Outlytic Outcomes REAL DATA · v1.0.28

Actual option snapshots + locked recommendations + conservative automatic grading.

RecorderHEALTHY2026-08-30T18:13:56.066198+00:00

Snapshots today00 contracts

Scans captured10 recommendations

Pending grades00 complete · 0 no-fill

Model EV / trade—

Conservative realized EV—

Executable win rate—

Model → execution difference—

Primary grading policy: buy at ask + 10% spread slippage; sell at bid − slippage; reverse conservatively at exit; $0.65/contract/leg each way; every leg must have a valid quote; spread >35% is rejected; no target quote within five minutes = NO FILL. No midpoint fantasy fills.

Density

System scoreboard · XLY

Fast evidence summary. The detailed tables remain intact under their system tabs and under All Data.

Option AI · options

Collecting

0 executable grades · no win-rate yet

Option AI · underlying

Collecting

0 underlying grades · no accuracy yet
Waiting for compatible locked AI evidence

My Predictions · options

$-105.57

22 executable grades · 9.1% win
$-2322.60 total realized P/L

My Predictions · underlying

+0.024%

22 underlying grades · 40.9% direction
One prediction event = one underlying grade

Gap / Pivot · options

$-88.57

15 executable grades · 6.7% win
$-1328.50 total realized P/L

Gap / Pivot · underlying

+0.136%

34 EOD grades · 61.8% direction
Underlying evidence only — not option P/L.

Extreme Z · options

Phase 2

Reserved for event-triggered option-chain tracking
No option P/L is being inferred or backfilled.

Extreme Z · underlying

Collecting

0 completed 14-session grades · no accuracy yet
Shared 14-session scoreboard benchmark; full 1–63 session curves below.

Quant Intelligence · calibration

Collecting

0 graded P/Q runs · 0 pending

Cumulative executable option P/L

Option AI, My Predictions and Gap/Pivot use executable-style option-dollar outcomes. Gap/Pivot uses its locked ATM benchmark only. All systems share the same target-date axis; cumulative totals carry forward on dates with no newly completed grades.

Option AIMy PredictionsGap / Pivot

Option AI · daily realized P/L

Most recent completed target dates.

Option AI · EV vs realized P/L

Each dot is a completed recommendation. A useful EV model should show positive relationship.

Quant Intelligence · Outcomes

Calibration ledger for Option AI's physical P distribution versus the option market's risk-neutral Q distribution. Each run is locked at analysis time and graded after its modeled target.

Runs captured00 graded · 0 pending

5–95% P coverage—Target ≈90% when calibrated

Median |price error|—

Direction accuracy—

RV forecast MAE—

Vol Edge accuracy—

Gamma-rent movement hit—

Average model health—

Interpretation: P coverage and price/RV errors test the forecasting layer. P−Q edge buckets test whether larger disagreement with market-implied probabilities corresponds to larger realized advantage. Vol Edge tests whether forecast realized volatility correctly falls above or below market IV. These are kept separate from executable option P/L so forecast quality and option translation can be diagnosed independently.

Profitability research · where Quant edge survives execution

Research stageOBSERVATION ONLYLOW confidence · 0 executable Quant grades

Avg realized P/LCollectingExecutable option result, not underlying return

Total realized P/L$+0.00win rate collecting

Avg modeled EV—Locked expected option P/L at analysis time

EV → realized gap—Negative = model expectancy is outrunning realized P/L

Strongest observed profitability subsets

Research-only. A subset needs at least 5 executable P/L grades to appear here; live gating still follows the 30 / 100 sample thresholds.

Dimension	Best observed subset	N	Avg P/L	Win
Model health	Collecting	—	—	—
P−Q edge	Collecting	—	—	—
Regime	Collecting	—	—	—
Robustness	Collecting	—	—	—

Selector that is monetizing best

Compares AI #1, RAW Pure Quant #1, CAL Pure Quant #1, Final #1 and CAL Final #1 on candidate runs with executable realized P/L. New CAL selectors begin collecting only after v2.8.2 scans.

Collecting candidate-level realized P/L.

How Quant Intelligence can become more profitable: do not optimize for direction accuracy or trade count alone. First calibrate P width so P EV is not inflated by over-wide tails; then require executable value to survive bid/ask and slippage; then use Outcomes to discover whether edge is stable inside particular P−Q, health, regime and robustness buckets; finally keep only selectors that add realized P/L versus AI #1 out of sample. The panel remains research-only until samples are large enough.

