Strategy Performance & Hypotheses
Scoreboard
Realized options performance tracking, win rate, capital preservation, and empirical streak mean-reversion efficacy.
As of Oct 2, 2026, 7:30 PM UTC
46 Closed Trades10.9% Win Rate
Portfolio Scorecard
Realized capital returns across closed credit spread positions
Closed Trades Only · Cash-Settled
Win Rate
10.9%
5 Wins · 41 Losses
Net Realized P&L
-$61,394.00
Gross Wins: $14,140.00 · Losses: $75,534.00
Profit Factor
0.19
Ratio of gross gains to gross losses
Avg Return / Trade
-60.9%
Avg Win: $2,828.00 · Avg Loss: $1,842.29
Capital Preserved
$56,407.00
Saved via feasibility & stop discipline
Avg Holding Period
2.4 days
Target window: 1–4 trading sessions
Streak & Mean-Reversion Efficacy
Empirical performance broken down by streak length and market direction
Hypothesis Testing Telemetry
Efficacy by Streak Length
Consecutive Trend SessionsEvaluates whether longer underlying streaks correlate with higher probability of successful mean reversion.
| Streak Length | Trades | Win Rate | Realized P&L |
|---|---|---|---|
| 3 Sessions | 5 | -$4337.00 | |
| 4 Sessions | 10 | -$13137.00 | |
| 5 Sessions | 4 | -$11355.00 | |
| 6 Sessions | 14 | -$20556.00 | |
| 7 Sessions | 4 | -$3050.00 | |
| 8 Sessions | 7 | -$8632.00 |
Direction & Rebound Mode
Setup AsymmetryCompares bull put credit spreads on oversold pullbacks versus bear call credit spreads on extended rallies.
| Setup Route | Trades | Win Rate | Realized P&L |
|---|---|---|---|
| Bullish (Oversold Rebound) | 46 | -$61394.00 |
Closed Trades Ledger
Complete historical record of exited spread positions with economics and exit telemetry
46 Completed Records
| Closed / Opened | Ticker & Strategy | Streak Setup | Credit / Max Risk | Exit Price | Realized P&L | Return | Exit Rule | Report |
|---|---|---|---|---|---|---|---|---|
| Oct 2, 2026Opened 2026-10-02 | 5x Bullish Put Credit Spread | 7d streakZ: -1.26 | Credit: $0.40 Risk: $300 | $0.70 | -$150.00 | -50.0% | Stop Loss (Wing Breach) | Details ↗ |
| Oct 2, 2026Opened 2026-10-02 | 3x Bullish Put Credit Spread | 8d streakZ: -0.94 | Credit: $6.80 Risk: $1710 | $9.35 | -$765.00 | -44.7% | zero dte session exit | Details ↗ |
| Oct 1, 2026Opened 2026-09-30 | 14x Bullish Put Credit Spread | 3d streakZ: -0.74 | Credit: $0.37 Risk: $882 | $0.85 | -$672.00 | -76.2% | Stop Loss (Width Cap) | Details ↗ |
| Oct 1, 2026Opened 2026-09-30 | 25x Bullish Put Credit Spread | 3d streakZ: -1.30 | Credit: $0.37 Risk: $1575 | $0.77 | -$1000.00 | -63.5% | threatened expiration risk | Details ↗ |
| Oct 1, 2026Opened 2026-09-29 | 25x Bullish Put Credit Spread | 4d streakZ: -0.98 | Credit: $0.83 Risk: $2925 | $1.42 | -$1475.00 | -50.4% | Stop Loss (Wing Breach) | Details ↗ |
| Oct 1, 2026Opened 2026-09-23 | 7x Bullish Put Credit Spread | 5d streakZ: -3.67 | Credit: $6.10 Risk: $6230 | $13.25 | -$5005.00 | -80.3% | Stop Loss (Width Cap) | Details ↗ |
| Sep 30, 2026Opened 2026-09-29 | 25x Bullish Put Credit Spread | 4d streakZ: -0.52 | Credit: $0.80 Risk: $3000 | $0.52 | +$700.00 | +23.3% | Early Profit (35%) | Details ↗ |
| Sep 29, 2026Opened 2026-09-23 | 5x Bullish Put Credit Spread | 6d streakZ: -1.92 | Credit: $0.80 Risk: $600 | $1.57 | -$385.00 | -64.2% | Horizon Exit (3 DTE) | Details ↗ |
