Sep 25, 2026
Session operations journalEvaluation Funnel Summary
Mean-reversion candidates, signal filtering, model approvals, and broker execution
Evaluated383Candidates in basket
Signal Passed26Cleared streak rules
Model Approved26P(reversion) ≥ 50%
Orders Submitted2Paper queue
Filled Trades2Broker fills
Executed Trade Reports (3)
Complete economic accounting, capital allocation, and realized outcome per position
INTU3x Bullish Put Credit Spread · Exp: 2026-10-09
Closed · catastrophic debit capFull Economics →
Setup & Conviction
Streak: 8d (negative)
Robust Z: -0.80
Model P(rev): 62.5%
Spread Architecture
Short Strike: $275.00
Long Wing: $265.00
Width: $10.00 (3 contracts)
Capital & P&L
Premium: +$1,140.00
Max Risk: $1,860.00
Realized: Active
Status: Active Holding (Bull Put)Feasibility: 0.06x EM (Feasible)
INTU8x Bullish Put Credit Spread · Exp: 2026-10-16
Closed · risk rules satisfiedFull Economics →
Setup & Conviction
Streak: 8d (negative)
Robust Z: -0.80
Model P(rev): 62.5%
Spread Architecture
Short Strike: $277.50
Long Wing: $270.00
Width: $7.50 (8 contracts)
Capital & P&L
Premium: +$2,480.00
Max Risk: $3,520.00
Realized: $-880.00
Exit Fill: $4.20 / sh ($3,360.00 total)Feasibility: 0.20x EM (Feasible)Downside Shielded: +$2,640.00 vs max risk
PEP22x Bullish Put Credit Spread · Exp: 2026-10-09
Closed · catastrophic debit capFull 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: $-2,860.00
Exit Fill: $2.53 / sh ($5,566.00 total)Feasibility: 0.11x EM (Feasible)Downside Shielded: +$1,034.00 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 |
|---|---|---|---|---|
| INTUTechnology | 8d (negative) · Z: -0.80 | 62.5% | Filled | |
| PEPGeneral | — | — | Filled | |
| FIVEConsumer Cyclical | 6d (negative) · Z: -0.59 | 74.1% | Screen Cleared | |
| BWAConsumer Cyclical | 5d (negative) · Z: -1.75 | 71.4% | Screen Cleared | |
| DUKUtilities | 6d (negative) · Z: -0.72 | 69.7% | Screen Cleared | |
| FEUtilities | 6d (negative) · Z: -0.69 | 69.2% | Screen Cleared | |
| SNYHealthcare | 5d (negative) · Z: -0.99 | 69.0% | Screen Cleared | |
| GENTechnology | 8d (negative) · Z: -4.09 | 68.3% | Screen Cleared | |
| CCIReal Estate | 6d (negative) · Z: -2.18 | 67.7% | Screen Cleared | |
| ERICTechnology | 5d (negative) · Z: -2.15 | 66.7% | Screen Cleared | |
| ROIVHealthcare | 6d (negative) · Z: -0.65 | 66.7% | Screen Cleared | |
| MFGFinancial Services | 5d (negative) · Z: -0.90 | 64.3% | Screen Cleared | |
| EXCUtilities | 6d (negative) · Z: -0.70 | 63.0% | Screen Cleared | |
| FConsumer Cyclical | 5d (negative) · Z: -1.33 | 63.0% | Screen Cleared | |
| BROFinancial Services | 8d (negative) · Z: -0.68 | 62.9% | Screen Cleared | |
| VICIReal Estate | 8d (negative) · Z: -1.72 | 62.9% | Screen Cleared | |
| JIndustrials | 7d (negative) · Z: -4.76 | 62.6% | Screen Cleared | |
| FTAIIndustrials | 5d (negative) · Z: -2.49 | 61.4% | Screen Cleared | |
| PAYXTechnology | 7d (negative) · Z: -1.26 | 61.3% | Screen Cleared | |
| PEGUtilities | 6d (negative) · Z: -0.67 | 60.9% | Screen Cleared | |
| STZConsumer Defensive | 6d (negative) · Z: -0.81 | 60.6% | Screen Cleared | |
| PNWUtilities | 6d (negative) · Z: -0.90 | 59.0% | Screen Cleared | |
| NRGUtilities | 6d (negative) · Z: -0.65 | 57.9% | Screen Cleared | |
| DTEUtilities | 6d (negative) · Z: -0.73 | 56.8% | Screen Cleared | |
| PCARIndustrials | 7d (negative) · Z: -0.58 | 52.8% | Screen Cleared | |
| EXRReal Estate | 5d (negative) · Z: -0.92 | 52.4% | Screen Cleared |