• Collect more executable grades before adding live profitability gates; use Outcomes to identify stable positive subsets rather than optimize on tiny samples.

Distribution calibration · expected vs realized coverage

Mean |calibration error|CollectingAcross bands with enough stored percentile data

Full-grid graded runs00 graded runs total · older runs may only contain P05/P50/P95

Mean sharpness scoreCollectingHigher = tighter intervals. Compare only alongside calibration.

Interval	Expected	Actual	Calibration error	Mean interval width	Width / P50	Sharpness score
P05–P95	90.0%	—	—	—	—	—
P10–P90	80.0%	—	—	—	—	—
P25–P75	50.0%	—	—	—	—	—
P36.788–P73.576	36.8%	—	—	—	—	—

How to read it: Actual coverage above Expected means the forecast interval may be too wide; below Expected means it may be too narrow. A well-calibrated model should approach each target as the sample grows. Mean interval width is the standard sharpness diagnostic: narrower is better only if calibration is preserved. Coverage above target suggests intervals may be too wide; coverage below target suggests they may be too narrow. Mean interval width is the standard sharpness diagnostic. The displayed sharpness score is an Outlytic convenience index: 100/(1 + mean width % of P50), so higher means tighter. The dispersion multiplier is a retrospective research estimate only and is not applied to live forecasts, rankings, or P EV.

P dispersion research · raw vs calibrated shadow

Dispersion statusCOLLECTINGBased on signed coverage error across available bands

Current sigma multiplier1.00xRaw physical P distribution

Estimated calibrated sigmaCollectingResearch-only retrospective fit

Estimated width change—Approximate change versus raw interval width

ConfidenceLOW0 full-grid graded runs

Research stageObservation only<30 observe · 30–99 experimental · 100+ eligible

Raw mean |error|—

Shadow mean |error|—In-sample preview only

Interval	Expected	Raw actual	Raw error	Shadow actual	Shadow error	N	Raw width	Shadow width
Collecting enough graded percentile data to estimate a shadow dispersion multiplier.

Research guardrail: P CALIBRATED is a shadow, retrospective rescaling of each forecast around its own P50. It is shown to measure whether a narrower or wider P would have improved historical coverage. Option AI may now display and log the CAL shadow beside RAW, but it does not change the official live P forecast, RAW Pure Quant winner, Final Outlytic winner, or trade routing. The shadow fit is in-sample, so improvement here is not proof of out-of-sample edge. Scalar log-distance rescaling around each forecast P50; retrospective coverage fit across available P intervals.

Data hygiene: Simulator runs without a usable market Q distribution are now skipped automatically. Existing bad/no-data Simulator P/Q rows can be removed without touching Option AI, My Predictions, Gap/Pivot, or other valid Outcomes data.

Recent P/Q runs · selective cleanup

Captured	Source	Ticker	P50	Q50	Status	Action
No Quant Intelligence runs captured yet.

Option AI → P/Q reranker scoreboard

AI #1 · avg realized P/LCollecting0 graded picks · —

RAW Pure Quant #1 · avg P/LCollecting0 graded picks · —

CAL Pure Quant #1 · avg P/LCollecting0 graded picks · shadow selector

Final Outlytic #1 · avg P/LCollecting0 graded picks · —

CAL Final #1 · avg P/LCollecting0 graded picks · shadow 65/35 blend

Final − AI P/L lift—Waiting for paired grades

Winner rank · AI—Average rank assigned to the eventual best realized candidate

Winner rank · Quant—

Winner rank · Final—

P/Q changed AI winner—0 candidate runs graded

Why this exists: Option AI remains the candidate generator. P/Q is judged as a second-stage reranker. RAW and CAL selectors are tracked independently so Outlytic can prove whether Outcomes calibration improves selection instead of assuming that it does.

Recent candidate funnels · Final top 3

Captured	Ticker	Strategy	AI #	Q #	Final #	Core	Quant	Final	P POP	Q POP	P−Q POP	P EV	Q EV	Value edge	Actual P/L	Actual #
No candidate-level P/Q funnels captured yet.

Model Health → realized forecast error / P&L

A useful health score should correspond to lower realized error and, eventually, better executable P/L.

Health	Median \|error\|	Direction	Avg P/L	Win
90–100	—	—	—	—
80–89	—	—	—	—
70–79	—	—	—	—
<70	—	—	—	—

Probability Edge calibration / monetization

Buckets use |P−Q| magnitude. Realized advantage tests calibration; executable P/L tests whether the disagreement was actually monetizable.

