Your trading
Every round trip the bot has closed on this account since Oct 14, and what the numbers say about where it makes and loses money.
Net P&L (closed trades)
-$14,807
39 trades · -$380 per trade
Account
-23.64%
SPY +0.97% · max drawdown -23.64%
Win rate
25.6%
avg win $583 · avg loss -$712
Profit factor
0.28
$ won per $ lost (above 1 is profitable)
What stands out
- Trades entered 10am-11am ET: 23 trades, -$14,405, 13% winners (70% of all losing dollars).
- Exits by underlying_stop: 11 trades, -$9,802, 0% winners (47% of all losing dollars).
- The stock moved the way the rule bet on 15 of 39 trades (average move -1.17% in the rule's favour), so most losses start with the signal, before the options make them bigger. 5 more lost even though the stock went their way.
- The same stock moves at the shares-mode size (10% of equity) would have come to -$4,493, against -$14,807 with options. Leverage magnifies small moves against the trade, and every round trip pays the bid-ask spread.
- 12 trades hit a stop on the day they were opened, for -$9,828: worth checking whether the stop is too tight for those names.
- 3 sessions after the signal, vetoed stocks moved -1.61% in the rule's favour vs -0.8% for the approved ones: the vetoes are screening out weaker setups.
- The daily loss limit tripped on 2 days, blocking 200 signals.
Account vs SPY
$100,000 → $76,363By strategy
| Trades | Win rate | Avg | P&L | |
|---|---|---|---|---|
| Momentum breakdown (puts) | 8 | 0% | -20.1% | -$5,940 |
| RSI-2 mean reversion | 13 | 30.8% | -9.3% | -$5,154 |
| RSI-2 overbought (puts) | 10 | 30% | -10.9% | -$3,182 |
| Relative weakness vs SPY | 2 | 0% | -53.3% | -$1,760 |
| Opening range breakout | 1 | 0% | -35.2% | -$561 |
| VWAP reclaim (intraday) | 1 | 0% | -17.2% | -$286 |
| Bearish engulfing (intraday) | 1 | 0% | -19.7% | -$280 |
| Gap and go / fade (calls) | 2 | 100% | +32.7% | $844 |
| Momentum breakout | 1 | 100% | +100.9% | $1,512 |
By entry time (ET)
| Trades | Win rate | Avg | P&L | |
|---|---|---|---|---|
| 9am-10am | 3 | 66.7% | +10.1% | $283 |
| 10am-11am | 23 | 13% | -17.3% | -$14,405 |
| 11am-12pm | 5 | 40% | -3.1% | -$351 |
| 12pm-1pm | 4 | 25% | +4.0% | -$234 |
| 1pm-2pm | 2 | 0% | -28.6% | -$1,040 |
| 3pm-4pm | 2 | 100% | +11.0% | $940 |
By exit reason
| Trades | Win rate | Avg | P&L | |
|---|---|---|---|---|
| underlying_stop | 11 | 0% | -26.2% | -$9,802 |
| mean_reverted | 19 | 36.8% | -3.8% | -$3,080 |
| premium_stop | 3 | 0% | -53.8% | -$2,696 |
| trailing_stop | 3 | 0% | -15.9% | -$1,585 |
| underlying_target | 2 | 100% | +32.7% | $844 |
| premium_target | 1 | 100% | +100.9% | $1,512 |
By hold
| Trades | Win rate | Avg | P&L | |
|---|---|---|---|---|
| Same day | 15 | 20% | -14.7% | -$7,472 |
| 1 night | 24 | 29.2% | -7.6% | -$7,335 |
By instrument
| Trades | Win rate | Avg | P&L | |
|---|---|---|---|---|
| put | 21 | 14.3% | -18.9% | -$11,162 |
| call | 18 | 38.9% | -0.4% | -$3,645 |
The stock's move vs the trade's result
Stock went the rule's way
15 / 39
Trades that made money
10 / 39
Avg stock move, rule's direction
-1.17%
Same moves in shares (10% size)
-$4,493
Separates the signal from the instrument. If the stock rarely goes the rule's way, the rule is the problem; if it does but the trade still loses, the options (spread, decay, sizing) are. Bearish moves count as a short.
Claude's reviews
| Signals | Count | Checked after 3 sessions | Went the rule's way | Avg move |
|---|---|---|---|---|
| Approved (ordered) | 114 | 49 | 23 (47%) | -0.80% |
| Vetoed by Claude | 57 | 21 | 8 (38%) | -1.61% |
The stock's move from the signal price to the close 3 sessions later. If vetoed stocks do worse than approved ones, the vetoes are earning their keep. Confidence on traded entries ranged 0.4-0.6.
Signals the risk rules blocked
| Reason | Signals | Days |
|---|---|---|
| outside entry window | 1094 | 9 |
| max open positions | 778 | 8 |
| spread too wide | 333 | 1 |
| no option chain | 279 | 2 |
| daily loss limit | 200 | 2 |
| max positions per sector | 182 | 8 |
| no liquid put | 125 | 9 |
| max entries per day | 125 | 1 |
| no liquid call | 85 | 8 |
| review budget exhausted | 85 | 1 |
| contract too expensive | 31 | 6 |
| cooldown | 20 | 6 |
One signal is logged per symbol per tick, so a busy rule repeats; days shows how often it applied.
