Ewan Li

Fri, Sep 18, 2026

Jobs

Each job in the order it ran. A job that was due shows as missing once its engine's runs from a later day are in without it.

No job run is recorded for this day.

MA · market-analysis

traded

Account MA

What the rules decided (5)

StrategyBookTime (ET)SymbolActionQtyWhyThe rule's numbers
———SPYOFF—OFF:G2
6 numbers
x
15.44
vix
15.44
asof
2026-09-17
known
true
vix3m
18.55
x_median
15.585
———QQQOFF—OFF:G2
6 numbers
x
19.96
vix
15.44
asof
2026-09-17
known
true
vix3m
18.55
x_median
21.875
S-B SPY put spread, explorationexploration—SPYcandidate1gate OFF:G2
11 numbers
m
0.03552370653559954
k_c1
null
k_c2
null
k_p1
735
k_p2
710
spot
762.25
width
25
expiry
2026-10-09
dte_cal
21
credit_entry
1.279186507936508
max_loss_usd
2372.0813492063494
S-B SPY iron condor, explorationexploration—SPYcandidate1gate OFF:G2
11 numbers
m
0.03552370653559954
k_c1
789
k_c2
820
k_p1
735
k_p2
710
spot
762.25
width
31
expiry
2026-10-09
dte_cal
21
credit_entry
1.789186507936508
max_loss_usd
2921.0813492063494
S-B QQQ put spread, explorationexploration—QQQcandidate1gate OFF:G2
11 numbers
m
0.04626956779687475
k_c1
null
k_c2
null
k_p1
688
k_p2
655
spot
721.6
width
33
expiry
2026-10-09
dte_cal
21
credit_entry
2.1883636363636363
max_loss_usd
3081.163636363636

3 trades opened

Warnings

  • prices.parquet ends 2026-09-04, BEFORE the 2026-09-18 trade date -- any lane reading it gets a stale regime/factor read. Rebuild: python3 scripts/truthset/build_prices.py
  • returns.parquet ends 2026-09-04, BEFORE the 2026-09-18 trade date -- any lane reading it gets a stale regime/factor read. Rebuild: python3 scripts/truthset/build_returns.py
  • features.parquet ends 2026-09-04, BEFORE the 2026-09-18 trade date -- any lane reading it gets a stale regime/factor read. Rebuild: python3 scripts/truthset/build_features.py

The session's numbers

sa
graded
0
candidates
0
exploration
0
ledger
graded
0
emitted
0
skipped
0
wb_graded
218
wb_emitted
252
ledger_open
false
exploration_emitted
0
exploration_skipped
0
season
off
gate_next
QQQ
OFF:G2
SPY
OFF:G2
sb_running
is_entry_day
true
watch_basket
vol
7
long
21
short
224
conflict
80
available
true
sc_candidates
0
sc_exploration
signals_schema
d1.5
index_vol_through
2026-09-18
  • Record GitHub ledger
    Cost model: S-B QQQ iron condor and 7 more

    half of each leg's quoted spread plus $0.65 a contract at entry; $0.65 a contract at expiry

    For S-B QQQ iron condor, S-B QQQ put spread, S-B SPY iron condor, S-B SPY put spread, S-B QQQ iron condor, exploration, S-B QQQ put spread, exploration, S-B SPY iron condor, exploration and S-B SPY put spread, exploration.

  • Record GitHub ledger
    Cost model: S-C C1 iron butterfly and 2 more

    half of each leg's spread plus $0.65 a contract at entry, the spread quoted from 15:00 to 16:00 ET or, for a wing priced by model, the stock's median option spread over the 20 sessions before, at least 5%; nothing at expiry

    For S-C C1 iron butterfly, S-C C2 iron butterfly and S-C C1 iron butterfly, exploration.

  • Record GitHub ledger
    Cost model: S-C C1 short straddle and 2 more

    half of each leg's quoted spread from 15:00 to 16:00 ET plus $0.65 a contract at entry; nothing at expiry

    For S-C C1 short straddle, S-C C2 short straddle and S-C C1 short straddle, exploration.

Trades opened or closed

3 trades

OpenedClosedAccountStrategySymbolSideSizeEntryExitP&LNet P&LReturnHeldExit byStatusRecord
Sep 18, 2026Oct 9, 2026MAS-B QQQ put spread, explorationQQQshort12.1883640.00+$218.84+$212.19—21 daysexpiryclosedGitHub ledger (1)
Sep 18, 2026Oct 9, 2026MAS-B SPY iron condor, explorationSPYshort11.7891870.00+$178.92+$170.81—21 daysexpiryclosedGitHub ledger (1)
Sep 18, 2026Oct 9, 2026MAS-B SPY put spread, explorationSPYshort11.2791870.00+$127.92+$124.32—21 daysexpiryclosedGitHub ledger (1)
  1. (1)
    Record GitHub ledger
    Cost model

    half of each leg's quoted spread plus $0.65 a contract at entry; $0.65 a contract at expiry