\|P−Q\| bucket	Avg predicted edge	Actual − Q	Avg P/L	Win
0–2 pp	—	—	—	—
2–5 pp	—	—	—	—
5–10 pp	—	—	—	—
10+ pp	—	—	—	—

Performance by regime

Regime	N	Median \|price error\|	Direction accuracy	Vol Edge accuracy	P/L N	Avg P/L	Win
Waiting for graded Quant Intelligence runs.

Performance by robustness

Robustness	N	Median \|price error\|	P/L N	Avg P/L	Win
Waiting for robustness-tagged Quant runs.

Recent locked P/Q forecasts

Captured	Source	Ticker	Target	P50	Q50	Vol Edge	Robustness	P−Q edge	Regime	Health	Quant	Blend	Status	Actual	\|Error\|	90% hit	Realized vol	RV error	Vol edge hit	Actual P/L
No Quant Intelligence runs captured yet. New Option AI scans will populate this automatically.

Option AI · Charts

Options and underlying are shown as separate evidence layers so a forecasting problem can be distinguished from an option-translation problem.

Option AI · options

Win rate by ticker

Completed executable option grades only.

EV → Realized Gap by ticker

Negative means realized P/L trailed modeled EV. This is not pure execution cost.

Strategy-family average realized P/L

Lets the strategy families compete on actual executable outcomes.

Option AI · underlying

Cumulative signal-return points

Sum of signal-adjusted underlying percentage moves. One locked scan + target is counted once.

Daily underlying signal return

Positive means the locked AI direction was correct that day on average.

Underlying direction accuracy by ticker

Stored AI forecast direction is preferred; older compatible scans may use locked directional recommendation consensus.

My Predictions · Charts

The underlying prediction is graded once per prediction event; option translations remain separate executable-dollar experiments.

My Predictions · options

Option translation · average P/L

ATM directional vs prediction-level vertical and future standardized translations.

Option P/L by ticker

Completed My Predictions option experiments.

My Predictions · underlying

Cumulative signal-return points

Sum of signal-adjusted underlying percentage moves across unique prediction events.

Daily underlying signal return

Direction-adjusted underlying move by target date.

Underlying direction accuracy by ticker

One prediction snapshot + direction = one test, so option translations never double-count it.

Gap / Pivot · Charts

Two evidence layers: ATM option dollars from archived real market snapshots for TRADE READY signals, plus the original underlying signal grades.

Gap / Pivot · options

Cumulative ATM option P/L

One-contract ATM call/put benchmark from recorded option snapshots. TRADE READY observations only.

Daily realized option P/L

Conservative P/L using the archived raw entry and target option snapshots.

Option P/L by setup

Average ATM option P/L for each Gap/Pivot setup family.

Option P/L by score

Tests whether stronger setup scores also monetize better.

Option P/L by ticker

Average completed ATM benchmark P/L.

Gap / Pivot · underlying

Cumulative signal-return points

Sum of signal-adjusted underlying percentage moves. One COMPLETE EOD Gap/Pivot grade is counted once.

Daily underlying signal return

Direction-adjusted EOD underlying move by target date.

Underlying direction accuracy by ticker

One COMPLETE EOD Gap/Pivot grade = one direction test.

Gap / Pivot · setup / horizon diagnostics

Direction accuracy by setup

Gap Continuation, Gap Fill and Failed Gap Reversal.

Direction accuracy by score

Tests whether 6/6 discriminates better setups than 4/6.

Performance by horizon

30m, 60m, EOD, next open and next close.

The option lane is dollar P/L; the underlying lane remains percentage signal evidence. They are intentionally reported separately.

Extreme Z · Outcomes

Event-driven underlying tracker for Highest / Lowest Only & Z ±2. Dynamic qualifying tickers are recorded only when the signal exists; scanner non-matches are never copied into Outcomes.

Events

One ticker + signal date + direction = one event
Multiple Z windows merge into the same event

Long · new lowest ≤ −2

Next-session open entry
Research horizons 1 → 63 sessions

Short · new highest ≥ +2

Next-session open entry
14 sessions is the initial primary hypothesis

Open events

Any event still waiting for entry or a forward horizon

Unique tickers

Dynamic qualifying set; not a fixed-18-instrument comparison

Completed horizon grades

Underlying price-return evidence only
Options intentionally deferred

Canonical strategy: NEW LOWEST + Z ≤ −2 → LONG; NEW HIGHEST + Z ≥ +2 → SHORT. Signal price is informational; executable benchmark entry is the next regular-session open. Split-crossing grades are excluded instead of distorted. Dividends are not included in this price-return benchmark.

