Sep 22, 2026
Session operations journalEvaluation Funnel Summary
Mean-reversion candidates, signal filtering, model approvals, and broker execution
Evaluated245Candidates in basket
Signal Passed28Cleared streak rules
Model Approved27P(reversion) ≥ 50%
Orders Submitted3Paper queue
Filled Trades3Broker fills
Executed Trade Reports (3)
Complete economic accounting, capital allocation, and realized outcome per position
HL25x Bullish Put Credit Spread · Exp: 2026-10-02
Closed · catastrophic debit capFull 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: $-1,650.00
Exit Fill: $0.85 / sh ($2,125.00 total)Feasibility: 0.00x EM (Feasible)Downside Shielded: +$375.00 vs max risk
ASML1x Bullish Put Credit Spread · Exp: 2026-10-02
Closed · profit targetFull 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: +$2,010.00
Exit Fill: $5.00 / sh ($500.00 total)Feasibility: 0.00x EM (Feasible)
BMY2x Bullish Put Credit Spread · Exp: 2026-09-25
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 (2 contracts)
Capital & P&L
Premium: +$118.00
Max Risk: $482.00
Realized: $-258.00
Exit Fill: $1.88 / sh ($376.00 total)Feasibility: 0.46x EM (Feasible)Downside Shielded: +$224.00 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 & Sector | Streak Setup | Model P(rev) | Stage | Decision & Rationale |
|---|---|---|---|---|
| ASMLTechnology | 5d (positive) · Z: 0.23 | 75.9% | Filled | |
| BMYGeneral | — | — | Filled | |
| HLGeneral | — | — | Filled | |
| CHYMTechnology | 5d (negative) · Z: -1.65 | 84.6% | Screen Cleared | |
| FISVN/A | 6d (negative) · Z: -1.30 | 80.6% | Screen Cleared | |
| RSGIndustrials | 5d (negative) · Z: -3.05 | 77.4% | Screen Cleared | |
| ALLFinancial Services | 5d (negative) · Z: -3.29 | 75.9% | Screen Cleared | |
| FLUTConsumer Cyclical | 5d (negative) · Z: -1.69 | 75.9% | Screen Cleared | |
| NMRFinancial Services | 6d (negative) · Z: -0.81 | 75.0% | Screen Cleared | |
| RFFinancial Services | 5d (negative) · Z: -1.62 | 75.0% | Screen Cleared | |
| STTFinancial Services | 6d (negative) · Z: -0.61 | 75.0% | Screen Cleared | |
| ZIONFinancial Services | 5d (negative) · Z: -1.48 | 72.4% | Screen Cleared | |
| WCNIndustrials | 5d (negative) · Z: -1.48 | 69.2% | Screen Cleared | |
| AMEnergy | 8d (negative) · Z: -1.41 | 66.7% | Screen Cleared | |
| CPTReal Estate | 5d (negative) · Z: -1.68 | 66.7% | Screen Cleared | |
| CHTRCommunication Services | 6d (negative) · Z: -1.01 | 65.6% | Screen Cleared | |
| PNFPFinancial Services | 5d (negative) · Z: -1.43 | 65.4% | Screen Cleared | |
| HDConsumer Cyclical | 5d (negative) · Z: -2.17 | 64.9% | Screen Cleared | |
| BTIConsumer Defensive | 5d (negative) · Z: -1.79 | 63.2% | Screen Cleared | |
| SYYConsumer Defensive | 5d (negative) · Z: -1.82 | 61.9% | Screen Cleared | |
| CSXIndustrials | 5d (negative) · Z: -3.84 | 61.8% | Screen Cleared | |
| OReal Estate | 5d (negative) · Z: -1.59 | 59.9% | Screen Cleared | |
| REGReal Estate | 5d (negative) · Z: -1.80 | 58.8% | Screen Cleared | |
| TUCommunication Services | 5d (negative) · Z: -1.66 | 58.0% | Screen Cleared | |
| CVSHealthcare | 5d (negative) · Z: -1.44 | 56.0% | Screen Cleared | |
| NEEUtilities | 7d (negative) · Z: -2.48 | 55.6% | Screen Cleared | |
| IBNFinancial Services | 6d (negative) · Z: -0.56 | 53.1% | Screen Cleared |