Simulated research. Transparent audit — not a signal service.
Track-record dashboard
Simulated book · small sample · peak kept separate
One completed trade (Trade Zero, pre-rule baseline). Do not read win rate or profit factor as a performance claim.
Starting capital
$10,000
Current equity
$9,840
Realized P&L
−$160
Return %
−1.6%
Completed trades
1
includes pre-rule baseline
Wins / losses
0 / 0 rules-based
Win rate
NOT MEANINGFUL — n=1 pre-rule baseline only
Average winner
NOT ENOUGH RULES-BASED WINS
Average loser
−$160
pre-rule only
Profit factor
NOT YET MEANINGFUL
Max drawdown
$160
1.6% of starting capital
Open trade
No open position
Peak opportunity
Charted +25%: 1 · Verified executable peaks: 0
Analytical only — not realized P&L
GEX framework
Maps re-evaluate intraday
Positive GEX does NOT mean bullish. Positive gamma is primarily a volatility-dampening / mean-reverting regime.
Negative GEX does NOT mean bearish. Negative gamma is a regime where dealer hedging can amplify movement in either direction.
Morning GEX snapshots are never permanent. Walls, HVLs, pins, and net gamma change materially during a session. Each journal entry preserves an ORIGINAL THESIS and timestamped THESIS UPDATES — not a retroactively clean story.
Level types
MAGNET/PIN — price may gravitate toward the level.
SUPPORT/RESISTANCE — structural level from the options book.
TRIGGER — level whose loss or reclaim changes the thesis.
ACCELERATION CONDITION — price break with a gamma-regime change that could amplify the move.
Canonical example (Trade Zero, Sep 2 2026): overnight map had QQQ under the 717 flip with 700 as the put-side magnet. After the cash open, 707 HVL was reclaimed and held, net GEX flipped positive, the call wall rolled to 708, and the 700 thesis was CANCELLED. When the options structure changes, the thesis changes.
Today’s Opportunity
Last updated
The AI is monitoring SPY, QQQ, and IWM. No setup currently meets the published entry and risk standards.
No official 0DTE candidate on the book.
WATCHING — NO ENTRYSIMULATED0DTE session
None — no qualifying entry
One official same-day record · session still open until the verified ETF-option cutoff
Status
WATCHING — NO ENTRY
Underlying
SPY / QQQ / IWM
Exact contract
None — no qualifying entry
0DTE or 1DTE
0DTE
Preferred entry range
—
Maximum entry / PASS ABOVE
PASS — no chase
Actionable or expired
Watching — not actionable
Underlying invalidation
—
Primary target
—
Model position size
0 contracts · no debit
Planned stop-loss amount
—
Maximum capital at risk
$0 — no premium deployed
Alert expiration
Verify the ETF-option cutoff for the exact product. SPY/QQQ/IWM typically remain eligible until 4:15 PM ET on regular sessions — they are ETF options, not cash-settled index options.
Last updated ET
Sep 2, 2026, ~1:25 PM ET
Planned stop-loss amount is a management plan, not a guaranteed fill. Maximum capital at risk on a long option is the full premium paid. A stop is not a ceiling when premium is larger than the planned stop.
Candidates monitored
SPY, QQQ, and IWM. One official daily record — not one record per symbol. IWM remains a watch only (officialCandidate: false), not a second official candidate.
Why none qualified
Index tape in a positive-GEX pin. IWM 290 not broken. No chase into the 2:00 PM ET Beige Book print or leftover Sep 2 707 puts.
GEX snapshot
IWM 0DTE net +16.7M positive gamma, pin 291–293, C1 293, HVL/P1 290. Index names sitting in a positive-gamma pin. GEX is a destination, not an entry by itself.
Same-day P&L
$0 for the same-day slot. Capital preserved. Carry-in of Trade Zero is a separate overnight ticket — realized once, not here as a second official candidate.