Forward outcome curve

Average signal-return by holding horizon

Positive always means the signal worked. LONG uses the underlying return; SHORT reverses its sign.

LONG · new lowestSHORT · new highest

Direction win rate by holding horizon

Lets the data tell us whether ~14 sessions is actually best for shorts and how long lows need to mean-revert.

LONGSHORT

Horizon evidence

Side	Horizon	N	Win rate	Avg signal return	Median	Avg MFE	Avg MAE
Waiting for forward horizons to complete. No historical mass backfill is created by v1.0.20.

Recent Extreme Z events

Signal date	Ticker	Side	Z	Windows	Signal px	Entry session	Entry open	1d	3d	5d	10d	14d	21d	42d	63d
No qualifying forward Extreme Z events captured yet.

Today's Outcome Queue · 2026-08-30 · XLY

What is expected to resolve today from locked Option AI / Forward Scanner recommendations.

No late-session targets

Expected updates today0

Target time today0

Still pending0

Options expiring today0

Unique expiring structures0

Ready to grade now0

Waiting for target time0

Late-session / EOD targets0

Completed today0

No-fill today0

These are outcome grades for locked recommendations; the AI forecast itself is not re-run at expiry. “Options expiring today” counts pending recommendation rows whose selected expiry or any stored strategy leg expires today. “Unique expiring structures” deduplicates repeated recommendation structures. Late-session / EOD means a pending target at or after 3:55 PM ET.

My Predictions → Options · XLY

A separate live evidence lane. These rows never mix with Option AI / Core / Full recommendations.

Worker: HEALTHY

Prediction snapshots

Option experiments

Pending

Graded

No fill

Direction accuracy

40.9%

Prediction-level hit

—

Option win rate

9.1%

Avg realized P/L

$-105.57

Total realized P/L

$-2322.60

Each scheduled raw market snapshot is a separate My Predictions decision-time experiment. The prediction is locked at capture. Standard tests use an ATM directional option and, when a usable prediction level exists, an ATM-to-prediction-level debit vertical. Target is 3:55 PM ET the same session, or the next NYSE session for a late-close capture.
Entry/exit uses executable bid/ask sides plus 10% of spread as slippage, $0.65 per contract per leg each way, rejects spreads over 35%, and records NO_FILL when the exact target quote cannot be obtained in the grading window.

Average prediction capture lag after raw snapshot: 12.7 sec

Option translation evidence

Translation	Experiments	Graded	Pending	No fill	Win rate	Avg P/L	Total P/L
ATM directional	37	22	1	14	9.1%	$-105.57	$-2322.60