Trades (39)
| Closed | Symbol | Strategy | Type | Held | Exit | Stock move | Return | P&L |
|---|---|---|---|---|---|---|---|---|
| Oct 27 | Relative weakness vs SPY | put | same day | premium_stop | -0.70% | -52.6% | -$860 | |
| Oct 27 | Relative weakness vs SPY | put | same day | premium_stop | +0.30% | -54.0% | -$900 | |
| Oct 27 | Momentum breakout | call | same day | premium_target | +2.91% | +100.9% | $1,512 | |
| Oct 27 | VWAP reclaim (intraday) | call | same day | underlying_stop | -0.96% | -17.2% | -$286 | |
| Oct 27 | RSI-2 overbought (puts) | put | same day | premium_stop | -4.98% | -54.7% | -$936 | |
| Oct 27 | Bearish engulfing (intraday) | put | same day | underlying_stop | -1.16% | -19.7% | -$280 | |
| Oct 27 | Opening range breakout | call | same day | underlying_stop | -1.48% | -35.2% | -$561 | |
| Oct 27 | Gap and go / fade (calls) | call | same day | underlying_target | +1.45% | +30.4% | $464 | |
| Oct 27 | Gap and go / fade (calls) | call | same day | underlying_target | +3.24% | +35.0% | $380 | |
| Oct 27 | RSI-2 mean reversion | call | 1n | mean_reverted | +2.89% | -2.0% | -$80 | |
| Oct 27 | Momentum breakdown (puts) | put | 1n | trailing_stop | -4.87% | -15.1% | -$670 | |
| Oct 26 | RSI-2 overbought (puts) | put | 1n | mean_reverted | +2.67% | -4.5% | -$180 | |
| Oct 23 | Momentum breakdown (puts) | put | 1n | trailing_stop | -3.20% | -8.4% | -$225 | |
| Oct 22 | RSI-2 overbought (puts) | put | 1n | mean_reverted | +4.80% | +10.6% | $440 | |
| Oct 26 | RSI-2 mean reversion | call | 1n | mean_reverted | -0.12% | -13.9% | -$560 | |
| Oct 22 | RSI-2 mean reversion | call | 1n | underlying_stop | -5.06% | -33.1% | -$1,380 | |
| Oct 23 | RSI-2 overbought (puts) | put | 1n | mean_reverted | -0.12% | -25.9% | -$1,200 | |
| Oct 22 | RSI-2 mean reversion | call | 1n | underlying_stop | -5.12% | -29.4% | -$1,290 | |
| Oct 23 | RSI-2 overbought (puts) | put | 1n | mean_reverted | -0.63% | -15.6% | -$710 | |
| Oct 21 | RSI-2 mean reversion | call | 1n | mean_reverted | +2.53% | +21.2% | $910 | |
| Oct 21 | RSI-2 mean reversion | call | 1n | mean_reverted | +1.42% | -3.2% | -$120 | |
| Oct 26 | RSI-2 overbought (puts) | put | 1n | mean_reverted | -1.46% | -23.9% | -$1,010 | |
| Oct 21 | RSI-2 overbought (puts) | put | 1n | mean_reverted | -0.52% | -13.6% | -$450 | |
| Oct 19 | RSI-2 overbought (puts) | put | 1n | mean_reverted | +1.06% | +11.4% | $500 | |
| Oct 20 | RSI-2 mean reversion | call | 1n | mean_reverted | +1.78% | +13.0% | $335 | |
| Oct 16 | RSI-2 mean reversion | call | same day | underlying_stop | -5.14% | -39.9% | -$1,650 | |
| Oct 20 | RSI-2 mean reversion | call | 1n | mean_reverted | +0.76% | -1.4% | -$55 | |
| Oct 19 | RSI-2 overbought (puts) | put | 1n | mean_reverted | +4.64% | +24.7% | $1,144 | |
| Oct 21 | RSI-2 mean reversion | call | 1n | mean_reverted | -1.23% | -17.4% | -$750 | |
| Oct 21 | RSI-2 mean reversion | call | 1n | mean_reverted | -0.71% | -17.6% | -$660 | |
| Oct 21 | RSI-2 mean reversion | call | 1n | mean_reverted | +2.68% | +3.2% | $140 | |
| Oct 15 | Momentum breakdown (puts) | put | same day | underlying_stop | -7.67% | -27.1% | -$950 | |
| Oct 20 | RSI-2 mean reversion | call | 1n | mean_reverted | +0.38% | +0.2% | $6 | |
| Oct 21 | RSI-2 overbought (puts) | put | 1n | mean_reverted | -1.30% | -17.1% | -$780 | |
| Oct 21 | Momentum breakdown (puts) | put | 1n | trailing_stop | -3.92% | -24.1% | -$690 | |
| Oct 15 | Momentum breakdown (puts) | put | same day | underlying_stop | -7.16% | -25.3% | -$1,115 | |
| Oct 15 | Momentum breakdown (puts) | put | same day | underlying_stop | -7.25% | -23.8% | -$730 | |
| Oct 15 | Momentum breakdown (puts) | put | same day | underlying_stop | -7.00% | -18.3% | -$645 | |
| Oct 15 | Momentum breakdown (puts) | put | same day | underlying_stop | -7.41% | -19.1% | -$915 |
Stock move is signed in the rule's favour: + means the stock went the way the trade bet.
Strategy backtest
How the rules would have done over past years, to put the live record in context. Replays each strategy's own rules, with its saved settings, over daily bars; each gets its own $100,000 account. Signals fill at the day's close; stops and targets fill at their level when the day's range touches them (at the open on a gap). Bearish rules are scored as a short of the stock, not puts, and the Claude reviewer is left out.
Running backtests is limited to the owner. Owner sign in