleared | |
| QTechnology | 6d (negative) · Z: -1.07 | 61.8% | Screen Cleared | |
| TEVAHealthcare | 3d (negative) · Z: -2.16 | 58.6% | Screen Cleared | |
| AEMBasic Materials | 3d (negative) · Z: -2.70 | 57.7% | Screen Cleared | |
| BBIOHealthcare | 7d (negative) · Z: -1.26 | 53.8% | Screen Cleared | |
| RCLConsumer Cyclical | 4d (negative) · Z: -0.94 | 52.9% | Screen Cleared |