Observation
The session stays open until the verified cutoff for the exact ETF option (typically 4:15 PM ET for SPY/QQQ/IWM on regular sessions — not cash-settled index options). If nothing qualifies, the official close of this day remains NO QUALIFYING ENTRY — CAPITAL PRESERVED.
Compact progress
Managed $10k book · Peak is not realized P&L
Day
2/30
RULES-BASED QUALIFIED ALERTS
0
Verified +25% opportunities
NOT ENOUGH VERIFIED DATA
Median verified Peak Opportunity
NOT ENOUGH VERIFIED DATA
Managed model-account balance
$9,840
Managed net P&L
—
No-qualifying-entry days
1
Rules-based compliance
N/A
Charted +25% opportunities
1
Charted Opportunity Rate
1 / 1 executed · CHARTED, not verified
Official Peak Opportunity statistics require VERIFIED NBBO or BROKER QUOTE VERIFIED. Trade Zero’s official peak is NOT PRESERVED — insufficient historical quote evidence; the bid/NBBO was not captured before expiration. Charted +28.6% is a traded-price high, not a verified executable bid, and does not increment verified +25%. Overnight ~$4.00–$4.40 is not a peak. Rules-based managed record begins after Trade Zero. Model balance $9,840 includes the approved pre-rule baseline −$160 only.
Peak Opportunity After Alert is the largest verifiable executable gain that became available after the timestamped alert and before the contract’s trading window ended. It is not realized profit and does not mean anyone captured the full move.
Expanded record (not official until verified quotes)
Average Peak Opportunity
NOT ENOUGH VERIFIED DATA
% reaching +50% / +100% / +200%
NOT ENOUGH VERIFIED DATA
Average MAE before peak
NOT ENOUGH VERIFIED DATA
Median time to peak
NOT ENOUGH VERIFIED DATA
All-or-nothing $1,000 total
NOT ENOUGH VERIFIED DATA
Managed win / loss
0 / 0
Opportunity Capture Rate
—
0DTE vs 1DTE
NOT ENOUGH VERIFIED DATA
Charted Opportunity Rate
1 / 1 executed · CHARTED, not verified
Hypothetical $1,000 fixed-notional research model. Not the model-account position size and not realized performance. All-or-nothing dollars never change the $10,000 managed account.
What the AI Is Learning
Forward only
Lesson 01 · effective
PROTECT THE GIFT
An overnight indicated double on a 1-lot is a gift. From this stamp forward, +50% on a 1-lot must REALIZE PROFIT or become a PROTECTED RUNNER with a published premium floor. +100% is a harvest or a tightened floor — not an unprotected hold into the cash open.
This lesson is forward-only. It does not rewrite Trade Zero (QQQ Sep 2 707 put, 1DTE, pre-rule baseline).
Recent Results
Unique trade ids · one count each
Collapsed cards show Opportunity Identified, Peak Opportunity, and Managed Result. A CHARTED YES is a traded-price high, not a verified executable bid. All-or-Nothing dollars stay in the details. Peak Opportunity is not realized profit. AWAITING VERIFIED QUOTE DATA is only while the contract is still live and still quoted. After expiration with no preserved bid tape, Official Peak is NOT PRESERVED — insufficient historical quote evidence. That is a protocol miss, not a pending lookup.
2026-09-01
QQQ Sep 2 2026 707 put
Opportunity identified
YES · CHARTED
Peak Opportunity
NOT PRESERVED — insufficient historical quote evidence
Managed Result
−$160
PEAK OPPORTUNITY AFTER ALERT: NOT PRESERVED — insufficient historical quote evidence
CHARTED PEAK AFTER ALERT: +28.6%
Signal quality
Opportunity identified
YES · CHARTED
Qualifier
CHARTED — traded-price high, not a verified executable bid
Reference entry
$2.20 published alert / desk fill — not a verified ASK tape
Verified executable bid
NOT PRESERVED — insufficient historical quote evidence
Official Peak Opportunity
NOT PRESERVED — insufficient historical quote evidence
Official verification
NOT PRESERVED — insufficient historical quote evidence
Charted peak after alert
+28.6%
Charted high / time
$2.83 · Sep 2, 2026, 9:30 AM ET
Charted verification
TRADINGVIEW TRADED-PRICE HIGH — NOT A VERIFIED EXECUTABLE BID
MAE before peak
—
Time to peak
Overnight carry into the 9:30 AM ET cash-open minute (charted high)
Peak vs managed invalidation
—
Peak day
Later day — Sep 2 expiration session
The contract recorded a $2.83 traded-price high during the 9:30 AM ET one-minute candle, approximately 28.6% above the $2.20 reference entry. This establishes a charted opportunity above the challenge’s +25% threshold, but it does not prove that the entire position could have been sold at that price. On-chart 2.59 is a later local peak label — not the session high, not the charted peak, not a verified bid, not the managed result. On-chart 1.61 is a local trough, not a peak.
