← OverviewDaily journal

Sep 23, 2026

Session operations journal

Evaluation Funnel Summary

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

Evaluated284Candidates in basket
Signal Passed25Cleared streak rules
Model Approved25P(reversion) ≥ 50%
Orders Submitted4Paper queue
Filled Trades4Broker fills

Executed Trade Reports (6)

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

USB5x Bullish Put Credit Spread · Exp: 2026-10-02
Closed · forced exit dte 3Full Economics →
Setup & Conviction
Streak: 6d (negative)
Robust Z: -1.92
Model P(rev): 79.3%
Spread Architecture
Short Strike: $59.00
Long Wing: $57.00
Width: $2.00 (5 contracts)
Capital & P&L
Premium: +$400.00
Max Risk: $600.00
Realized: Active
Status: Active Holding (Bull Put)Feasibility: 0.00x EM (Feasible)
CMCSA25x Bullish Put Credit Spread · Exp: 2026-10-09
Closed · catastrophic debit capFull Economics →
Setup & Conviction
Streak: 8d (negative)
Robust Z: -1.19
Model P(rev): 69.0%
Spread Architecture
Short Strike: $22.50
Long Wing: $22.00
Width: $0.50 (25 contracts)
Capital & P&L
Premium: +$500.00
Max Risk: $750.00
Realized: Active
Status: Active Holding (Bull Put)Feasibility: 0.00x EM (Feasible)
JPM7x Bullish Put Credit Spread · Exp: 2026-10-09
Closed · risk rules satisfiedFull Economics →
Setup & Conviction
Streak: 5d (negative)
Robust Z: -3.67
Model P(rev): 75.9%
Spread Architecture
Short Strike: $342.50
Long Wing: $327.50
Width: $15.00 (7 contracts)
Capital & P&L
Premium: +$4,270.00
Max Risk: $6,230.00
Realized: $-875.00
Exit Fill: $7.35 / sh ($5,145.00 total)Feasibility: 0.48x EM (Feasible)Downside Shielded: +$5,355.00 vs max risk
INTU7x Bullish Put Credit Spread · Exp: 2026-10-02
Closed · risk rules satisfiedFull Economics →
Setup & Conviction
Streak: 6d (negative)
Robust Z: -0.93
Model P(rev): 69.3%
Spread Architecture
Short Strike: $292.50
Long Wing: $280.00
Width: $12.50 (7 contracts)
Capital & P&L
Premium: +$3,640.00
Max Risk: $5,110.00
Realized: $-1,260.00
Exit Fill: $7.00 / sh ($4,900.00 total)Feasibility: 0.53x EM (Feasible)Downside Shielded: +$3,850.00 vs max risk
USB25x Bullish Put Credit Spread · Exp: 2026-10-09
Closed · risk rules satisfiedFull Economics →
Setup & Conviction
Streak: 6d (negative)
Robust Z: -1.92
Model P(rev): 79.3%
Spread Architecture
Short Strike: $60.00
Long Wing: $58.00
Width: $2.00 (25 contracts)
Capital & P&L
Premium: +$2,500.00
Max Risk: $2,500.00
Realized: $-1,000.00
Exit Fill: $1.40 / sh ($3,500.00 total)Feasibility: 0.16x EM (Feasible)Downside Shielded: +$1,500.00 vs max risk
CMCSA25x Bullish Put Credit Spread · Exp: 2026-10-09
Closed · risk rules satisfiedFull Economics →
Setup & Conviction
Streak: 8d (negative)
Robust Z: -1.19
Model P(rev): 69.0%
Spread Architecture
Short Strike: $22.50
Long Wing: $22.00
Width: $0.50 (25 contracts)
Capital & P&L
Premium: +$500.00
Max Risk: $750.00
Realized: $-200.00
Exit Fill: $0.28 / sh ($700.00 total)Feasibility: 0.00x EM (Feasible)Downside Shielded: +$550.00 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
USBFinancial Services6d (negative) · Z: -1.9279.3%Filled5x Bullish Put Credit Spread @ $0.80 credit · Closed: forced exit dte 3
JPMFinancial Services5d (negative) · Z: -3.6775.9%Filled7x Bullish Put Credit Spread @ $6.10 credit · Closed: risk rules satisfied
INTUTechnology6d (negative) · Z: -0.9369.3%Filled7x Bullish Put Credit Spread @ $5.20 credit · Closed: risk rules satisfied
CMCSACommunication Services8d (negative) · Z: -1.1969.0%Filled25x Bullish Put Credit Spread @ $0.20 credit · Closed: catastrophic debit cap
CHYMTechnology6d (negative) · Z: -1.4581.5%Screen Clearedno_viable_vertical_spreads
STTFinancial Services7d (negative) · Z: -1.6375.0%Screen Clearedno_viable_vertical_spreads
ELVHealthcare6d (negative) · Z: -1.1974.2%Screen Clearedno_viable_vertical_spreads
ALLFinancial Services6d (negative) · Z: -3.8773.3%Screen Clearedno_viable_vertical_spreads
RFFinancial Services6d (negative) · Z: -2.4772.7%Screen Clearedno_viable_vertical_spreads
NMRFinancial Services7d (negative) · Z: -1.0272.0%Screen Clearedno_viable_vertical_spreads
GENTechnology6d (negative) · Z: -2.9071.4%Screen Clearedno_viable_vertical_spreads
MSITechnology6d (negative) · Z: -0.6771.0%Screen Clearedno_viable_vertical_spreads
CFGFinancial Services6d (negative) · Z: -2.3670.6%Screen Clearedno_viable_vertical_spreads
ADBETechnology6d (negative) · Z: -1.6370.4%Screen Clearedno_viable_vertical_spreads
ZIONFinancial Services6d (negative) · Z: -1.1370.0%Screen Clearedno_viable_vertical_spreads
HIGFinancial Services6d (negative) · Z: -0.5468.6%Screen Clearedno_viable_vertical_spreads
BROFinancial Services6d (negative) · Z: -1.3267.6%Screen Clearedno_viable_vertical_spreads
BCECommunication Services6d (negative) · Z: -0.7264.7%Screen Clearedno_viable_vertical_spreads
CHTRCommunication Services7d (negative) · Z: -0.8363.6%Screen Clearedno_viable_vertical_spreads
AJGFinancial Services6d (negative) · Z: -0.8063.3%Screen Clearedno_viable_vertical_spreads
PNFPFinancial Services6d (negative) · Z: -1.3961.8%Screen Clearedno_viable_vertical_spreads
RYFinancial Services6d (negative) · Z: -2.1060.7%Screen Clearedno_viable_vertical_spreads
ALLYFinancial Services6d (negative) · Z: -1.5660.6%Screen Clearedno_viable_vertical_spreads
KEYFinancial Services6d (negative) · Z: -1.5252.8%Screen Clearedno_viable_vertical_spreads
IBNFinancial Services7d (negative) · Z: -0.5151.5%Screen Clearedno_viable_vertical_spreads