Sep 28, 2026
Session operations journalEvaluation Funnel Summary
Mean-reversion candidates, signal filtering, model approvals, and broker execution
Evaluated348Candidates in basket
Signal Passed26Cleared streak rules
Model Approved25P(reversion) ≥ 50%
Orders Submitted3Paper queue
Filled Trades3Broker fills
Executed Trade Reports (4)
Complete economic accounting, capital allocation, and realized outcome per position
RBLX25x Bullish Put Credit Spread · Exp: 2026-10-16
Closed · long wing breachedFull Economics →
Setup & Conviction
Streak: 4d (negative)
Robust Z: -3.12
Model P(rev): 76.2%
Spread Architecture
Short Strike: $45.00
Long Wing: $43.00
Width: $2.00 (25 contracts)
Capital & P&L
Premium: +$2,200.00
Max Risk: $2,800.00
Realized: $-1,650.00
Exit Fill: $1.54 / sh ($3,850.00 total)Feasibility: 0.41x EM (Feasible)Downside Shielded: +$1,150.00 vs max risk
IREN25x Bullish Put Credit Spread · Exp: 2026-10-09
Closed · long wing breachedFull Economics →
Setup & Conviction
Streak: 3d (negative)
Robust Z: -1.03
Model P(rev): 66.4%
Spread Architecture
Short Strike: $44.50
Long Wing: $42.50
Width: $2.00 (25 contracts)
Capital & P&L
Premium: +$2,425.00
Max Risk: $2,575.00
Realized: $-1,025.00
Exit Fill: $1.38 / sh ($3,450.00 total)Feasibility: 0.46x EM (Feasible)Downside Shielded: +$1,550.00 vs max risk
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: $-990.00
Exit Fill: $7.10 / sh ($2,130.00 total)Feasibility: 0.06x EM (Feasible)Downside Shielded: +$870.00 vs max risk
INTU8x Bullish Put Credit Spread · Exp: 2026-10-16
Closed · catastrophic debit capFull 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: Active
Status: Active Holding (Bull Put)Feasibility: 0.20x 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 |
|---|---|---|---|---|
| RBLXCommunication Services | 4d (negative) · Z: -3.12 | 76.2% | Filled | |
| IRENFinancial Services | 3d (negative) · Z: -1.03 | 66.4% | Filled | |
| INTUGeneral | — | — | Filled | |
| EPDEnergy | 5d (negative) · Z: -1.08 | 84.4% | Screen Cleared | |
| DLRReal Estate | 4d (negative) · Z: -1.46 | 77.4% | Screen Cleared | |
| HUTFinancial Services | 3d (negative) · Z: -0.88 | 77.4% | Screen Cleared | |
| GLXYFinancial Services | 3d (negative) · Z: -0.67 | 77.0% | Screen Cleared | |
| ECHOCommunication Services | 3d (negative) · Z: -0.72 | 73.3% | Screen Cleared | |
| CDWTechnology | 3d (negative) · Z: -1.34 | 73.0% | Screen Cleared | |
| BABAConsumer Cyclical | 3d (negative) · Z: -0.97 | 72.8% | Screen Cleared | |
| SUZBasic Materials | 3d (negative) · Z: -0.77 | 71.4% | Screen Cleared | |
| TECKBasic Materials | 3d (negative) · Z: -0.65 | 71.2% | Screen Cleared | |
| CORHealthcare | 4d (negative) · Z: -0.90 | 67.2% | Screen Cleared | |
| IRMReal Estate | 3d (negative) · Z: -1.45 | 66.7% | Screen Cleared | |
| MGMConsumer Cyclical | 3d (negative) · Z: -1.60 | 65.7% | Screen Cleared | |
| XPEVConsumer Cyclical | 3d (negative) · Z: -0.77 | 65.7% | Screen Cleared | |
| DXCMHealthcare | 3d (negative) · Z: -0.64 | 64.3% | Screen Cleared | |
| JDConsumer Cyclical | 3d (negative) · Z: -0.70 | 63.6% | Screen Cleared | |
| BIDUCommunication Services | 3d (negative) · Z: -0.87 | 62.9% | Screen Cleared | |
| BMRNHealthcare | 7d (negative) · Z: -0.93 | 59.4% | Screen Cleared | |
| TSNConsumer Defensive | 5d (negative) · Z: -0.74 | 59.4% | Screen Cleared | |
| WRBFinancial Services | 8d (negative) · Z: -0.94 | 58.6% | Screen Cleared | |
| GSKHealthcare | 4d (negative) · Z: -0.82 | 58.1% | Screen Cleared | |
| CYTKHealthcare | 3d (negative) · Z: -0.83 | 52.2% | Screen Cleared | |
| ROLConsumer Cyclical | 3d (negative) · Z: -0.62 | 51.4% | Screen Cleared |