Overnight indication approximately $4.00–$4.40 occurred before the public alert / while the options market was closed. Not a verified executable bid. Not the charted peak. The bid/NBBO was not captured before this 0DTE expired, so Official Peak cannot be verified later.
SPY, QQQ, IWM. Index ETFs. No single-name lotto. This book is not a sector-swing blotter.
One official record every market day
Executed trade, or NO QUALIFYING ENTRY — CAPITAL PRESERVED, or market closed, or data unavailable. A watch-only name is not a second official candidate.
GEX is a destination, not a signal
A GEX snapshot can name a price. It is not an entry by itself. Tape has to qualify. No GEX-only fills.
Defined risk. Planned stop vs max capital at risk.
Size is set at entry. We do not add after a loser. We do not widen a stop. Planned stop-loss amount is a plan. Maximum capital at risk on a long option is the full premium. Never treat a $100 planned stop as the absolute max when premium is larger.
Time has a vote. Overnight is labeled overnight.
0DTE and 1DTE are labeled on every card. SPY, QQQ, and IWM are ETF options, not cash-settled index options — verify the eligible trading time for the exact product (typically 4:15 PM ET on regular sessions for these three). A 1DTE carry is one trade, one P&L, two calendar cards.
Desk rule · every ticket
Preserve the tape before the chain disappears
AWAITING VERIFIED QUOTE DATA is only while the contract is still live and still quoted. After the 0DTE leaves the chain, there is no later lookup.
Before the contract disappears from the normal TradingView workflow — typical SPY/QQQ/IWM ETF-option cutoff 4:15 PM ET; verify the product, do not assume — open the exact contract and keep three separate records:
CHARTED PEAK
Highest traded price after the public alert / reference entry and before cutoff. Superchart 1m OHLC high, timestamped screenshot. Not an executable bid.
VERIFIED EXECUTABLE PEAK
Highest executable bid / NBBO / broker-verified price with preserved quote evidence — chain bid and size, timestamped. If the chain is gone, mark NOT PRESERVED — insufficient historical quote evidence. Never invent a bid.
MANAGED RESULT
The actual result from the published management rules. Never the peak.
These three never mix. Missing bid evidence on an expired contract is a protocol miss, not a pending lookup.
Daily Timeline Archive
Grouped by ET date · append-only
Today stays open. Completed days start collapsed. One historical day open at a time. Timeline event ids are permanent. If live JSON cannot load, this static snapshot stays on the page.
WATCHING — NO ENTRY0DTE
Official same-day record. Candidates monitored: SPY, QQQ, IWM. Why none qualified: positive GEX pin; IWM 290 not broken; no chase into Beige Book / leftover 707 puts. Same-day P&L $0.
Overnight indicated +100% (~$4.40 = 2× $2.20 fill) UNAUDITED, not harvested. No OPRA bid/ask captured. Official P&L is the later $0.60 close (−$160). Logged later. This line does not rewrite ENTER, HOLD, or CLOSE fills.
CASH OPEN / MARK
QQQ Sep 2 707P cash open $2.54 user-stated. Fill $2.20 → $2.54 is +$0.34 / ~+15%. Not an OPRA verify. Official CLOSE remains $0.60 vs $2.20 (−$160).