Recent My Predictions option experiments

Ticker	Snapshot ET	Slot	Direction	Prediction level	Entry spot	Target	Expiry	Translation	Status	Underlying move	Level hit	Realized P/L
XLY	2026-08-28 15:55	15:55	DOWN	—	$117.23	2026-08-31 15:55	2026-09-04	ATM directional	PENDING	—	—	—
XLY	2026-08-28 15:00	15:00	DOWN	—	$116.84	2026-08-28 15:55	2026-08-28	ATM directional	COMPLETE	+0.35%	—	$-373.30
XLY	2026-08-28 14:00	14:00	DOWN	—	$116.85	2026-08-28 15:55	2026-08-28	ATM directional	COMPLETE	+0.34%	—	$-373.30
XLY	2026-08-28 12:00	12:00	DOWN	—	$117.04	2026-08-28 15:55	2026-08-28	ATM directional	COMPLETE	+0.18%	—	$-373.30
XLY	2026-08-28 09:45	09:45	DOWN	—	$116.62	2026-08-28 15:55	2026-08-28	ATM directional	COMPLETE	+0.54%	—	$-475.30
XLY	2026-08-27 15:55	15:55	DOWN	—	$116.01	2026-08-28 15:55	2026-08-28	ATM directional	NO_FILL	—	—	—
XLY	2026-08-27 15:00	15:00	DOWN	—	$115.94	2026-08-27 15:55	2026-08-28	ATM directional	COMPLETE	+0.07%	—	$-24.80
XLY	2026-08-27 14:00	14:00	DOWN	—	$116.04	2026-08-27 15:55	2026-08-28	ATM directional	NO_FILL	—	—	—
XLY	2026-08-27 12:00	12:00	DOWN	—	$116.44	2026-08-27 15:55	2026-08-28	ATM directional	NO_FILL	—	—	—
XLY	2026-08-26 15:55	15:55	DOWN	—	$117.23	2026-08-27 15:55	2026-08-28	ATM directional	NO_FILL	—	—	—
XLY	2026-08-26 15:00	15:00	DOWN	—	$117.17	2026-08-26 15:55	2026-08-28	ATM directional	NO_FILL	—	—	—
XLY	2026-08-26 14:00	14:00	DOWN	—	$117.13	2026-08-26 15:55	2026-08-28	ATM directional	NO_FILL	—	—	—
XLY	2026-08-26 12:00	12:00	DOWN	—	$116.93	2026-08-26 15:55	2026-08-28	ATM directional	NO_FILL	—	—	—
XLY	2026-08-25 15:55	15:55	DOWN	—	$118.00	2026-08-26 15:55	2026-08-28	ATM directional	COMPLETE	-0.65%	—	$+5.20
XLY	2026-08-25 15:00	15:00	DOWN	—	$118.14	2026-08-25 15:55	2026-08-28	ATM directional	COMPLETE	-0.14%	—	$-19.30
XLY	2026-08-25 14:00	14:00	DOWN	—	$118.09	2026-08-25 15:55	2026-08-28	ATM directional	COMPLETE	-0.11%	—	$-19.30
XLY	2026-08-25 12:00	12:00	DOWN	—	$118.22	2026-08-25 15:55	2026-08-28	ATM directional	COMPLETE	-0.22%	—	$-30.30
XLY	2026-08-24 15:55	15:55	DOWN	—	$118.32	2026-08-25 15:55	2026-08-28	ATM directional	COMPLETE	-0.30%	—	$-19.80
XLY	2026-08-24 15:00	15:00	DOWN	—	$118.11	2026-08-24 15:55	2026-08-28	ATM directional	COMPLETE	+0.22%	—	$-26.30
XLY	2026-08-24 14:00	14:00	DOWN	—	$118.31	2026-08-24 15:55	2026-08-28	ATM directional	COMPLETE	+0.05%	—	$-37.80
XLY	2026-08-24 12:00	12:00	DOWN	—	$118.58	2026-08-24 15:55	2026-08-28	ATM directional	COMPLETE	-0.18%	—	$-16.80
XLY	2026-08-21 15:55	15:55	DOWN	—	$118.05	2026-08-24 15:55	2026-08-28	ATM directional	COMPLETE	+0.27%	—	$-34.30
XLY	2026-08-21 15:00	15:00	DOWN	—	$118.15	2026-08-21 15:55	2026-08-21	ATM directional	NO_FILL	—	—	—
XLY	2026-08-21 14:00	14:00	DOWN	—	$117.96	2026-08-21 15:55	2026-08-21	ATM directional	COMPLETE	+0.07%	—	$-133.30
XLY	2026-08-21 12:00	12:00	DOWN	—	$118.11	2026-08-21 15:55	2026-08-21	ATM directional	COMPLETE	-0.05%	—	$-131.30
XLY	2026-08-21 09:45	09:45	DOWN	—	$116.92	2026-08-21 15:55	2026-08-21	ATM directional	NO_FILL	—	—	—
XLY	2026-08-20 15:55	15:55	DOWN	—	$116.64	2026-08-21 15:55	2026-08-21	ATM directional	NO_FILL	—	—	—
XLY	2026-08-20 15:00	15:00	DOWN	—	$116.50	2026-08-20 15:55	2026-08-21	ATM directional	COMPLETE	+0.12%	—	$-60.80
XLY	2026-08-20 14:00	14:00	DOWN	—	$116.61	2026-08-20 15:55	2026-08-21	ATM directional	COMPLETE	+0.02%	—	$-64.30
XLY	2026-08-20 12:00	12:00	DOWN	—	$116.78	2026-08-20 15:55	2026-08-21	ATM directional	COMPLETE	-0.12%	—	$-63.80
XLY	2026-08-19 15:55	15:55	UP	—	$118.44	2026-08-20 15:55	2026-08-21	ATM directional	NO_FILL	-1.52%	—	—
XLY	2026-08-19 15:00	15:00	UP	—	$118.37	2026-08-19 15:55	2026-08-21	ATM directional	NO_FILL	+0.06%	—	—
XLY	2026-08-19 14:00	14:00	UP	—	$118.46	2026-08-19 15:55	2026-08-21	ATM directional	NO_FILL	-0.01%	—	—
XLY	2026-08-19 12:00	12:00	UP	—	$118.52	2026-08-19 15:55	2026-08-21	ATM directional	NO_FILL	-0.06%	—	—
XLY	2026-08-18 15:56	15:55	UP	—	$116.49	2026-08-19 15:55	2026-08-21	ATM directional	COMPLETE	+1.68%	—	$+76.20
XLY	2026-08-18 15:01	15:00	UP	—	$116.88	2026-08-18 15:55	2026-08-21	ATM directional	COMPLETE	-0.33%	—	$-30.30
XLY	2026-08-18 14:01	14:00	UP	—	$116.91	2026-08-18 15:55	2026-08-21	ATM directional	COMPLETE	-0.36%	—	$-96.30

