Sep 8, 2026

Session operations journal

Evaluation Funnel Summary

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

Evaluated510Candidates in basket

Signal Passed56Cleared streak rules

Model Approved55P(reversion) ≥ 50%

Orders Submitted6Paper queue

Filled Trades4Broker fills

Executed Trade Reports (4)

Complete economic accounting, capital allocation, and realized outcome per position

PTC25x Bullish Put Credit Spread · Exp: 2026-09-18

Closed · stop lossFull Economics →

Setup & Conviction

Streak: 6d (negative)

Robust Z: -2.09

Model P(rev): 80.8%

Spread Architecture

Short Strike: $135.00

Long Wing: $130.00

Width: $5.00 (25 contracts)

Capital & P&L

Premium: +$1,000.00

Max Risk: $11,500.00

Realized: $-8,250.00

Exit Fill: $3.70 / sh ($9,250.00 total)Feasibility: 0.00x EM (Feasible)Downside Shielded: +$3,250.00 vs max risk

SNPS9x Bullish Put Credit Spread · Exp: 2026-09-18

Closed · stop lossFull Economics →

Setup & Conviction

Streak: 6d (negative)

Robust Z: -5.16

Model P(rev): 72.2%

Spread Architecture

Short Strike: $397.50

Long Wing: $380.00

Width: $17.50 (9 contracts)

Capital & P&L

Premium: +$4,410.00

Max Risk: $11,340.00

Realized: $-3,060.00

Exit Fill: $8.30 / sh ($7,470.00 total)Feasibility: 0.00x EM (Feasible)Downside Shielded: +$8,280.00 vs max risk

UPS25x Bullish Put Credit Spread · Exp: 2026-09-25

Closed · stop lossFull Economics →

Setup & Conviction

Streak: 7d (negative)

Robust Z: -0.72

Model P(rev): 70.0%

Spread Architecture

Short Strike: $102.00

Long Wing: $98.00

Width: $4.00 (25 contracts)

Capital & P&L

Premium: +$3,700.00

Max Risk: $6,300.00

Realized: $-1,100.00

Exit Fill: $1.92 / sh ($4,800.00 total)Feasibility: 0.00x EM (Feasible)Downside Shielded: +$5,200.00 vs max risk

ONTO1x Bullish Put Credit Spread · Exp: 2026-09-18

Closed · max holding sessions 3Full 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: $-1,000.00