HOLD/UPDATE
Desk lock on the official OPEN. Invalidation: tape 711 / hard GEX 717 / today’s 0DTE HVL reclaim 707 if it holds. Floor: ~$2.75 min protect after +50%. Cancel 700 if GEX flips positive. Source clock: 7:03 AM PT desk lock.
NO TRADE
IWM same-day 0DTE is watch / no-entry. Not an official candidate. No 292P or 293C fill. Spot ~292.5. GEX snapshot: 0DTE net +16.7M positive gamma, pin 291–293, C1 293, HVL/P1 290. Capital preserved.
CLOSE
QQQ Sep 2 707P SIMULATED 1x CLOSED @ $0.60 vs fill $2.20. Official P&L −$160. 707 HVL reclaim held ~2h; GEX flipped positive; 700 thesis cancelled. Carry-in realized here only.
LESSON
LESSON 01 — PROTECT THE GIFT adopted, forward only. Does not rewrite Trade Zero.
WATCHING
Official same-day record remains NO QUALIFYING ENTRY — CAPITAL PRESERVED while the session hunt is still open. Monitoring SPY, QQQ, and IWM. Same-day P&L $0.
OPEN — CARRIED OVERNIGHT1DTE
Official record: executed Trade Zero. No realized P&L on the entry date. Realized P&L posts on the exit date only.
A 30-day public audit of index-ETF 0DTE and 1DTE tickets, 1 Sep 2026 through 1 Oct 2026. One simulated book. One official daily record every market day. The page is a ledger, not a gallery of winning screenshots.
How a day is logged
Official means the documented record that day: an executed trade, NO QUALIFYING ENTRY — CAPITAL PRESERVED, market closed, or data unavailable. A failed or watch-only name is not a second official card. Sep 2 IWM is that watch — officialCandidate false.
Three questions, never one “trade result”
Peak Opportunity After Alert = (highest verified executable bid after referenceEntry − referenceEntry) ÷ referenceEntry × 100. Reference entry is the first verifiable executable ASK after the timestamped public alert that sits inside the preferred range, does not exceed the maximum entry, arrives before the alert expires or invalidates, and has enough displayed size. Candle highs, last-trade highs, ask highs, midpoints, theoretical marks, overnight closed-market indications, and TradingView Superchart traded OHLC are rejected for official Peak. Only VERIFIED NBBO and BROKER QUOTE VERIFIED enter official Peak aggregates. Official verified Opportunity Identified YES requires +25% on a verified executable bid. A public-card YES may be labeled CHARTED when a traded-price high clears +25% — that charted YES never increments verified +25% counts.
All-or-Nothing is a $1,000 fixed-notional counterfactual with no stop and no scaling, held to the predetermined terminal exit. Hypothetical $1,000 fixed-notional research model. Not the model-account position size and not realized performance. It never changes the $10,000 managed account.
Managed Execution is the only input to the $10,000 model. Underlying invalidation is the primary exit; 50% premium loss is the emergency backstop. Planned stop-loss amount and maximum capital at risk are different numbers.
Opportunity Capture Rate = managed realized profit ÷ maximum verified opportunity profit, shown only when Peak Opportunity is positive, managed profit is positive, and both use verified executable data. Capturing 100% of the intraday max is not a realistic standard.
End-of-window processing
The desk does not tick every second. After the window, compute the record from preserved evidence — not from a single 12:30 PM check, a five-minute-before-close check, or a closing snapshot. AWAITING VERIFIED QUOTE DATA is only while the contract is still quoted. If the chain is gone and the bid tape was not kept, Official Peak is NOT PRESERVED — insufficient historical quote evidence. That is a protocol miss, not a later lookup. See Preserve the tape before the chain disappears.
How fills and marks work
Official managed P&L uses the documented fill. Desk-indicated marks are labeled UNAUDITED and are not official returns. We do not invent an OPRA bid/ask. Commissions and slippage are not modeled unless a row says they are. SPY, QQQ, and IWM are ETF options (physically settled), not cash-settled index options.
