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Sep 18, 2026

Session operations journal

Evaluation Funnel Summary

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

Evaluated302Candidates in basket
Signal Passed26Cleared streak rules
Model Approved25P(reversion) ≥ 50%
Orders Submitted3Paper queue
Filled Trades3Broker fills

Executed Trade Reports (3)

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

LVS18x Bullish Put Credit Spread · Exp: 2026-10-09
Closed · catastrophic debit capFull Economics →
Setup & Conviction
Streak: 8d (negative)
Robust Z: -1.39
Model P(rev): 64.7%
Spread Architecture
Short Strike: $41.00
Long Wing: $39.00
Width: $2.00 (18 contracts)
Capital & P&L
Premium: +$1,296.00
Max Risk: $2,304.00
Realized: Active
Status: Active Holding (Bull Put)Feasibility: 0.21x EM (Feasible)
CMCSA23x Bullish Put Credit Spread · Exp: 2026-09-25
Closed · catastrophic debit capFull 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: $-1,978.00
Exit Fill: $1.19 / sh ($2,737.00 total)Feasibility: 0.36x EM (Feasible)
VALE25x Bullish Put Credit Spread · Exp: 2026-10-02
Closed · catastrophic debit capFull 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: $-275.00
Exit Fill: $0.24 / sh ($600.00 total)Feasibility: 0.00x EM (Feasible)Downside Shielded: +$1,900.00 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
CMCSACommunication Services5d (negative) · Z: -2.3777.8%Filled23x Bullish Put Credit Spread @ $0.33 credit · Closed: catastrophic debit cap
LVSConsumer Cyclical8d (negative) · Z: -1.3964.7%Filled18x Bullish Put Credit Spread @ $0.72 credit · Closed: catastrophic debit cap
VALEGeneral——Filled25x Bullish Put Credit Spread @ $0.13 credit · Closed: catastrophic debit cap
TMUSCommunication Services3d (negative) · Z: -4.7093.2%Screen Clearedcore open-risk cap
FISVN/A4d (negative) · Z: -0.6986.7%Screen Clearedoption_quote_spread_too_wide
HSICHealthcare3d (negative) · Z: -4.5683.9%Screen Clearedno_viable_vertical_spreads
NMRFinancial Services4d (negative) · Z: -2.3183.3%Screen Clearedno_viable_vertical_spreads
STTFinancial Services4d (negative) · Z: -0.9681.5%Screen Clearedno_viable_vertical_spreads
PNCFinancial Services5d (negative) · Z: -0.9775.0%Screen Clearedoption_quote_spread_too_wide
NTRSFinancial Services4d (negative) · Z: -1.0773.1%Screen Clearedno_viable_vertical_spreads
UBSFinancial Services4d (negative) · Z: -0.5772.4%Screen Clearedno_viable_vertical_spreads
DKNGConsumer Cyclical3d (negative) · Z: -4.5971.6%Screen Clearedoption_quote_stale
HUMHealthcare4d (negative) · Z: -0.9471.4%Screen Clearedcore open-risk cap
GRABTechnology4d (negative) · Z: -0.9666.7%Screen Clearedno_viable_vertical_spreads
MTBFinancial Services5d (negative) · Z: -0.7365.1%Screen Clearedno_viable_vertical_spreads
CMIIndustrials4d (negative) · Z: -0.7565.0%Screen Clearedno_viable_vertical_spreads
JHXBasic Materials4d (negative) · Z: -2.8964.5%Screen Clearedno_viable_vertical_spreads
OWLFinancial Services4d (negative) · Z: -1.1663.1%Screen Clearedcore open-risk cap
BNYFinancial Services5d (negative) · Z: -1.4763.0%Screen Clearedno_viable_vertical_spreads
JBSConsumer Defensive5d (negative) · Z: -1.2761.3%Screen Clearedno_viable_vertical_spreads
UTechnology4d (negative) · Z: -0.8361.2%Screen Cleareddaily loss cap
SFFinancial Services6d (negative) · Z: -0.7158.6%Screen Clearedno_viable_vertical_spreads
AGNCReal Estate7d (negative) · Z: -0.7557.4%Screen Clearedno_viable_vertical_spreads
IBNFinancial Services4d (negative) · Z: -0.6356.7%Screen Clearedno_viable_vertical_spreads
RRXIndustrials4d (negative) · Z: -0.8954.8%Screen Clearedno_viable_vertical_spreads