Exit Fill: $14.40 / sh ($1,440.00 total)Feasibility: 1.77x 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
PTCTechnology	6d (negative) · Z: -2.09	80.8%	Filled	25x Bullish Put Credit Spread @ $0.40 credit · Closed: stop loss
SNPSTechnology	6d (negative) · Z: -5.16	72.2%	Filled	9x Bullish Put Credit Spread @ $4.90 credit · Closed: stop loss
UPSIndustrials	7d (negative) · Z: -0.72	70.0%	Filled	25x Bullish Put Credit Spread @ $1.48 credit · Closed: stop loss
ONTOTechnology	7d (negative) · Z: -0.29	61.3%	Filled	1x Bullish Put Credit Spread @ $4.40 credit · Closed: max holding sessions 3
FIGTechnology	6d (negative) · Z: -0.63	82.1%	Submitted	daily loss cap
LITETechnology	3d (negative) · Z: -0.53	74.8%	Submitted	No rationale recorded.
ADPTechnology	5d (negative) · Z: -1.17	86.7%	Screen Cleared	option_quote_spread_too_wide
VTRReal Estate	3d (negative) · Z: -1.32	83.2%	Screen Cleared	no_viable_vertical_spreads
INTUTechnology	4d (negative) · Z: -0.83	82.1%	Screen Cleared	daily loss cap
NSCIndustrials	4d (negative) · Z: -1.31	80.8%	Screen Cleared	option midpoint does not produce a positive spread price
FROGTechnology	4d (negative) · Z: -0.85	80.6%	Screen Cleared	daily loss cap
NWSACommunication Services	3d (negative) · Z: -2.07	80.0%	Screen Cleared	no_viable_vertical_spreads
PAYXTechnology	4d (negative) · Z: -1.76	78.6%	Screen Cleared	option_quote_spread_too_wide
SNConsumer Cyclical	4d (negative) · Z: -0.58	77.8%	Screen Cleared	daily loss cap
EXPDIndustrials	4d (negative) · Z: -0.87	77.4%	Screen Cleared	option midpoint does not produce a positive spread price
FIVEConsumer Cyclical	3d (negative) · Z: -0.96	77.1%	Screen Cleared	option_quote_invalid
DASHConsumer Cyclical	5d (negative) · Z: -1.86	76.0%	Screen Cleared	daily loss cap
TXRHConsumer Cyclical	6d (negative) · Z: -1.75	75.0%	Screen Cleared	option midpoint does not produce a positive spread price
VLTOIndustrials	4d (negative) · Z: -1.03	75.0%	Screen Cleared	no_viable_vertical_spreads
MRSHFinancial Services	5d (negative) · Z: -0.55	74.2%	Screen Cleared	daily loss cap
WELLReal Estate	3d (negative) · Z: -2.05	72.8%	Screen Cleared	no_viable_vertical_spreads
ADSKTechnology	6d (negative) · Z: -2.24	72.4%	Screen Cleared	daily loss cap
ECLBasic Materials	4d (negative) · Z: -1.38	71.0%	Screen Cleared	option midpoint does not produce a positive spread price
SJMConsumer Defensive	3d (negative) · Z: -1.41	70.4%	Screen Cleared	option_quote_spread_too_wide
GISConsumer Defensive	3d (negative) · Z: -1.98	69.2%	Screen Cleared	no_viable_vertical_spreads
AGNCReal Estate	5d (negative) · Z: -0.92	68.3%	Screen Cleared	option_quote_invalid
WITTechnology	3d (negative) · Z: -0.57	66.9%	Screen Cleared	no bullish vertical spread meets expected value threshold of $0.00
AAPLTechnology	3d (negative) · Z: -1.67	66.7%	Screen Cleared	daily loss cap
NTESCommunication Services	4d (negative) · Z: -0.77	66.7%	Screen Cleared	option midpoint does not produce a positive spread price
MMMIndustrials	6d (negative) · Z: -1.06	65.6%	Screen Cleared	option midpoint does not produce a positive spread price
PDDConsumer Cyclical	4d (negative) · Z: -0.55	65.6%	Screen Cleared	option midpoint does not produce a positive spread price
PINSCommunication Services	5d (negative) · Z: -0.71	65.5%	Screen Cleared	daily loss cap
CIENTechnology	3d (negative) · Z: -2.02	64.3%	Screen Cleared	option midpoint does not produce a positive spread price
DXCMHealthcare	4d (negative) · Z: -0.94	64.3%	Screen Cleared	no_viable_vertical_spreads
TTWOCommunication Services	4d (negative) · Z: -0.63	63.3%	Screen Cleared	option midpoint does not produce a positive spread price
GMEDHealthcare	4d (negative) · Z: -2.37	63.1%	Screen Cleared	option midpoint does not produce a positive spread price
XPOIndustrials	3d (negative) · Z: -0.81	62.9%	Screen Cleared	option midpoint does not produce a positive spread price
NOKTechnology	5d (negative) · Z: -0.64	61.9%	Screen Cleared	option_quote_spread_too_wide
TCommunication Services	3d (negative) · Z: -1.89	61.0%	Screen Cleared	no_viable_vertical_spreads
MTZIndustrials	5d (negative) · Z: -0.66	60.6%	Screen Cleared	option_quote_spread_too_wide
CDNSTechnology	6d (negative) · Z: -1.86	59.9%	Screen Cleared	no_viable_vertical_spreads
CMIIndustrials	3d (negative) · Z: -0.63	59.2%	Screen Cleared	option_quote_invalid
YUMConsumer Cyclical	5d (negative) · Z: -0.59	57.6%	Screen Cleared	no_viable_vertical_spreads
EXRReal Estate	5d (negative) · Z: -0.82	57.1%	Screen Cleared	no_viable_vertical_spreads
LINEReal Estate	3d (negative) · Z: -1.01	55.9%	Screen Cleared	option midpoint does not produce a positive spread price
JDConsumer Cyclical	4d (negative) · Z: -0.66	51.9%	Screen Cleared	option midpoint does not produce a positive spread price