← OverviewDaily journal

Sep 9, 2026

Session operations journal

Evaluation Funnel Summary

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

Evaluated260Candidates in basket
Signal Passed25Cleared streak rules
Model Approved25P(reversion) ≥ 50%
Orders Submitted5Paper queue
Filled Trades5Broker fills

Executed Trade Reports (7)

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

FIG25x Bullish Put Credit Spread · Exp: 2026-09-25
Closed · risk rules satisfiedFull Economics →
Setup & Conviction
Streak: 7d (negative)
Robust Z: -0.91
Model P(rev): 78.6%
Spread Architecture
Short Strike: $22.50
Long Wing: $21.50
Width: $1.00 (25 contracts)
Capital & P&L
Premium: +$1,050.00
Max Risk: $1,450.00
Realized: $-750.00
Exit Fill: $0.72 / sh ($1,800.00 total)Feasibility: 0.12x EM (Feasible)Downside Shielded: +$700.00 vs max risk
UPS25x Bullish Put Credit Spread · Exp: 2026-09-25
Closed · risk rules satisfiedFull Economics →
Setup & Conviction
Streak: 8d (negative)
Robust Z: -1.11
Model P(rev): 66.7%
Spread Architecture
Short Strike: $100.00
Long Wing: $98.00
Width: $2.00 (25 contracts)
Capital & P&L
Premium: +$1,775.00
Max Risk: $3,225.00
Realized: $-775.00
Exit Fill: $1.02 / sh ($2,550.00 total)Feasibility: 0.05x EM (Feasible)Downside Shielded: +$2,450.00 vs max risk
ADP17x Bullish Put Credit Spread · Exp: 2026-09-18
Closed · risk rules satisfiedFull Economics →
Setup & Conviction
Streak: 6d (negative)
Robust Z: -2.00
Model P(rev): 83.9%
Spread Architecture
Short Strike: $270.00
Long Wing: $257.50
Width: $12.50 (17 contracts)
Capital & P&L
Premium: +$8,075.00
Max Risk: $13,175.00
Realized: $-3,570.00
Exit Fill: $6.85 / sh ($11,645.00 total)Feasibility: 0.00x EM (Feasible)Downside Shielded: +$9,605.00 vs max risk
DASH6x Bullish Put Credit Spread · Exp: 2026-09-25
Closed · risk rules satisfiedFull Economics →
Setup & Conviction
Streak: 6d (negative)
Robust Z: -2.06
Model P(rev): 72.0%
Spread Architecture
Short Strike: $200.00
Long Wing: $190.00
Width: $10.00 (6 contracts)
Capital & P&L
Premium: +$2,700.00
Max Risk: $3,300.00
Realized: $-210.00
Exit Fill: $4.85 / sh ($2,910.00 total)Feasibility: 0.08x EM (Feasible)Downside Shielded: +$3,090.00 vs max risk
ABNB17x Bullish Put Credit Spread · Exp: 2026-09-18
Closed · risk rules satisfiedFull Economics →
Setup & Conviction
Streak: 4d (negative)
Robust Z: -1.61
Model P(rev): 69.4%
Spread Architecture
Short Strike: $172.50
Long Wing: $165.00
Width: $7.50 (17 contracts)
Capital & P&L
Premium: +$3,179.00
Max Risk: $9,571.00
Realized: $-3,077.00
Exit Fill: $3.68 / sh ($6,256.00 total)Feasibility: 0.61x EM (Feasible)Downside Shielded: +$6,494.00 vs max risk
DASH25x Bullish Put Credit Spread · Exp: 2026-09-18
Closed · risk rules satisfiedFull Economics →
Setup & Conviction
Streak: 6d (negative)
Robust Z: -2.06
Model P(rev): 72.0%
Spread Architecture
Short Strike: $195.00
Long Wing: $190.00
Width: $5.00 (25 contracts)
Capital & P&L
Premium: +$3,875.00
Max Risk: $8,625.00
Realized: $-3,000.00
Exit Fill: $2.75 / sh ($6,875.00 total)Feasibility: 0.00x EM (Feasible)Downside Shielded: +$5,625.00 vs max risk
FIG25x Bullish Put Credit Spread · Exp: 2026-09-18
Closed · risk rules satisfiedFull Economics →
Setup & Conviction
Streak: 7d (negative)
Robust Z: -0.91
Model P(rev): 78.6%
Spread Architecture
Short Strike: $22.50
Long Wing: $21.50
Width: $1.00 (25 contracts)
Capital & P&L
Premium: +$775.00
Max Risk: $1,725.00
Realized: $-650.00
Exit Fill: $0.57 / sh ($1,425.00 total)Feasibility: 0.25x EM (Feasible)Downside Shielded: +$1,075.00 vs max risk

