| Trade | Total Cost | Projected Contract Return | Total Return | Exit Reason | Closed |
|---|---|---|---|---|---|
| Loading closed signals… | |||||
A win means the alert crossed TP1. Resolved trades are closed alerts with a recorded exit.
Modeled Contract Edge is the mean modeled contract return across resolved closes. Normal rows use Black-Scholes with solvable entry IV. A row is labeled as a delayed-entry outlier only when its recorded premium is at or below half of entry intrinsic and the existing model would have shown at least +250%; those rows use direction-aware intrinsic value at entry and exit, multiplied by 100 per contract. Other rows keep their existing model path. Rows with missing or otherwise unusable inputs are excluded. It does not use the underlying stock move, a target-range midpoint, or an unlabeled proxy.
These ranges are measured, not estimated. Each is the middle half (25th to 75th percentile) of a Black-Scholes reprice of every closed signal on file, taken at the exact timestamp the target was stamped. They replace the earlier estimated ranges, which understated both the winners and the losses.
A target range is what the contract was worth at the moment the target printed. It is not what the trade finished at. A TP1 trade is worth about +27% at the stamp and closes near −19% on average when the move reverses afterward, which is why the two figures differ.
A win is strict: the trade crossed TP1. That is the only test. We count a TP1 cross when the touch time and touch price are both on file, when a later target was hit, or when the close reason is a TP outcome. Win Rate is wins divided by resolved trades, and Resolved Trades is that exact denominator.
A trade can cross TP1 and still close below entry if the move reverses before the exit. It stays a win by this definition, and the ledger shows its measured stock move as the loss it was.
After TP1, the stop ratchets to the TP1 stock price. A reversal then closes at locked-in profit.
Potential Return replays only resolved rows with a valid modeled contract basis. Normal rows use constant-entry-IV Black-Scholes, including the time-decay adjustment over the recorded holding period. Confirmed delayed-entry outliers use intrinsic value at entry and exit, with the 100-share contract multiplier applied to both. Rows the contract model cannot price are excluded from the per-row return and account replay. Measured inputs do not make this a record of real trades: the portfolio result is still a modeled outcome, not a measured fill.
Published results may not match any individual member's fills, timing, fees, taxes, slippage, or execution. Currently-open positions are member-only and never appear on this page. Risk Disclaimer.
Automated close-tracking went live in March 2026. Alerts published before then were logged at entry but were not tracked to a close, so they carry no recorded exit. The outcome metrics above are computed only from trades with a recorded close. Earlier alerts are part of our delivery history and are excluded from these results.
