← OverviewDaily journal

Sep 15, 2026

Session operations journal

Evaluation Funnel Summary

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

Evaluated214Candidates in basket
Signal Passed29Cleared streak rules
Model Approved29P(reversion) ≥ 50%
Orders Submitted8Paper queue
Filled Trades8Broker fills

Executed Trade Reports (9)

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

ASML1x Bullish Put Credit Spread · Exp: 2026-10-02
Closed · risk rules satisfiedFull Economics →
Setup & Conviction
Streak: 4d (negative)
Robust Z: -3.49
Model P(rev): 74.2%
Spread Architecture
Short Strike: $1590.00
Long Wing: $1515.00
Width: $75.00 (1 contracts)
Capital & P&L
Premium: +$2,510.00
Max Risk: $4,990.00
Realized: $-720.00
Exit Fill: $32.30 / sh ($3,230.00 total)Feasibility: 0.00x EM (Feasible)Downside Shielded: +$4,270.00 vs max risk
NVDA25x Bullish Put Credit Spread · Exp: 2026-09-25
Closed · risk rules satisfiedFull Economics →
Setup & Conviction
Streak: 5d (negative)
Robust Z: -0.97
Model P(rev): 62.5%
Spread Architecture
Short Strike: $212.50
Long Wing: $210.00
Width: $2.50 (25 contracts)
Capital & P&L
Premium: +$2,500.00
Max Risk: $3,750.00
Realized: $-500.00
Exit Fill: $1.20 / sh ($3,000.00 total)Feasibility: 0.00x EM (Feasible)Downside Shielded: +$3,250.00 vs max risk
DB25x Bullish Put Credit Spread · Exp: 2026-09-18
Closed · Exit triggered (forced exit dte 3) but broker submission failed: HTTP Error 422: Unprocessable EntityFull Economics →
Setup & Conviction
Streak: 6d (negative)
Robust Z: -2.99
Model P(rev): 73.3%
Spread Architecture
Short Strike: $38.00
Long Wing: $37.00
Width: $1.00 (25 contracts)
Capital & P&L
Premium: +$250.00
Max Risk: $2,250.00
Realized: $-500.00
Exit Fill: $0.30 / sh ($750.00 total)Feasibility: 0.00x EM (Feasible)Downside Shielded: +$1,750.00 vs max risk
CEG7x Bullish Put Credit Spread · Exp: 2026-10-02
Closed · risk rules satisfiedFull Economics →
Setup & Conviction
Streak: 4d (negative)
Robust Z: -3.15
Model P(rev): 67.9%
Spread Architecture
Short Strike: $265.00
Long Wing: $255.00
Width: $10.00 (7 contracts)
Capital & P&L
Premium: +$2,730.00
Max Risk: $4,270.00
Realized: $-1,120.00
Exit Fill: $5.50 / sh ($3,850.00 total)Feasibility: 0.06x EM (Feasible)Downside Shielded: +$3,150.00 vs max risk
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: $-76.00
Exit Fill: $2.00 / sh ($200.00 total)Feasibility: 0.08x EM (Feasible)Downside Shielded: +$100.00 vs max risk
MRK25x Bullish Put Credit Spread · Exp: 2026-09-18
Closed · forced exit dte 3Full 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: $-2,350.00
Exit Fill: $1.69 / sh ($4,225.00 total)Feasibility: 0.19x EM (Feasible)Downside Shielded: +$775.00 vs max risk
BAX1x Bullish Put Credit Spread · Exp: 2026-09-18
Closed · forced exit dte 3Full 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: $-30.00
Exit Fill: $0.45 / sh ($45.00 total)Feasibility: 0.28x EM (Feasible)Downside Shielded: +$5.00 vs max risk
BMY25x Bullish Put Credit Spread · Exp: 2026-09-18
Closed · forced exit dte 3Full 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: Active
