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Sep 17, 2026

Session operations journal

Evaluation Funnel Summary

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

Evaluated329Candidates in basket
Signal Passed26Cleared streak rules
Model Approved25P(reversion) ≥ 50%
Orders Submitted4Paper queue
Filled Trades4Broker fills

Executed Trade Reports (4)

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

CMCSA23x Bullish Put Credit Spread · Exp: 2026-09-25
Closed · risk rules satisfiedFull Economics →
Setup & Conviction
Streak: 4d (negative)
Robust Z: -1.14
Model P(rev): 80.8%
Spread Architecture
Short Strike: $23.50
Long Wing: $22.50
Width: $1.00 (23 contracts)
Capital & P&L
Premium: +$759.00
Max Risk: $1,541.00
Realized: $-805.00
Exit Fill: $0.68 / sh ($1,564.00 total)Feasibility: 0.36x EM (Feasible)Downside Shielded: +$736.00 vs max risk
HL25x Bullish Put Credit Spread · Exp: 2026-10-02
Closed · risk rules satisfiedFull Economics →
Setup & Conviction
Streak: 5d (negative)
Robust Z: -0.69
Model P(rev): 78.8%
Spread Architecture
Short Strike: $18.00
Long Wing: $17.00
Width: $1.00 (25 contracts)
Capital & P&L
Premium: +$475.00
Max Risk: $2,025.00
Realized: $-325.00
Exit Fill: $0.32 / sh ($800.00 total)Feasibility: 0.00x EM (Feasible)Downside Shielded: +$1,700.00 vs max risk
VALE25x Bullish Put Credit Spread · Exp: 2026-10-02
Closed · risk rules satisfiedFull Economics →
Setup & Conviction
Streak: 6d (negative)
Robust Z: -0.81
Model P(rev): 67.7%
Spread Architecture
Short Strike: $14.00
Long Wing: $13.00
Width: $1.00 (25 contracts)
Capital & P&L
Premium: +$325.00
Max Risk: $2,175.00
Realized: $-75.00
Exit Fill: $0.16 / sh ($400.00 total)Feasibility: 0.00x EM (Feasible)Downside Shielded: +$2,100.00 vs max risk
NVDA25x Bullish Put Credit Spread · Exp: 2026-09-25
Closed · early profit targetFull 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: +$1,175.00
Exit Fill: $0.53 / sh ($1,325.00 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
CMCSACommunication Services4d (negative) · Z: -1.1480.8%Filled23x Bullish Put Credit Spread @ $0.33 credit · Closed: risk rules satisfied
HLBasic Materials5d (negative) · Z: -0.6978.8%Filled25x Bullish Put Credit Spread @ $0.19 credit · Closed: risk rules satisfied
VALEBasic Materials6d (negative) · Z: -0.8167.7%Filled25x Bullish Put Credit Spread @ $0.13 credit · Closed: risk rules satisfied
NVDAGeneral——Filled25x Bullish Put Credit Spread @ $1.00 credit · Closed: early profit target
BBVAFinancial Services3d (negative) · Z: -1.4289.9%Screen Clearedno_viable_vertical_spreads
RIVNConsumer Cyclical4d (negative) · Z: -0.6182.1%Screen Clearedcore open-risk cap
PNCFinancial Services4d (negative) · Z: -4.4577.4%Screen Clearedoption_quote_spread_too_wide
IBKRFinancial Services3d (negative) · Z: -1.1476.8%Screen Clearedcore open-risk cap
NUFinancial Services4d (negative) · Z: -0.8875.0%Screen Clearedcore open-risk cap
UBSFinancial Services3d (negative) · Z: -1.3375.0%Screen Clearedno_viable_vertical_spreads
AGIBasic Materials5d (negative) · Z: -0.6074.2%Screen Clearedno_viable_vertical_spreads
HUMHealthcare3d (negative) · Z: -1.8374.1%Screen Clearedcore open-risk cap
INGFinancial Services3d (negative) · Z: -2.7974.1%Screen Clearedno_viable_vertical_spreads
FSLRTechnology3d (negative) · Z: -2.0565.7%Screen Clearedno_viable_vertical_spreads
MTBFinancial Services4d (negative) · Z: -3.3265.5%Screen Clearedno_viable_vertical_spreads
ARWRHealthcare4d (negative) · Z: -2.5664.7%Screen Clearedno_viable_vertical_spreads
XPOIndustrials7d (negative) · Z: -0.6663.9%Screen Clearedno_viable_vertical_spreads
RJFFinancial Services8d (negative) · Z: -1.4463.3%Screen Clearedno_viable_vertical_spreads
GSFinancial Services3d (negative) · Z: -2.8963.2%Screen Clearedno_viable_vertical_spreads
ALSNConsumer Cyclical4d (negative) · Z: -1.6361.9%Screen Clearedno_viable_vertical_spreads
JEFFinancial Services6d (negative) · Z: -1.0359.4%Screen Clearedno_viable_vertical_spreads
APOFinancial Services3d (negative) · Z: -1.5359.1%Screen Clearedno_viable_vertical_spreads
RIOBasic Materials5d (negative) · Z: -0.6856.3%Screen Clearedno_viable_vertical_spreads
ALBBasic Materials6d (negative) · Z: -0.7654.3%Screen Clearedno_viable_vertical_spreads
CGFinancial Services8d (negative) · Z: -1.7153.1%Screen Clearedno_viable_vertical_spreads