← OverviewDaily journal

Sep 14, 2026

Session operations journal

Evaluation Funnel Summary

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

Evaluated366Candidates in basket
Signal Passed26Cleared streak rules
Model Approved26P(reversion) ≥ 50%
Orders Submitted5Paper queue
Filled Trades5Broker fills

Executed Trade Reports (8)

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

MRK1x Bullish Put Credit Spread · Exp: 2026-09-18
Closed · forced exit dte 3Full Economics →
Setup & Conviction
Streak: —
Robust Z: —
Model P(rev): —
Spread Architecture
Short Strike: $145.00
Long Wing: $142.00
Width: $3.00 (1 contracts)
Capital & P&L
Premium: +$124.00
Max Risk: $176.00
Realized: Active
Status: Active Holding (Bull Put)Feasibility: 0.08x EM (Feasible)
BMY1x Bullish Put Credit Spread · Exp: 2026-10-02
Closed · catastrophic debit capFull Economics →
Setup & Conviction
Streak: —
Robust Z: —
Model P(rev): —
Spread Architecture
Short Strike: $64.00
Long Wing: $61.00
Width: $3.00 (1 contracts)
Capital & P&L
Premium: +$93.00
Max Risk: $207.00
Realized: Active
Status: Active Holding (Bull Put)Feasibility: 0.00x EM (Feasible)
BMY2x Bullish Put Credit Spread · Exp: 2026-09-25
Closed · risk rules satisfiedFull Economics →
Setup & Conviction
Streak: 6d (negative)
Robust Z: -0.67
Model P(rev): 70.4%
Spread Architecture
Short Strike: $64.00
Long Wing: $61.00
Width: $3.00 (2 contracts)
Capital & P&L
Premium: +$118.00
Max Risk: $482.00
Realized: $-62.00
Exit Fill: $0.90 / sh ($180.00 total)Feasibility: 0.46x EM (Feasible)Downside Shielded: +$420.00 vs max risk
MRK25x Bullish Put Credit Spread · Exp: 2026-09-18
Closed · risk rules satisfiedFull Economics →
Setup & Conviction
Streak: 6d (negative)
Robust Z: -0.79
Model P(rev): 60.7%
Spread Architecture
Short Strike: $145.00
Long Wing: $143.00
Width: $2.00 (25 contracts)
Capital & P&L
Premium: +$1,875.00
Max Risk: $3,125.00
Realized: $-875.00
Exit Fill: $1.10 / sh ($2,750.00 total)Feasibility: 0.19x EM (Feasible)Downside Shielded: +$2,250.00 vs max risk
BAX1x Bullish Put Credit Spread · Exp: 2026-09-18
Closed · risk rules satisfiedFull Economics →
Setup & Conviction
Streak: 4d (negative)
Robust Z: -1.12
Model P(rev): 70.4%
Spread Architecture
Short Strike: $24.00
Long Wing: $23.50
Width: $0.50 (1 contracts)
Capital & P&L
Premium: +$15.00
Max Risk: $35.00
Realized: $-15.00
Exit Fill: $0.30 / sh ($30.00 total)Feasibility: 0.28x EM (Feasible)Downside Shielded: +$20.00 vs max risk
DB25x Bullish Put Credit Spread · Exp: 2026-09-18
Closed · catastrophic debit capFull Economics →
Setup & Conviction
Streak: 5d (negative)
Robust Z: -0.56
Model P(rev): 76.7%
Spread Architecture
Short Strike: $39.00
Long Wing: $38.00
Width: $1.00 (25 contracts)
Capital & P&L
Premium: +$375.00
Max Risk: $2,125.00
Realized: $-5,875.00
Exit Fill: $2.50 / sh ($6,250.00 total)Feasibility: 0.00x EM (Feasible)
BMY25x Bullish Put Credit Spread · Exp: 2026-09-18
Closed · risk rules satisfiedFull Economics →
Setup & Conviction
Streak: 6d (negative)
