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Sep 21, 2026

Session operations journal

Evaluation Funnel Summary

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

Evaluated314Candidates in basket
Signal Passed27Cleared streak rules
Model Approved26P(reversion) ≥ 50%
Orders Submitted3Paper queue
Filled Trades3Broker fills

Executed Trade Reports (4)

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

PEP22x Bullish Put Credit Spread · Exp: 2026-10-09
Closed · risk rules satisfiedFull Economics →
Setup & Conviction
Streak: 4d (negative)
Robust Z: -2.81
Model P(rev): 60.6%
Spread Architecture
Short Strike: $130.00
Long Wing: $127.00
Width: $3.00 (22 contracts)
Capital & P&L
Premium: +$2,706.00
Max Risk: $3,894.00
Realized: $-308.00
Exit Fill: $1.37 / sh ($3,014.00 total)Feasibility: 0.11x EM (Feasible)Downside Shielded: +$3,586.00 vs max risk
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: $-1,872.00
Exit Fill: $1.76 / sh ($3,168.00 total)Feasibility: 0.21x EM (Feasible)Downside Shielded: +$432.00 vs max risk
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: $-2,688.00
Exit Fill: $1.75 / sh ($4,200.00 total)Feasibility: 0.40x EM (Feasible)Downside Shielded: +$600.00 vs max risk
ADP17x Bullish Put Credit Spread · Exp: 2026-09-18
Closed · profit targetFull Economics →
Setup & Conviction
Streak: 6d (negative)
Robust Z: -2.00
Model P(rev): 83.9%
Spread Architecture
Short Strike: $270.00
Long Wing: $257.50
Width: $12.50 (17 contracts)
Capital & P&L
Premium: +$8,075.00
Max Risk: $13,175.00
Realized: Active
Status: Active Holding (Bull Put)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
ADPTechnology3d (negative) · Z: -0.2977.8%Filled17x Bullish Put Credit Spread @ $4.75 credit · Closed: profit target
PEPConsumer Defensive4d (negative) · Z: -2.8160.6%Filled22x Bullish Put Credit Spread @ $1.23 credit · Closed: risk rules satisfied
LVSGeneral——Filled18x Bullish Put Credit Spread @ $0.72 credit · Closed: catastrophic debit cap
CTSHTechnology4d (negative) · Z: -1.8684.6%Screen Clearedno_viable_vertical_spreads
FISVN/A5d (negative) · Z: -2.2583.9%Screen Clearedsector metadata required
HUBSTechnology4d (negative) · Z: -1.5482.8%Screen Clearedno_viable_vertical_spreads
ACNTechnology4d (negative) · Z: -1.8880.8%Screen Clearedno_viable_vertical_spreads
TRIIndustrials4d (negative) · Z: -1.4380.0%Screen Clearedno_viable_vertical_spreads
NMRFinancial Services5d (negative) · Z: -1.2278.3%Screen Clearedno_viable_vertical_spreads
GENTechnology4d (negative) · Z: -2.0977.8%Screen Clearedno_viable_vertical_spreads
RIVNConsumer Cyclical6d (negative) · Z: -1.1975.9%Screen Clearedno_viable_vertical_spreads
ZMTechnology4d (negative) · Z: -1.5971.9%Screen Clearedno_viable_vertical_spreads
MAAReal Estate4d (negative) · Z: -1.3470.6%Screen Clearedno_viable_vertical_spreads
CPTReal Estate4d (negative) · Z: -1.7370.1%Screen Clearedno_viable_vertical_spreads
NFLXCommunication Services4d (negative) · Z: -1.6970.0%Screen Clearedno_viable_vertical_spreads
CHTRCommunication Services5d (negative) · Z: -0.7468.8%Screen Clearedexhausted_strike_attempts
VMRKReal Estate4d (negative) · Z: -1.7568.8%Screen Clearedno_viable_vertical_spreads
NUFinancial Services6d (negative) · Z: -0.5467.9%Screen Clearedno_viable_vertical_spreads
ALLYFinancial Services4d (negative) · Z: -1.3364.5%Screen Clearedno_viable_vertical_spreads
CSXIndustrials4d (negative) · Z: -1.4163.6%Screen Clearedexhausted_strike_attempts
APPCommunication Services4d (negative) · Z: -1.4062.5%Screen Clearedno_viable_vertical_spreads
OWLFinancial Services5d (negative) · Z: -0.5760.0%Screen Clearedno_viable_vertical_spreads
ALSNConsumer Cyclical6d (negative) · Z: -1.4059.6%Screen Clearedno_viable_vertical_spreads
NEEUtilities6d (negative) · Z: -0.9259.2%Screen Clearedno_viable_vertical_spreads
VMCBasic Materials5d (negative) · Z: -0.7155.9%Screen Clearedno_viable_vertical_spreads
ETRUtilities8d (negative) · Z: -1.0551.7%Screen Clearedno_viable_vertical_spreads