Overnight carry
One trade object, one executed count, one P&L. The entry-date card shows OPEN — CARRIED OVERNIGHT with no realized P&L. The exit-date card shows CARRY-IN FROM the entry date; realized P&L posts there only. Both cards link to the same journal. Counters iterate unique trade ids, never timeline length, never day-card count.
Position-sizing defaults
This challenge is on a 1-lot default until a later ticket says otherwise. Planned stop-loss target 1% / $100 of the $10,000 model. Max premium per position 5% / $500. Max combined open premium 7.5% / $750. Max planned daily stop-loss 2% / $200. Maximum possible loss is 100% of premium deployed.
Example: 2 contracts at $1.50 = $300 premium; a 30% planned stop is about $90; maximum capital at risk is $300. Show both numbers. Never call $100 the absolute max risk when premium is larger than $100.
Profit-protection ladder — forward only
Adopted . Applies to rules-based tickets opened after this stamp. Does not rewrite Trade Zero.
01+25%Publish a premium floor. Protect first.
02+50%REALIZE PROFIT or PROTECTED RUNNER. No third option on a 1-lot.
03+75%Unprotected hold prohibited.
04+100%Tighten the floor. Harvest if the destination stalls.
05+200%Leftover runner only, and only with a hard floor.
1 contract
Entire risk is one defined-risk debit.
+50%: REALIZE PROFIT or classify PROTECTED RUNNER.
+75%: unprotected hold prohibited.
+100% / +200%: trail the floor; harvest if the destination fails.
2 contracts
First lot between +50% and +75%. The remaining lot becomes a PROTECTED RUNNER with a published floor.
Never add the second lot after a loser.
3 contracts
One at +50%, one at +100%, one protected runner.
4+ contracts
25% at +50%, 25% at +100%, 25% at the primary target, 25% protected runner.
What this page does not publish
This challenge does not publish sector-scoring internals. GEX snapshots name structure — not entries by themselves.
Trade journal · 2026-09-01-qqq-707p
PRE-RULE BASELINE — TRADE ZERO · 1DTE · unique id counted once
Classification
pre-rule-baseline
Compliance
N/A — RULES ADOPTED AFTERWARD
Underlying
QQQ
Exact contract
QQQ Sep 2 2026 707 put
0DTE or 1DTE
1DTE
Entry
$2.20 · Sep 1, 4:15 PM ET
Cash-open mark
$2.54 user-stated — not a verified executable bid
Overnight indication
~$4.00–$4.40 — not executable while the options market was closed
Exit
$0.60 · Sep 2, ~12:25 PM ET
Managed historical result
−$160
Opportunity identified
YES · CHARTED
Official Peak Opportunity
NOT PRESERVED — insufficient historical quote evidence
Charted peak after alert
+28.6% · $2.83 traded-price high
Indicative overnight
~$4.00–$4.40 — not the peak; excluded
Signal quality
Opportunity identified
YES · CHARTED
Qualifier
CHARTED — traded-price high, not a verified executable bid
Reference entry
$2.20 published alert / desk fill — not a verified ASK tape
Verified executable bid
NOT PRESERVED — insufficient historical quote evidence
Official Peak Opportunity
NOT PRESERVED — insufficient historical quote evidence
Official verification
NOT PRESERVED — insufficient historical quote evidence
Charted peak after alert
+28.6%
Charted high / time
$2.83 · Sep 2, 2026, 9:30 AM ET
Charted verification
TRADINGVIEW TRADED-PRICE HIGH — NOT A VERIFIED EXECUTABLE BID
MAE before peak
—
Time to peak
Overnight carry into the 9:30 AM ET cash-open minute (charted high)
Peak vs managed invalidation
—
Peak day
Later day — Sep 2 expiration session
The contract recorded a $2.83 traded-price high during the 9:30 AM ET one-minute candle, approximately 28.6% above the $2.20 reference entry. This establishes a charted opportunity above the challenge’s +25% threshold, but it does not prove that the entire position could have been sold at that price. On-chart 2.59 is a later local peak label — not the session high, not the charted peak, not a verified bid, not the managed result. On-chart 1.61 is a local trough, not a peak.
