Track Record

The same running scorecard the agent posts to #flex-your-gains, every graded trade counted, wins and losses, modeled at NBBO mid. Nothing hidden, nothing cherry-picked.

View the graded record → How it is scored
01 / PERFORMANCE

Performance at a glance

Cumulative across every graded paper trade
Key figures · all time HYPOTHETICAL
Win rate73.0%graded paper trades
Graded trades40.0wins and losses
Net P&L$15,603▲ 16Kfixed-stake model
Account growth+520.1%▲ 520.1on paper account
Open streak8.0consecutive result
Hypothetical equity curve +$15,603

Running total of a fixed $1,000 hypothetical stake per resolved trade, in chronological order, modeled at NBBO mid, no frictions.

Outcome split · all 40 graded

Hypothetical win rate

Trailing 30 days HYPOTHETICAL
  • Win rate100.0%
  • Graded trades8
  • Wins · losses6 · 0
  • Account growth+152.0%
  • Avg P&L per trade+57.0%
  • Best · worst+184.2% · +0.0%
All time HYPOTHETICAL
  • Win rate73.0%
  • Graded trades40
  • Wins · losses27 · 10
  • Account growth+520.1%
  • Fixed stake$1,000
  • Paper account$3,000
Hypothetical P&L by month HYPOTHETICAL

Net hypothetical dollar P&L per calendar month, fixed $1,000 stake per resolved trade. Green months net positive, red net negative.

02 / DAILY JOURNAL

Daily Trade Journal

Live mirror of the Discord embed
Sat out today No high-conviction setup found

30-day running · hypothetical / paper

6W-0L
Record
100.0%
Win Rate
8W
Streak
+$4,561 (+152.0%)
Total P&L
+57.0%
Avg Trade
+184.2% / +0.0%
Best / Worst

All-time · hypothetical / paper

27W-10L
Record
73.0%
Win Rate
+$15,603 (+520.1%)
Total P&L

$1,000 bet on a $3,000 account · modeled at NBBO mid · hypothetical / paper-traded, not actual trades or customer results.

03 / THE RECORD

All graded paper trades

27 wins · 10 losses · 40 resolved

Every resolved entry: wins and losses. Hypothetical P&L modeled at the NBBO mid price at the moment the agent would have acted; no commissions or slippage applied.

