← OverviewDaily journal

Sep 16, 2026

Session operations journal

Evaluation Funnel Summary

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

Evaluated359Candidates in basket
Signal Passed26Cleared streak rules
Model Approved24P(reversion) ≥ 50%
Orders Submitted4Paper queue
Filled Trades4Broker fills

Executed Trade Reports (4)

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

LVS24x Bullish Put Credit Spread · Exp: 2026-09-25
Closed · catastrophic debit capFull Economics →
Setup & Conviction
Streak: 6d (negative)
Robust Z: -1.34
Model P(rev): 68.8%
Spread Architecture
Short Strike: $41.50
Long Wing: $39.50
Width: $2.00 (24 contracts)
Capital & P&L
Premium: +$1,512.00
Max Risk: $3,288.00
Realized: Active
Status: Active Holding (Bull Put)Feasibility: 0.40x EM (Feasible)
DB25x Bullish Put Credit Spread · Exp: 2026-09-18
Closed · forced exit dte 2Full 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: $-625.00
Exit Fill: $0.35 / sh ($875.00 total)Feasibility: 0.00x EM (Feasible)Downside Shielded: +$1,625.00 vs max risk
CEG7x Bullish Put Credit Spread · Exp: 2026-10-02
Closed · catastrophic debit capFull 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: $-4,050.00
Exit Fill: $9.69 / sh ($6,780.00 total)Feasibility: 0.06x EM (Feasible)Downside Shielded: +$220.00 vs max risk
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: $-251.00
Exit Fill: $3.44 / sh ($344.00 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
BMYHealthcare1d (negative) · Z: -0.0472.0%Filled1x Bullish Put Credit Spread @ $0.93 credit · Closed: catastrophic debit cap
DBFinancial Services7d (negative) · Z: -1.3471.0%Filled25x Bullish Put Credit Spread @ $0.10 credit · Closed: forced exit dte 2
LVSConsumer Cyclical6d (negative) · Z: -1.3468.8%Filled24x Bullish Put Credit Spread @ $0.63 credit · Closed: catastrophic debit cap
CEGUtilities5d (negative) · Z: -0.6165.5%Filled7x Bullish Put Credit Spread @ $3.90 credit · Closed: catastrophic debit cap
GPCConsumer Cyclical4d (negative) · Z: -0.8684.0%Screen Clearedno_viable_vertical_spreads
EXCUtilities5d (negative) · Z: -1.1268.8%Screen Clearedno_viable_vertical_spreads
BNYFinancial Services3d (negative) · Z: -2.3367.8%Screen Clearedno_viable_vertical_spreads
ARWRHealthcare3d (negative) · Z: -7.6866.7%Screen Clearedno_viable_vertical_spreads
CCJEnergy5d (negative) · Z: -0.5064.5%Screen Clearedcore open-risk cap
CYTKHealthcare5d (negative) · Z: -2.0263.0%Screen Clearedno_viable_vertical_spreads
SFFinancial Services4d (negative) · Z: -0.5463.0%Screen Clearedno_viable_vertical_spreads
STXTechnology5d (negative) · Z: -0.7762.5%Screen Clearedno_viable_vertical_spreads
XELUtilities5d (negative) · Z: -0.7962.5%Screen Clearedno_viable_vertical_spreads
JEFFinancial Services5d (negative) · Z: -0.8561.3%Screen Clearedno_viable_vertical_spreads
USFDConsumer Defensive6d (negative) · Z: -1.6760.0%Screen Clearedno_viable_vertical_spreads
SNPSTechnology3d (negative) · Z: -1.9959.9%Screen Clearedno_viable_vertical_spreads
BAMFinancial Services6d (negative) · Z: -0.6759.3%Screen Clearedno_viable_vertical_spreads
AGNCReal Estate5d (negative) · Z: -0.5356.7%Screen Clearedno_viable_vertical_spreads
IRENFinancial Services5d (negative) · Z: -0.5555.6%Screen Clearedno_viable_vertical_spreads
CMSUtilities5d (negative) · Z: -1.6855.2%Screen Clearedno_viable_vertical_spreads
CXBasic Materials5d (negative) · Z: -1.3352.4%Screen Clearedno_viable_vertical_spreads
CNPUtilities5d (negative) · Z: -0.9252.2%Screen Clearedno_viable_vertical_spreads
QXOIndustrials7d (negative) · Z: -1.8951.2%Screen Clearedno_viable_vertical_spreads
LNTUtilities5d (negative) · Z: -1.0650.4%Screen Clearedno_viable_vertical_spreads