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2026-07-23T20:56:21 [test] suppressed path works

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📐 Options — candidates, capital efficiency & measured results

Honest status: the intraday scalp does NOT survive as options (move too small vs spread). But the longer-DTE swing strategy (below) does, in backtest: tier3 ≈ +66% per trade (t 6.4) — leveraged from a +0.08R underlying edge. This is modeled (no IV-crush, assumed spreads) with a low ~25% win rate (tail-driven). Strong enough to forward-test with real option data — NOT yet to fund blind.

Forward track record — tier3 swing options (real Questrade quotes, net of spread)

6 closed2 open17% win-17.7%/trade-106% total$-2,74710 pre-guard prints excl. (-60% avg, $-3,386)

🏆 Top winners & 💀 losers

Winners (closed)
NFLX+139%$+465target +60%
Losers (closed)
GOOGL-77%$-1,125stop −50%
BBAI-70%$-1,050stop −50%
BABA-51%$-430stop −50%
Open, by live P&L:NFLX -21% ($-265)SNOW -47% ($-640)

Open positions — live marks (15-min monitor)

symbolcontractenteredheldpremiumvalue nowP&L
SNOW queueC292.5 2026-08-212026-07-203d$1370$730-46.7%
NFLX queueP67.0 2026-08-282026-07-212d$249$196-21.3%

marks from monitor tick at 15:49 (432 min ago — STALE: market closed or monitor down)

Closed trades — entry → exit, days, return, why it closed

symbolenteredpremium in→outheldreturnexit
GOOGL2026-07-17$1465→$3406d-77%stop −50%
BBAI2026-07-17$10→$34d-70%stop −50%
AI2026-07-20$38→$310d-18%time exit
SNOW2026-07-15$1000→$7152d-28%time exit
NFLX2026-07-07$335→$80010d+139%target +60%
BABA2026-07-07$840→$4102d-51%stop −50%
SATS2026-06-23$810→$02d-100%flatten-noquote (unquotable) · off-hrs (pre-guard)
SMCI2026-06-23$273→$1632d-40%flatten (strategy reset) · off-hrs (pre-guard)
AVGO2026-06-23$1875→$14552d-22%flatten (strategy reset) · off-hrs (pre-guard)
SNOW2026-06-23$1450→$12152d-16%flatten (strategy reset) · off-hrs (pre-guard)
RDW2026-06-23$150→$452d-70%stop −50% · off-hrs (pre-guard)
ASTS2026-06-23$880→$3402d-61%stop −50% · off-hrs (pre-guard)
PL2026-06-23$280→$1152d-59%stop −50% · off-hrs (pre-guard)
LUNR2026-06-23$236→$762d-68%stop −50% · off-hrs (pre-guard)
RKLB2026-06-23$900→$1292d-86%stop −50% · off-hrs (pre-guard)
AI2026-06-23$95→$252d-74%stop −50% · off-hrs (pre-guard)

Mark paths — MFE / MAE research ledger

symbolcontractstatusticksMFEMAElastpost-exitpath
SNOWSNOW260821C00292500open80+4%-47%-47%—
NFLXNFLX260828P00067000open54-3%-42%-21%—
GOOGLGOOGL260828C00355000stop −50%76+37%-77%-77%-81%
BBAIBBAI260807P00002500stop −50%26-20%-70%-70%-20%
AIAI260731P00008500time exit1-18%-18%-18%+45%
SNOWSNOW260731C00280000time exit0———-56%
NFLXNFLX260807P00075000target +60%0———+84%
BABABABA260918P00100000stop −50%0———-68%

one row per contract per monitor tick (swing_options_marks_history.csv, logging since 2026-07-17) — offline sim fodder for partial exits / trails before any live-rule change

What the system would trade (staged option plans)

symbolstructurestrikeexpirypremiummax loss
NFLXlong_put76.0P2026-08-21$400$400
BABAlong_put105.0P2026-08-21$548$548
CMGlong_put32.0P2026-07-24$393$393
NFLXlong_put75.0P2026-07-17$278$278
NFLXlong_put76.0P2026-07-24$283$283
BABAlong_put110.0P2026-08-21$662$662
NFLXlong_put79.0P2026-07-24$299$299
CMGput_debit_spread31.0P2026-07-24$448$448
NFLXlong_put73.0P2026-07-31$378$380
NFLXlong_put72.0P2026-08-07$392$405
BBAIlong_put3.5P2026-07-17$250$260
BABAlong_put95.0P2026-09-18$748$890
NFLXlong_put73.0P2026-08-07$362$370
NFLXlong_put74.0P2026-08-07$408$415
NFLXlong_put77.0P2026-07-31$370$375
NFLXlong_put75.0P2026-08-07$362$370
BABAlong_put100.0P2026-09-18$788$840
BABAlong_put106.0P2026-08-14$1125$1310
NFLXlong_put75.0P2026-08-21$1320$1335
NFLXlong_put73.0P2026-08-14$1200$1230
SNOWlong_call280.0C2026-07-31$772$835
NFLXlong_put76.0P2026-08-14$1395$1425
NFLXlong_put73.0P2026-08-28$1342$1380
NFLXput_debit_spread68.0P2026-08-28$1326$1326
AIlong_put8.5P2026-07-31$1495$2024
BBAIlong_put2.5P2026-08-07$1500$1650
NFLXput_debit_spread70.0P2026-08-28$1428$1428
SNOWlong_call292.5C2026-08-21$1355$1445
NFLXput_debit_spread69.0P2026-08-21$1330$1330
NFLXlong_put67.0P2026-08-28$1308$1330
NFLXlong_put71.0P2026-08-28$1360$1380
BABAput_debit_spread120.0P2026-08-28$1066$1066
NFLXlong_put72.5P2026-11-20$788$820
AIlong_put8.0P2026-08-07$1470$1925
LUNRlong_put13.5P2026-08-07$1440$1872

Capital efficiency — why this fits a $5–10K sleeve

35 planstotal premium $30,388total max-loss $32,727≈ 11 plans fit in $10K

Each long option's risk is capped at its premium ($868 avg) — no 0.4%-stop / $125k-notional problem the shares scalp has. That capital efficiency is the real case for options on a small account.

Measured results — swing strategy as options (2yr backtest, modeled net of spread)

ScenarioNOption net (mean)tWin%vs underlying
optimistic (45 DTE, IV 35%, 3% spread)1947+49.1%6.9526%✅ survives
base (35 DTE, IV 40%, 4% spread)1947+45.0%6.3525%✅ survives
realistic (30 DTE, IV 45%, 5% spread)1947+38.6%5.6424%✅ survives

1,947 trades, underlying +0.108R (t 4.0). As ATM options it returns +39–49% mean/trade (t 5.6–7.0) — but win rate is ~25% (tail-driven) and tier3 carries it (+66%); tier1/2 don't. Modeled with FLAT IV (no crush) so live is worse. Next: forward-paper tier3 swing options on real data (Tradier/Alpaca) before funding.