Sep 24, 2026
Session operations journalEvaluation Funnel Summary
Mean-reversion candidates, signal filtering, model approvals, and broker execution
Evaluated315Candidates in basket
Signal Passed27Cleared streak rules
Model Approved27P(reversion) ≥ 50%
Orders Submitted3Paper queue
Filled Trades3Broker fills
Executed Trade Reports (4)
Complete economic accounting, capital allocation, and realized outcome per position
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: $-1,325.00
Exit Fill: $0.73 / sh ($1,825.00 total)Feasibility: 0.00x EM (Feasible)
INTU7x Bullish Put Credit Spread · Exp: 2026-10-02
Closed · long wing breachedFull 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: $-3,150.00
Exit Fill: $9.70 / sh ($6,790.00 total)Feasibility: 0.53x EM (Feasible)Downside Shielded: +$1,960.00 vs max risk
USB25x Bullish Put Credit Spread · Exp: 2026-10-09
Closed · catastrophic debit capFull 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: Active
Status: Active Holding (Bull Put)Feasibility: 0.16x 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)
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 |
|---|---|---|---|---|
| USBFinancial Services | 7d (negative) · Z: -0.76 | 75.9% | Filled | |
| INTUTechnology | 7d (negative) · Z: 0.01 | 66.2% | Filled | |
| CMCSAGeneral | — | — | Filled | |
| MDTHealthcare | 6d (negative) · Z: -0.61 | 79.3% | Screen Cleared | |
| CHYMTechnology | 7d (negative) · Z: -1.79 | 78.6% | Screen Cleared | |
| LYGFinancial Services | 5d (negative) · Z: -1.48 | 73.3% | Screen Cleared | |
| DUKUtilities | 5d (negative) · Z: -1.30 | 73.2% | Screen Cleared | |
| CCIReal Estate | 5d (negative) · Z: -1.44 | 71.4% | Screen Cleared | |
| AEGFinancial Services | 5d (negative) · Z: -2.01 | 70.4% | Screen Cleared | |
| ALLFinancial Services | 7d (negative) · Z: -0.52 | 70.0% | Screen Cleared | |
| RFFinancial Services | 7d (negative) · Z: -0.83 | 69.7% | Screen Cleared | |
| SNNHealthcare | 7d (negative) · Z: -1.25 | 69.7% | Screen Cleared | |
| ADPTechnology | 6d (negative) · Z: -0.95 | 69.3% | Screen Cleared | |
| GENTechnology | 7d (negative) · Z: -1.27 | 69.0% | Screen Cleared | |
| ROIVHealthcare | 5d (negative) · Z: -1.55 | 68.8% | Screen Cleared | |
| PAYXTechnology | 6d (negative) · Z: -5.26 | 66.7% | Screen Cleared | |
| FEUtilities | 5d (negative) · Z: -2.01 | 66.4% | Screen Cleared | |
| CIHealthcare | 6d (negative) · Z: -0.60 | 66.2% | Screen Cleared | |
| PGRFinancial Services | 6d (negative) · Z: -0.61 | 65.5% | Screen Cleared | |
| SOUtilities | 5d (negative) · Z: -1.38 | 62.9% | Screen Cleared | |
| EXPEConsumer Cyclical | 6d (negative) · Z: -1.95 | 62.1% | Screen Cleared | |
| NWSCommunication Services | 6d (negative) · Z: -1.94 | 62.1% | Screen Cleared | |
| DKNGConsumer Cyclical | 7d (negative) · Z: -0.55 | 61.3% | Screen Cleared | |
| NWSACommunication Services | 6d (negative) · Z: -3.40 | 60.7% | Screen Cleared | |
| EXCUtilities | 5d (negative) · Z: -2.13 | 59.9% | Screen Cleared | |
| PEGUtilities | 5d (negative) · Z: -1.48 | 57.6% | Screen Cleared | |
| RYFinancial Services | 7d (negative) · Z: -2.47 | 57.1% | Screen Cleared |