| Sep 28, 2026Opened 2026-09-28 | 25x Bullish Put Credit Spread | 4d streakZ: -3.12 | Credit: $0.88 Risk: $2800 | $1.54 | -$1650.00 | -58.9% | Stop Loss (Wing Breach) | Details ↗ |
| Sep 28, 2026Opened 2026-09-28 | 25x Bullish Put Credit Spread | 3d streakZ: -1.03 | Credit: $0.97 Risk: $2575 | $1.38 | -$1025.00 | -39.8% | Stop Loss (Wing Breach) | Details ↗ |
| Sep 28, 2026Opened 2026-09-25 | 3x Bullish Put Credit Spread | 8d streakZ: -0.80 | Credit: $3.80 Risk: $1860 | $7.10 | -$990.00 | -53.2% | Stop Loss (Width Cap) | Details ↗ |
| Sep 28, 2026Opened 2026-09-25 | 8x Bullish Put Credit Spread | 8d streakZ: -0.80 | Credit: $3.10 Risk: $3520 | $4.20 | -$880.00 | -25.0% | risk rules satisfied | Details ↗ |
| Sep 25, 2026Opened 2026-09-21 | 22x Bullish Put Credit Spread | 4d streakZ: -2.81 | Credit: $1.23 Risk: $3894 | $2.53 | -$2860.00 | -73.4% | Stop Loss (Width Cap) | Details ↗ |
| Sep 24, 2026Opened 2026-09-23 | 25x Bullish Put Credit Spread | 8d streakZ: -1.19 | Credit: $0.20 Risk: $750 | $0.73 | -$1325.00 | -176.7% | Stop Loss (Width Cap) | Details ↗ |
| Sep 24, 2026Opened 2026-09-23 | 7x Bullish Put Credit Spread | 6d streakZ: -0.93 | Credit: $5.20 Risk: $5110 | $9.70 | -$3150.00 | -61.6% | Stop Loss (Wing Breach) | Details ↗ |
| Sep 24, 2026Opened 2026-09-23 | 25x Bullish Put Credit Spread | 6d streakZ: -1.92 | Credit: $1.00 Risk: $2500 | $1.40 | -$1000.00 | -40.0% | risk rules satisfied | Details ↗ |
| Sep 24, 2026Opened 2026-09-23 | 25x Bullish Put Credit Spread | 8d streakZ: -1.19 | Credit: $0.20 Risk: $750 | $0.28 | -$200.00 | -26.7% | risk rules satisfied | Details ↗ |
| Sep 22, 2026Opened 2026-09-17 | 25x Bullish Put Credit Spread | 5d streakZ: -0.69 | Credit: $0.19 Risk: $2025 | $0.85 | -$1650.00 | -81.5% | Stop Loss (Width Cap) | Details ↗ |
| Sep 22, 2026Opened 2026-09-15 | 1x Bullish Put Credit Spread | 4d streakZ: -3.49 | Credit: $25.10 Risk: $4990 | $5.00 | +$2010.00 | +40.3% | profit target | Details ↗ |
| Sep 22, 2026Opened 2026-09-14 | 2x Bullish Put Credit Spread | 6d streakZ: -0.67 | Credit: $0.59 Risk: $482 | $1.88 | -$258.00 | -53.5% | Horizon Exit (3 DTE) | Details ↗ |
| Sep 21, 2026Opened 2026-09-18 | 18x Bullish Put Credit Spread | 8d streakZ: -1.39 | Credit: $0.72 Risk: $2304 | $1.76 | -$1872.00 | -81.2% | Stop Loss (Width Cap) | Details ↗ |
| Sep 21, 2026Opened 2026-09-16 | 24x Bullish Put Credit Spread | 6d streakZ: -1.34 | Credit: $0.63 Risk: $3288 | $1.75 | -$2688.00 | -81.8% | Stop Loss (Width Cap) | Details ↗ |
| Sep 21, 2026Opened 2026-09-09 | 17x Bullish Put Credit Spread | 6d streakZ: -2.00 | Credit: $4.75 Risk: $13175 | $0.35 | +$7480.00 | +56.8% | Exit triggered (profit target) but broker submission failed: HTTP Error 422: Unprocessable Entity | Details ↗ |
| Sep 18, 2026Opened 2026-09-17 | 23x Bullish Put Credit Spread | 4d streakZ: -1.14 | Credit: $0.33 Risk: $1541 | $1.19 | -$1978.00 | -128.4% | Stop Loss (Width Cap) | Details ↗ |
| Sep 18, 2026Opened 2026-09-17 | 25x Bullish Put Credit Spread | 6d streakZ: -0.81 | Credit: $0.13 Risk: $2175 | $0.24 | -$275.00 | -12.6% | Stop Loss (Width Cap) | Details ↗ |
| Sep 17, 2026Opened 2026-09-15 | 25x Bullish Put Credit Spread | 5d streakZ: -0.97 | Credit: $1.00 Risk: $3750 | $0.53 | +$1175.00 | +31.3% | Early Profit (35%) | Details ↗ |
| Sep 16, 2026Opened 2026-09-15 | 25x Bullish Put Credit Spread | 6d streakZ: -2.99 | Credit: $0.10 Risk: $2250 | $0.35 | -$625.00 | -27.8% | Horizon Exit (2 DTE) | Details ↗ |