Robust Z: -0.67
Model P(rev): 70.4%
Spread Architecture
Short Strike: $64.00
Long Wing: $61.00
Width: $3.00 (25 contracts)
Capital & P&L
Premium: +$1,025.00
Max Risk: $6,475.00
Realized: $-775.00
Exit Fill: $0.72 / sh ($1,800.00 total)Feasibility: 0.00x EM (Feasible)Downside Shielded: +$5,700.00 vs max risk
ADBE15x Bullish Put Credit Spread · Exp: 2026-09-18
Closed · early profit targetFull 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: +$2,775.00
Exit Fill: $1.70 / sh ($2,550.00 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
DBFinancial Services5d (negative) · Z: -0.5676.7%Filled25x Bullish Put Credit Spread @ $0.15 credit · Closed: catastrophic debit cap
BAXHealthcare4d (negative) · Z: -1.1270.4%Filled1x Bullish Put Credit Spread @ $0.15 credit · Closed: risk rules satisfied
BMYHealthcare6d (negative) · Z: -0.6770.4%Filled1x Bullish Put Credit Spread @ $0.93 credit · Closed: catastrophic debit cap
ADBETechnology1d (positive) · Z: 0.1764.9%Filled15x Bullish Put Credit Spread @ $3.55 credit · Closed: early profit target
MRKHealthcare6d (negative) · Z: -0.7960.7%Filled1x Bullish Put Credit Spread @ $1.24 credit · Closed: forced exit dte 3
PODDHealthcare5d (negative) · Z: -0.8680.0%Screen Clearedno_viable_vertical_spreads
ELSReal Estate4d (negative) · Z: -1.0478.2%Screen Clearedno_viable_vertical_spreads
UDRReal Estate4d (negative) · Z: -0.6975.0%Screen Clearedno_viable_vertical_spreads
SBUXConsumer Cyclical6d (negative) · Z: -0.5174.3%Screen Clearedcore open-risk cap
EXCUtilities3d (negative) · Z: -2.5974.2%Screen Clearedno_viable_vertical_spreads
WCNIndustrials5d (negative) · Z: -0.6673.0%Screen Clearedoption_quote_spread_too_wide
RJFFinancial Services5d (negative) · Z: -0.5371.4%Screen Clearedoption_quote_spread_too_wide
ALCHealthcare6d (negative) · Z: -0.6869.0%Screen Clearedno_viable_vertical_spreads
RYANFinancial Services7d (negative) · Z: -0.9667.7%Screen Clearedno_viable_vertical_spreads
USFDConsumer Defensive4d (negative) · Z: -0.8867.2%Screen Clearedno_viable_vertical_spreads
AMGNHealthcare6d (negative) · Z: -1.1166.7%Screen Clearedoption_quote_spread_too_wide
SUIReal Estate4d (negative) · Z: -0.7466.7%Screen Clearedno_viable_vertical_spreads
NDAQFinancial Services5d (negative) · Z: -0.8365.4%Screen Clearedno_viable_vertical_spreads
RCICommunication Services5d (negative) · Z: -0.6865.4%Screen Clearedno_viable_vertical_spreads
CMSUtilities3d (negative) · Z: -2.7362.6%Screen Clearedno_viable_vertical_spreads
COOHealthcare5d (negative) · Z: -0.8059.4%Screen Clearedno_viable_vertical_spreads
NVOHealthcare5d (negative) · Z: -1.4859.3%Screen Clearedno_viable_vertical_spreads
CPRTIndustrials4d (negative) · Z: -1.8858.1%Screen Clearedno_viable_vertical_spreads
CGFinancial Services5d (negative) · Z: -1.2954.8%Screen Clearedno_viable_vertical_spreads
PFGCConsumer Defensive7d (negative) · Z: -0.5254.5%Screen Clearedno_viable_vertical_spreads
RTOIndustrials7d (negative) · Z: -0.5953.8%Screen Clearedno_viable_vertical_spreads