Result Date Ticker Strategy Dir. Strike Conf. Hold Exit P&L %
WIN 2026-06-04 MRVL Momentum-factor unwind, most parabolically extended semi flushing in crypto-led risk-off PUTS 290 79% 1726m Signal exit +3.8%
WIN 2026-06-02 IBIT Crypto idiosyncratic unwind, overnight bearish continuation PUTS 38 83% 316m Signal exit +184.2%
WIN 2026-05-26 IWM 0DTE Small Cap Leadership Gamma Scalp, Yield Drop + Early-Cycle Rotation CALLS 289.0 62% 45m Manual close +50.0%
FLAT 2026-05-22 XLF Bull Steepener Gamma Drift, OpEx Friday MOC CALLS 52.5 75% 5m Signal exit +0.0%
WIN 2026-05-20 IBIT BTC Equity Decoupling, 0DTE Calls CALLS 44.0 76% 105m Signal exit +42.9%
WIN 2026-05-19 QQQ Negative GEX Amplification + Bear Flattener Macro Puts PUTS 698.0 73% 38m Manual close +85.4%
WIN 2026-05-18 QQQ Gap-Up Divergence Fade, 0DTE Puts at Call Wall Resistance PUTS 711.0 66% 16m Signal exit +89.9%
FLAT 2026-05-13 XLE Energy supply-shock rotation long calls CALLS 58 84% 1824m End-of-day close +0.0%
WIN 2026-05-07 NVDA Mega-Cap Tech Leadership 1DTE Calls, Single-Name Escape from Index Gamma Pin CALLS 210.0 70% 91m Manual close +204.5%
LOSS 2026-05-05 IBIT Crypto-Risk-On Bullish Confluence CALLS 47.0 72% 1411m Target reached -23.1%
WIN 2026-05-04 MSFT T-2 FOMC mega-cap drift, MSFT 0DTE calls CALLS 415.0 66% 19m Manual close +268.1%
LOSS 2026-05-01 IBIT BTC_risk_on_momentum_calls CALLS 45.0 75% 384m End-of-day close -82.3%
WIN 2026-04-30 IWM manual entry, IWM 270p 1DTE carryover PUTS 270.0 0% m Carried overnight +220.0%
WIN 2026-04-28 QQQ QQQ 0DTE Puts, Tech-Led Risk-Off Continuation PUTS 655.0 72% 55m Manual close +98.0%
WIN 2026-04-27 MSFT manual entry, MSFT 425c 0DTE CALLS 425.0 0% m Target reached +55.0%
WIN 2026-04-24 GOOGL Pre-earnings drift + consensus leader (CALLS) CALLS 340.0 72% 1823m End-of-day close +41.8%
WIN 2026-04-23 GOOGL Pre-earnings drift + consensus leader (CALLS) CALLS 340.0 72% 1823m End-of-day close +41.8%
LOSS 2026-04-22 IBIT Crypto-leveraged risk-on 0DTE via BTC ETF CALLS 45.0 75% 231m End-of-day close -92.5%
WIN 2026-04-09 QQQ Catalyst Gap Continuation, Ceasefire Relief + Goldilocks Regime Trigger CALLS 610 72% 152m Target reached +365.6%
WIN 2026-04-07 QQQ Stagflation Gamma Cascade PUTS 585 65% 33m Target reached +93.3%
LOSS 2026-04-07 QQQ Negative Gamma Acceleration + Stagflation Selloff PUTS 580 72% 348m End-of-day close -99.3%
LOSS 2026-04-06 SPY Gamma Flip Breakdown + VIX Divergence PUTS 655 62% 383m End-of-day close -99.1%
FLAT 2026-04-01 QQQ Catalyst_Momentum_Calls CALLS 590 62% 0m Target reached +0.0%
WIN 2026-03-26 AMD VWAP Breakdown + Negative Gamma Cascade PUTS 210 73% 11m Manual close +29.5%
LOSS 2026-03-24 SPY VWAP Breakdown + Negative Gamma Acceleration PUTS 650 78% 11m Signal exit -47.0%
WIN 2026-03-20 SPY Quad Witch Negative Gamma Breakdown PUTS 650 80% 66m Manual close +62.5%
WIN 2026-03-19 MSFT IMD_VWAP_PUTS_TREND_FOLLOWING PUTS 390 62% 311m End-of-day close +30.0%
WIN 2026-03-18 SPY FOMC Stagflation Puts, Negative Gamma Amplification PUTS 665 82% 270m Target reached +14.3%
LOSS 2026-03-17 SPY Morning Gap Momentum, Call Wall Approach CALLS 675 58% 352m End-of-day close -98.1%
WIN 2026-03-16 SPY Monday Gap Fill, Call Scalp CALLS 672 63% 155m Trailing stop +41.3%
LOSS 2026-03-13 SPY End of Week Reversal PUTS 674 56% 215m Stop hit -51.0%
WIN 2026-03-12 QQQ Breakout Continuation, Call Sweep CALLS 580 66% 105m Target reached +38.1%
WIN 2026-03-11 SPY 0DTE Momentum Scalp CALLS 670 64% 130m Trailing stop +22.7%
LOSS 2026-03-10 SPY Fade the Gap, Put Scalp PUTS 672 57% 178m Stop hit -44.8%
WIN 2026-03-09 QQQ Breakout Continuation, Call Sweep CALLS 578 71% 95m Target reached +55.2%
WIN 2026-03-06 SPY Opening Drive Momentum CALLS 668 60% 68m Target reached +15.6%
WIN 2026-03-05 SPY VWAP Reclaim, Call Scalp CALLS 665 68% 112m Trailing stop +28.4%
LOSS 2026-03-04 SPY Morning Gap Continuation CALLS 670 55% 203m Stop hit -62.3%
WIN 2026-03-03 QQQ Intraday Reversal, Put Breakdown PUTS 575 65% 87m Target reached +42.4%
WIN 2026-03-02 SPY 0DTE Momentum Scalp CALLS 667 62% 145m Trailing stop +35.5%

Showing all 40 resolved entries · $1,000 hypothetical bet on a $3,000 paper account.

04 / METHODOLOGY

Methodology

How these hypothetical numbers are produced

These results come from a paper / shadow journal, not a live brokerage account. They are hypothetical and simulated.

  • Modeled fills. Entries and exits are priced at the NBBO mid at the moment the agent would have acted, not at real fills.
  • No frictions. Commissions, slippage, financing, and assignment effects are not reflected; in the real world these reduce results.
  • Graded on resolution. A trade counts as graded only once fully resolved, entered and exited with a recorded P&L.
  • Nothing hidden. Every graded trade appears in the table above: wins and losses alike, never cherry-picked.
  • Fixed sizing. Each setup risks a fixed $1,000 on a $3,000 hypothetical account, so the record reflects setup quality rather than position sizing.
  • Inherent limits. Hypothetical results have built-in limitations; no representation is made that any account will achieve similar outcomes.

Full risk, conflict, and hypothetical-performance disclosures are in the site footer and on the disclosures page.