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Sep 11, 2026

Session operations journal

Evaluation Funnel Summary

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

Evaluated340Candidates in basket
Signal Passed25Cleared streak rules
Model Approved25P(reversion) ≥ 50%
Orders Submitted1Paper queue
Filled Trades1Broker fills

Executed Trade Reports (1)

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

ADBE15x Bullish Put Credit Spread · Exp: 2026-09-18
Closed · risk rules satisfiedFull Economics →
Setup & Conviction
Streak: 4d (negative)
Robust Z: -0.71
Model P(rev): 84.8%
Spread Architecture
Short Strike: $247.50
Long Wing: $237.50
Width: $10.00 (15 contracts)
Capital & P&L
Premium: +$5,325.00
Max Risk: $9,675.00
Realized: +$930.00
Exit Fill: $2.93 / sh ($4,395.00 total)Feasibility: 0.00x EM (Feasible)

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
ADBETechnology4d (negative) · Z: -0.7184.8%Filled15x Bullish Put Credit Spread @ $3.55 credit · Closed: risk rules satisfied
BBVAFinancial Services4d (negative) · Z: -0.6688.0%Screen Clearedno_viable_vertical_spreads
WSETechnology4d (negative) · Z: -1.4578.1%Screen Clearedno_viable_vertical_spreads
TPGFinancial Services4d (negative) · Z: -1.4077.8%Screen Clearedno_viable_vertical_spreads
BMYHealthcare5d (negative) · Z: -0.5874.1%Screen Clearedcore open-risk cap
KKRFinancial Services4d (negative) · Z: -1.2071.9%Screen Clearedcore open-risk cap
ARESFinancial Services4d (negative) · Z: -1.4670.6%Screen Clearedoption_quote_spread_too_wide
ALCHealthcare5d (negative) · Z: -1.1570.0%Screen Clearedoption_quote_stale
RYANFinancial Services6d (negative) · Z: -0.6170.0%Screen Clearedno_viable_vertical_spreads
RCICommunication Services4d (negative) · Z: -0.6768.3%Screen Clearedno_viable_vertical_spreads
AMGNHealthcare5d (negative) · Z: -0.9367.7%Screen Clearedoption_quote_spread_too_wide
VLTOIndustrials7d (negative) · Z: -0.5866.7%Screen Clearedno_viable_vertical_spreads
NKEConsumer Cyclical4d (negative) · Z: -0.6965.6%Screen Clearedno_viable_vertical_spreads
COFFinancial Services4d (negative) · Z: -0.9164.5%Screen Clearedno_viable_vertical_spreads
SJMConsumer Defensive6d (negative) · Z: -1.0564.3%Screen Clearedno_viable_vertical_spreads
MRKHealthcare5d (negative) · Z: -1.0063.0%Screen Clearedcore open-risk cap
NDAQFinancial Services4d (negative) · Z: -1.2063.0%Screen Clearedno_viable_vertical_spreads
GISConsumer Defensive6d (negative) · Z: -1.4262.6%Screen Clearedno_viable_vertical_spreads
APOFinancial Services4d (negative) · Z: -1.4560.7%Screen Clearedno_viable_vertical_spreads
BXFinancial Services7d (negative) · Z: -0.9860.6%Screen Clearedno_viable_vertical_spreads
COOHealthcare4d (negative) · Z: -12.9560.6%Screen Clearedno_viable_vertical_spreads
OWLFinancial Services4d (negative) · Z: -1.3160.0%Screen Clearedno_viable_vertical_spreads
BSYTechnology4d (negative) · Z: -0.7459.4%Screen Clearedno_viable_vertical_spreads
FTVTechnology4d (negative) · Z: -1.3556.3%Screen Clearedno_viable_vertical_spreads
CGFinancial Services4d (negative) · Z: -1.0254.8%Screen Clearedno_viable_vertical_spreads