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 & SectorStreak SetupModel P(rev)StageDecision & Rationale
ADPTechnology6d (negative) · Z: -2.0083.9%Filled17x Bullish Put Credit Spread @ $4.75 credit · Closed: risk rules satisfied
FIGTechnology7d (negative) · Z: -0.9178.6%Filled25x Bullish Put Credit Spread @ $0.42 credit · Closed: risk rules satisfied
DASHConsumer Cyclical6d (negative) · Z: -2.0672.0%Filled6x Bullish Put Credit Spread @ $4.50 credit · Closed: risk rules satisfied
ABNBConsumer Cyclical4d (negative) · Z: -1.6169.4%Filled17x Bullish Put Credit Spread @ $1.87 credit · Closed: risk rules satisfied
UPSIndustrials8d (negative) · Z: -1.1166.7%Filled25x Bullish Put Credit Spread @ $0.71 credit · Closed: risk rules satisfied
ZBHHealthcare4d (negative) · Z: -1.8386.2%Screen Clearedno_viable_vertical_spreads
BROFinancial Services4d (negative) · Z: -2.2383.3%Screen Clearedno_viable_vertical_spreads
BDXHealthcare4d (negative) · Z: -1.6581.5%Screen Clearedoption_quote_spread_too_wide
INTUTechnology5d (negative) · Z: -0.9178.6%Screen Clearedcore open-risk cap
PTCTechnology7d (negative) · Z: -1.9476.9%Screen Clearedcore open-risk cap
NWSACommunication Services4d (negative) · Z: -1.5976.0%Screen Clearedno_viable_vertical_spreads
PAYXTechnology5d (negative) · Z: -2.0275.9%Screen Clearedcore open-risk cap
HLNHealthcare4d (negative) · Z: -1.6375.4%Screen Clearedno_viable_vertical_spreads
JKHYTechnology4d (negative) · Z: -1.5575.0%Screen Clearedno_viable_vertical_spreads
MRSHFinancial Services6d (negative) · Z: -1.3674.2%Screen Clearedoption_quote_spread_too_wide
SYKHealthcare6d (negative) · Z: -3.7467.7%Screen Clearedoption_quote_spread_too_wide
STZConsumer Defensive4d (negative) · Z: -2.9665.1%Screen Clearedno_viable_vertical_spreads
DXCMHealthcare5d (negative) · Z: -1.7664.3%Screen Clearedno_viable_vertical_spreads
LINBasic Materials4d (negative) · Z: -1.1263.9%Screen Clearedno_viable_vertical_spreads
HLTConsumer Cyclical8d (negative) · Z: -0.8462.5%Screen Clearedno_viable_vertical_spreads
AIGFinancial Services4d (negative) · Z: -1.2561.4%Screen Clearedcore open-risk cap
HASConsumer Cyclical5d (negative) · Z: -1.5860.6%Screen Clearedno_viable_vertical_spreads
RTOIndustrials4d (negative) · Z: -1.4356.3%Screen Clearedno_viable_vertical_spreads
CDNSTechnology7d (negative) · Z: -1.0855.3%Screen Clearedno_viable_vertical_spreads
MNSTConsumer Defensive6d (negative) · Z: -0.5351.6%Screen Clearedno_viable_vertical_spreads