USB · Trade Economics

Closed · forced exit dte 3

5x Bullish Put Credit Spread entered on Sep 29, 2026 with an expiration of 2026-10-02.

1. Setup & Quantitative Conviction

Multi-day relative streak metrics and Bayesian mean-reversion model probability

Streak Length6dnegative streak

Robust Z-Score-1.92Deviation vs SPY

Reversion Probability79.3%Bayesian model

Underlying Spot$58.47At order generation

2. Option Legs Architecture

Vertical credit spread contract specifications and execution fill marks

Role	Contract Symbol	Strike	Option Type	Expiration	Entry Price	Current/Exit Price
Short Leg	`USB261002P00059000`	$59.00	Call	2026-10-02	$1.23	$1.63
Long Wing	`USB261002P00057000`	$57.00	Call	2026-10-02	$0.43	$0.06

3. Feasibility & Mean-Reversion Telemetry

Contextual stop-loss monitoring: required move to breakeven vs. remaining DTE expected volatility

Breakeven Line$58.20Short strike minus credit

Move Needed to Win+0.00%In The Money

Expected Move (1σ)±3.27%Volatility over remaining DTE

Feasibility Ratio0.00x EMThreshold: ≤ 1.25x EM

Long Wing Barrier$57.00Structural floor intact

Feasibility Rule Status: Feasible (Recovery Projected). The required move to breakeven (0.00%) represents only 0% of the statistical expected move over the remaining holding window, meaning mean reversion remains highly feasible.

4. Capital & Risk Allocation Economics

Detailed margin requirement, cash premium collected, maximum capped loss, and return on capital

Net Entry Credit$0.80Per share ($100/contract)

Upfront Cash Collected$400.005 contracts total

Gross Margin Required$1,000.00$2.00 spread width

Max Potential Risk$600.00Capped worst-case loss

Max Return on Capital66.7%Premium / Max Risk

5. Realized Outcome & Capital Preservation

Intraday management, stop-loss trigger, realized P&L, and downside capital shielded

Exit Fill Price$1.57 / sh$785.00 to close

Net Realized P&L$-385.00-96.3% of credit

Capital Preserved+$215.00Shielded vs full max loss

Resolution Triggerforced exit dte 3Automated risk rule

Risk Management Note: This trade collected $400.00 upfront. When the spread widened, the position management system executed the stop-loss discipline, closing the spread at $1.57. This successfully eliminated tail risk and preserved $215.00 that was otherwise exposed under the full spread width.