Status: Active Holding (Bull Put)Feasibility: 0.00x EM (Feasible)
ABNB17x Bullish Put Credit Spread · Exp: 2026-09-18
Closed · forced exit dte 3Full 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: $-6,579.00
Exit Fill: $5.74 / sh ($9,758.00 total)Feasibility: 0.61x EM (Feasible)Downside Shielded: +$2,992.00 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
ASMLTechnology4d (negative) · Z: -3.4974.2%Filled1x Bullish Put Credit Spread @ $25.10 credit · Closed: risk rules satisfied
DBFinancial Services6d (negative) · Z: -2.9973.3%Filled25x Bullish Put Credit Spread @ $0.10 credit · Closed: Exit triggered (forced exit dte 3) but broker submission failed: HTTP Error 422: Unprocessable Entity
CEGUtilities4d (negative) · Z: -3.1567.9%Filled7x Bullish Put Credit Spread @ $3.90 credit · Closed: risk rules satisfied
ABNBConsumer Cyclical2d (positive) · Z: 0.3666.2%Filled17x Bullish Put Credit Spread @ $1.87 credit · Closed: forced exit dte 3
NVDATechnology5d (negative) · Z: -0.9762.5%Filled25x Bullish Put Credit Spread @ $1.00 credit · Closed: risk rules satisfied
BAXGeneral——Filled1x Bullish Put Credit Spread @ $0.15 credit · Closed: forced exit dte 3
BMYGeneral——Filled25x Bullish Put Credit Spread @ $0.41 credit · Closed: forced exit dte 3
MRKGeneral——Filled1x Bullish Put Credit Spread @ $1.24 credit · Closed: forced exit dte 3
MKCConsumer Defensive4d (negative) · Z: -0.6777.4%Screen Clearedno_viable_vertical_spreads
LRCXTechnology4d (negative) · Z: -2.3576.9%Screen Cleareddaily loss cap
VALEBasic Materials4d (negative) · Z: -2.0672.4%Screen Cleareddaily loss cap
EXCUtilities4d (negative) · Z: -0.7071.0%Screen Clearedno_viable_vertical_spreads
NBISCommunication Services4d (negative) · Z: -0.9169.2%Screen Cleareddaily loss cap
AVGOTechnology4d (negative) · Z: -2.5868.8%Screen Cleareddaily loss cap
CCJEnergy4d (negative) · Z: -1.2168.3%Screen Cleareddaily loss cap
RJFFinancial Services6d (negative) · Z: -0.6067.9%Screen Clearedoption_quote_spread_too_wide
CYTKHealthcare4d (negative) · Z: -0.7065.4%Screen Clearedno_viable_vertical_spreads
AMRZBasic Materials6d (negative) · Z: -0.9664.7%Screen Clearedno_viable_vertical_spreads
SOLSBasic Materials4d (negative) · Z: -3.4264.3%Screen Clearedno_viable_vertical_spreads
JEFFinancial Services4d (negative) · Z: -1.5563.3%Screen Clearedno_viable_vertical_spreads
XELUtilities4d (negative) · Z: -1.1462.5%Screen Clearedno_viable_vertical_spreads
DTEUtilities4d (negative) · Z: -0.7461.3%Screen Clearedno_viable_vertical_spreads
ETRUtilities4d (negative) · Z: -0.9161.3%Screen Clearedno_viable_vertical_spreads
AMATTechnology4d (negative) · Z: -2.8957.7%Screen Cleareddaily loss cap
CRWVTechnology4d (negative) · Z: -1.5855.0%Screen Cleareddaily loss cap
CBRSTechnology5d (negative) · Z: -0.7054.8%Screen Clearedno_viable_vertical_spreads
CXBasic Materials4d (negative) · Z: -1.3953.1%Screen Clearedno_viable_vertical_spreads
AEPUtilities4d (negative) · Z: -0.9351.6%Screen Clearedno_viable_vertical_spreads
ORCLTechnology4d (negative) · Z: -0.8951.4%Screen Cleareddaily loss cap