Recommendations
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Informational only, not investment advice. This is a personal research project. The trades shown are hypothetical paper trades and model output, with no fees or slippage. Options can lose their full value. Past results do not predict future results. Do your own research.
Daily decision desk
Today’s scan
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Option-ready symbols
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Strategy setups tested
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Scanner health
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Decision
What the scanner would do today
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Candidate funnel
How to read this dashboard
A recommendation requires every hard gate to pass. Near misses are research candidates, not trades. Exploratory ideas fail a strict gate but pass on modeled expected value; they are paper-traded in their own tier so their results can be judged before any gate is loosened. Click an opportunity to see the structure, economics and exact blocker in plain English.
Opportunities
Every recommendation, watchlist idea and near miss, newest first. “Price now” is a live quote when available, otherwise the latest stored price (hover for its source and time).
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Current open portfolio
Latest midpoint marks and aggregate risk
Entry cash flow—
Liquidation value—
Maximum loss—
Open risk / NAV—
Paper NAV—
Return on max loss—
Delta dollars—
1% gamma dollars—
Theta / day—
Vega / vol point—
Greek coverage—
Open: qualified / exploratory / legacy— / — / —
Portfolio Greek totals use the latest complete option marks and the enrollment limits use current Greeks when available, with entry Greeks as a fallback.
Trade lifecycle
1
Open onceOnly when a symbol becomes a newly qualified recommendation; watchlist names are research-only
2
Mark twice dailyAfter the scanner and at 1:00 PM Pacific
3
Freeze on closeClosed trades stop receiving current marks
Portfolio-wide diagnostics
Latest mark for every paper trade; no fees or slippage
Costs: headline figures use midpoint marks. “After est. costs” subtracts half the bid/ask spread of every leg at exit plus $0.65 per contract per leg on entry and exit (entries were already priced conservatively). It is an estimate from stored quotes, not a fill record. Read with caution: win rate alone misleads for credit spreads, where small frequent wins offset rare large losses. Check total P&L, worst trade and drawdown beside each win rate, and treat any group with fewer than 20 trades as anecdotal. Closed trades in the same name or the same market week are correlated, so the effective sample is smaller than the count.
Top strategy blockers
Overlapping counts
Data quality
Counts overlap: a symbol can fail both bid/ask spread and open-interest tests.
IV rank coverage
Why recommendations are scored on a proxy instead of a true IV rank
Run history
Recent scanner runs and the gate that blocked the most setups