Do not classify $2.54 as an official positive opportunity. Do not use overnight $4.00–$4.40 as a verified executable bid or as the charted peak. The bid/NBBO was not captured before this 0DTE expired, so Official Peak cannot be verified later.
+28.6% / $2.83 — CHARTED, not verified executable bid
Peak opportunity (verified executable bid)
NOT PRESERVED — insufficient historical quote evidence
Thesis (summary)
1DTE put against QQQ 700 (GEX P1) with hard invalidation at HVL 717. Overnight carry into expiration. Not a same-day 0DTE entry. QQQ is an ETF option, not a cash-settled index option.
Commentary
Rules — including the profit-protection ladder — were adopted after this ticket’s open (LESSON 01, 12:35 PM ET). Managed historical result −$160. Charted peak after alert is +28.6% from the $2.83 9:30 AM ET traded-price high vs $2.20 — CHARTED, not a verified executable bid. Official Peak is NOT PRESERVED — insufficient historical quote evidence. Overnight indication is not the peak. Cash open $2.54 is user-stated, not a close. On-chart 2.59 is a later local label, not used.
Bid / ask history
Official paper exit $0.60 from the desk lock. Charted 9:30 AM ET 1-minute OHLC $2.18 / $2.83 / $2.12 / $2.45 from TradingView Superchart traded prices — not NBBO. Cash open $2.54 user-stated, not an OPRA verify. Overnight indication ~$4.00–$4.40 UNAUDITED, occurred while options were closed, and is not the peak. Historical NBBO: NOT PRESERVED — insufficient historical quote evidence. The bid tape was not captured before the contract left the chain, so it cannot be verified later.
GEX snapshot
At the cut: 707 HVL reclaim held ~2h; GEX flipped positive; 700 thesis cancelled. Entry snapshot 2026-09-01 ~1:13 PT (QQQ 707.76, HVL 717, P1 700, C1 725, net GEX −86.5M).
Math
Managed: 1 contract × ($0.60 − $2.20) × 100 = −$160. Model $10,000 − $160 = $9,840. Charted peak: ($2.83 − $2.20) ÷ $2.20 × 100 = +28.6%. Official Peak formula is not applied to traded-price highs or overnight marks. All-or-nothing $1,000 is not added to this balance and does not use $2.83 as a terminal exit.
Risk disclosure
Read before any ticket
Stops and invalidations are management instructions, not guaranteed fills. A long option may gap through its intended stop and can lose up to 100% of the premium paid.
Peak Opportunity After Alert is the largest verifiable executable gain that became available after the timestamped alert and before the contract’s trading window ended. It is not realized profit and does not mean anyone captured the full move.
Planned stop-loss amount is a plan, not a guaranteed fill.
Maximum capital at risk on a long option equals the full premium deployed.
Targets on the $10,000 model: planned stop-loss 1% / $100; max premium per position 5% / $500; max combined open premium 7.5% / $750; max planned daily stop-loss 2% / $200; maximum possible loss = 100% of premium deployed.
Example: 2 contracts at $1.50 = $300 premium; 30% planned stop ≈ $90; maximum capital at risk $300. Never call $100 the absolute max risk when premium is larger than $100.
Paper / simulated unless a row says LIVE. This challenge is one simulated book.
Commissions and slippage are not modeled unless a row says they are.
Indicated marks are labeled and are not official P&L.
Corrections are appended, never overwritten.
Educational research. Not a guarantee. Not advice. Publisher, not an adviser.
We are not a registered investment adviser, broker-dealer, or commodity trading advisor. Nothing here is personalized financial advice or an offer to buy or sell any security or option.
Challenge updates
Publication list · not a live desk
Follow the experiment via the CosAnalyst newsletter. This is list capture for research updates — not a real-time trade-alert service and not a promise of fills.