| Sep 16, 2026Opened 2026-09-15 | 7x Bullish Put Credit Spread | 4d streakZ: -3.15 | Credit: $3.90 Risk: $4270 | $9.69 | -$4050.00 | -94.8% | Stop Loss (Width Cap) | Details ↗ |
| Sep 16, 2026Opened 2026-09-14 | 1x Bullish Put Credit Spread | — | Credit: $0.93 Risk: $207 | $3.44 | -$251.00 | -121.3% | Stop Loss (Width Cap) | Details ↗ |
| Sep 15, 2026Opened 2026-09-14 | 1x Bullish Put Credit Spread | — | Credit: $1.24 Risk: $176 | $2.00 | -$76.00 | -43.2% | Horizon Exit (3 DTE) | Details ↗ |
| Sep 15, 2026Opened 2026-09-14 | 25x Bullish Put Credit Spread | 6d streakZ: -0.79 | Credit: $0.75 Risk: $3125 | $1.69 | -$2350.00 | -75.2% | Horizon Exit (3 DTE) | Details ↗ |
| Sep 15, 2026Opened 2026-09-14 | 1x Bullish Put Credit Spread | 4d streakZ: -1.12 | Credit: $0.15 Risk: $35 | $0.45 | -$30.00 | -85.7% | Horizon Exit (3 DTE) | Details ↗ |
| Sep 15, 2026Opened 2026-09-14 | 25x Bullish Put Credit Spread | 6d streakZ: -0.67 | Credit: $0.41 Risk: $6475 | $0.72 | -$775.00 | -12.0% | risk rules satisfied | Details ↗ |
| Sep 15, 2026Opened 2026-09-09 | 17x Bullish Put Credit Spread | 4d streakZ: -1.61 | Credit: $1.87 Risk: $9571 | $5.74 | -$6579.00 | -68.7% | Horizon Exit (3 DTE) | Details ↗ |
| Sep 14, 2026Opened 2026-09-14 | 25x Bullish Put Credit Spread | 5d streakZ: -0.56 | Credit: $0.15 Risk: $2125 | $2.50 | -$5875.00 | -276.5% | Stop Loss (Width Cap) | Details ↗ |
| Sep 14, 2026Opened 2026-09-11 | 15x Bullish Put Credit Spread | 4d streakZ: -0.71 | Credit: $3.55 Risk: $9675 | $1.70 | +$2775.00 | +28.7% | Early Profit (35%) | Details ↗ |
| Sep 10, 2026Opened 2026-09-09 | 25x Bullish Put Credit Spread | 7d streakZ: -0.91 | Credit: $0.42 Risk: $1450 | $0.88 | -$1150.00 | -79.3% | Stop Loss (Width Cap) | Details ↗ |
| Sep 10, 2026Opened 2026-09-09 | 25x Bullish Put Credit Spread | 8d streakZ: -1.11 | Credit: $0.71 Risk: $3225 | $1.75 | -$2600.00 | -80.6% | Stop Loss (Width Cap) | Details ↗ |
| Sep 10, 2026Opened 2026-09-09 | 6x Bullish Put Credit Spread | 6d streakZ: -2.06 | Credit: $4.50 Risk: $3300 | $8.20 | -$2220.00 | -67.3% | Stop Loss (Width Cap) | Details ↗ |
| Sep 10, 2026Opened 2026-09-09 | 25x Bullish Put Credit Spread | 6d streakZ: -2.06 | Credit: $1.55 Risk: $8625 | $2.75 | -$3000.00 | -34.8% | risk rules satisfied | Details ↗ |
| Sep 10, 2026Opened 2026-09-09 | 25x Bullish Put Credit Spread | 7d streakZ: -0.91 | Credit: $0.31 Risk: $1725 | $0.57 | -$650.00 | -37.7% | risk rules satisfied | Details ↗ |
| Sep 8, 2026Opened 2026-09-08 | 25x Bullish Put Credit Spread | 6d streakZ: -2.09 | Credit: $0.40 Risk: $11500 | $3.70 | -$8250.00 | -71.7% | Stop Loss | Details ↗ |
| Sep 8, 2026Opened 2026-09-08 | 9x Bullish Put Credit Spread | 6d streakZ: -5.16 | Credit: $4.90 Risk: $11340 | $8.30 | -$3060.00 | -27.0% | Stop Loss | Details ↗ |
| Sep 8, 2026Opened 2026-09-08 | 25x Bullish Put Credit Spread | 7d streakZ: -0.72 | Credit: $1.48 Risk: $6300 | $1.92 | -$1100.00 | -17.5% | Stop Loss | Details ↗ |
| Sep 8, 2026Opened 2026-08-31 | 1x Bullish Put Credit Spread | 3d streakZ: -1.36 | Credit: $4.40 Risk: $560 | $14.40 | -$1000.00 | -178.6% | Max Holding (3 sessions) | Details ↗ |
| Aug 31, 2026Opened 2026-08-28 | 1x Bullish Put Credit Spread | 3d streakZ: -1.59 | Credit: $6.00 Risk: $400 | $12.40 | -$640.00 | -160.0% | Max Holding (3 sessions) | Details ↗ |