← OverviewDaily journal

Oct 2, 2026

Session operations journal

Evaluation Funnel Summary

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

Evaluated311Candidates in basket
Signal Passed25Cleared streak rules
Model Approved23P(reversion) ≥ 50%
Orders Submitted4Paper queue
Filled Trades4Broker fills

Executed Trade Reports (6)

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

CBRS3x Bullish Put Credit Spread · Exp: 2026-10-09
Setup & Conviction
Streak: 5d (negative)
Robust Z: -1.15
Model P(rev): 54.5%
Spread Architecture
Short Strike: $170.00
Long Wing: $162.50
Width: $7.50 (3 contracts)
Capital & P&L
Premium: +$1,110.00
Max Risk: $1,140.00
Unrealized: Active
Current Mark: — (Active)Feasibility: 0.00x EM (Feasible)
MT2x Bullish Put Credit Spread · Exp: 2026-10-16
Setup & Conviction
Streak: 7d (negative)
Robust Z: -1.26
Model P(rev): 74.1%
Spread Architecture
Short Strike: $65.00
Long Wing: $64.00
Width: $1.00 (2 contracts)
Capital & P&L
Premium: +$70.00
Max Risk: $130.00
Unrealized: Active
Current Mark: — (Active)Feasibility: 0.02x EM (Feasible)
C25x Bullish Put Credit Spread · Exp: 2026-10-09
Setup & Conviction
Streak: 4d (negative)
Robust Z: -1.15
Model P(rev): 74.1%
Spread Architecture
Short Strike: $128.00
Long Wing: $126.00
Width: $2.00 (25 contracts)
Capital & P&L
Premium: +$1,850.00
Max Risk: $3,150.00
Unrealized: $-425.00
Current Mark: $0.91 / sh ($2,275.00 to close)Feasibility: 0.00x EM (Feasible)
MT5x Bullish Put Credit Spread · Exp: 2026-10-16
Closed · long wing breachedFull Economics →
Setup & Conviction
Streak: 7d (negative)
Robust Z: -1.26
Model P(rev): 74.1%
Spread Architecture
Short Strike: $65.00
Long Wing: $64.00
Width: $1.00 (5 contracts)
Capital & P&L
Premium: +$200.00
Max Risk: $300.00
Realized: $-150.00
Exit Fill: $0.70 / sh ($350.00 total)Feasibility: 0.14x EM (Feasible)Downside Shielded: +$150.00 vs max risk
MT25x Bullish Put Credit Spread · Exp: 2026-10-16
Setup & Conviction
Streak: 7d (negative)
Robust Z: -1.26
Model P(rev): 74.1%
Spread Architecture
Short Strike: $65.00
Long Wing: $63.00
Width: $2.00 (25 contracts)
Capital & P&L
Premium: +$2,000.00
Max Risk: $3,000.00
Unrealized: $-875.00
Current Mark: $1.15 / sh ($2,875.00 to close)Feasibility: 0.01x EM (Feasible)
APP3x Bullish Put Credit Spread · Exp: 2026-10-02
Closed · zero dte session exitFull Economics →
Setup & Conviction
Streak: 8d (negative)
Robust Z: -0.94
Model P(rev): 55.3%
Spread Architecture
Short Strike: $282.50
Long Wing: $270.00
Width: $12.50 (3 contracts)
Capital & P&L
Premium: +$2,040.00
Max Risk: $1,710.00
Realized: $-765.00
Exit Fill: $9.35 / sh ($2,805.00 total)Feasibility: 0.84x EM (Feasible)Downside Shielded: +$945.00 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
CFinancial Services4d (negative) · Z: -1.1574.1%Filled25x Bullish Put Credit Spread @ $0.74 credit · Closed: risk rules satisfied
MTBasic Materials7d (negative) · Z: -1.2674.1%Filled2x Bullish Put Credit Spread @ $0.35 credit
APPCommunication Services8d (negative) · Z: -0.9455.3%Filled3x Bullish Put Credit Spread @ $6.80 credit · Closed: zero dte session exit
CBRSTechnology5d (negative) · Z: -1.1554.5%Filled3x Bullish Put Credit Spread @ $3.70 credit
SANFinancial Services4d (negative) · Z: -3.5984.4%Screen Clearedno_viable_vertical_spreads
BCSFinancial Services4d (negative) · Z: -1.9975.5%Screen Clearedno_viable_vertical_spreads
NWGFinancial Services4d (negative) · Z: -3.2873.3%Screen Clearedno_viable_vertical_spreads
YPFEnergy6d (negative) · Z: -0.6473.1%Screen Clearedno_viable_vertical_spreads
ASTSTechnology4d (negative) · Z: -0.8768.6%Screen Clearedno_viable_vertical_spreads
MICCConsumer Defensive5d (negative) · Z: -2.0667.9%Screen Clearedno_viable_vertical_spreads
PAYPTechnology5d (negative) · Z: -1.1967.6%Screen Clearedno_viable_vertical_spreads
BNSFinancial Services4d (negative) · Z: -0.6866.7%Screen Clearedno_viable_vertical_spreads
HALOHealthcare5d (negative) · Z: -2.4066.7%Screen Clearedno_viable_vertical_spreads
GPNIndustrials4d (negative) · Z: -0.6265.6%Screen Clearedno_viable_vertical_spreads
SWConsumer Cyclical4d (negative) · Z: -1.5565.6%Screen Clearedno_viable_vertical_spreads
RTXIndustrials6d (negative) · Z: -0.5164.9%Screen Clearedno_viable_vertical_spreads
HLNHealthcare4d (negative) · Z: -2.3763.6%Screen Clearedno_viable_vertical_spreads
IPConsumer Cyclical6d (negative) · Z: -1.0760.8%Screen Clearedno_viable_vertical_spreads
MGMConsumer Cyclical7d (negative) · Z: -0.7259.5%Screen Clearedno_viable_vertical_spreads
BUDConsumer Defensive4d (negative) · Z: -0.8157.6%Screen Clearedno_viable_vertical_spreads
BACFinancial Services4d (negative) · Z: -0.6851.7%Screen Clearedno_viable_vertical_spreads
LOWConsumer Cyclical7d (negative) · Z: -0.7551.4%Screen Clearedno_viable_vertical_spreads
AXPFinancial Services4d (negative) · Z: -0.6950.0%Screen Clearedno_viable_vertical_spreads