Gap / Pivot → Outcomes · XLY

Separate forward evidence for Gap Continuation, Gap Fill and Failed Gap Reversal, with both underlying grades and a locked ATM option benchmark for TRADE READY signals.

Worker: HEALTHY

Observations

Directional setups

Trade Ready

Pending grades

EOD graded

EOD direction accuracy

61.8%

EOD avg signal return

+0.136%

EOD avg MFE

+0.338%

EOD avg MAE

-0.170%

Phase 1 grades the UNDERLYING only. Every new scheduled raw snapshot freezes the Gap/Pivot state using 1-minute bars trimmed at the source timestamp and a completed 15-minute confirmation. No option P/L is mixed into this lane yet.
30m, 60m, EOD, next-open and next-close grades use future bars only after each target time. Setup scores are never recomputed using later data.
Average capture lag: 58376.8 sec

Gap / Pivot research guidance

Preferred horizon

EOD

34 grades · +0.136% avg signal return

Strongest setup

Collecting

Strongest score

Collecting

Capture-lag profile

LIVE-LIKE

Median 25s · P95 267677s

ATM option benchmark

RESEARCH ONLY

$-88.57 / trade

Interpretation: The underlying signal and the ATM option benchmark are separate evidence layers. Favor the strongest sufficiently-sampled horizon/setup for research, but do not route a mildly positive directional signal directly into long ATM premium when executable option P/L is negative. High capture lag is flagged as an operational/backfill diagnostic; the historical grade remains source-timestamp locked and anti-lookahead. Research guidance is descriptive only. It selects the strongest currently observed EOD/horizon subsets with at least 30 completed grades and does not change live signals or routing.

Gap / Pivot option experiments

Primary benchmark: Primary Gap/Pivot option benchmark: TRADE READY only, 1 contract, ATM call for LONG or ATM put for SHORT, nearest expiry that survives through the target, conservative bid/ask plus 10% spread slippage and $0.65 per contract per side. Entry and exit quotes come from archived raw market snapshots.
The signal is frozen from the scheduled raw snapshot. Gap/Pivot option entry and exit are read from the recorder's archived real option-chain snapshots. Historical backfill is allowed only when the matching recorded entry and target snapshots exist; current quotes are never substituted for past quotes.

Option experiments

Executable grades

Option win rate

6.7%

Avg realized P/L

$-88.57

Total realized P/L

$-1328.50

Pending options

No fill

Setup	Experiments	Graded	No fill	Win rate	Avg P/L	Total P/L
GAP CONTINUATION	26	11	14	0.0%	$-114.98	$-1264.80
FAILED GAP REVERSAL	4	4	0	25.0%	$-15.92	$-63.70

Recent Gap / Pivot option experiments

Pending: waiting for the experiment's Target ET and its recorded target-chain snapshot. Late 15:55/16:00 ET entries roll to the next NYSE session at 15:55 ET so entry and exit cannot use the same close.

Ticker	Snapshot ET	Setup	Direction	Score	Expiry	Type	Strike	Entry exec	Target ET	Status	Exit exec	Realized P/L
XLY	2026-08-28 15:55	GAP CONTINUATION	LONG	6/6	2026-09-04	CALL	117.00	$1.38	2026-08-31 15:55	PENDING	—	—
XLY	2026-08-28 15:00	GAP CONTINUATION	LONG	6/6	2026-08-28	CALL	116.00	$0.91	2026-08-28 15:55	NO_FILL	—	—
XLY	2026-08-28 14:00	GAP CONTINUATION	LONG	6/6	2026-08-28	CALL	112.50	$5.33	2026-08-28 15:55	COMPLETE	$3.77	$-157.30
XLY	2026-08-28 12:00	GAP CONTINUATION	LONG	6/6	2026-08-28	CALL	116.00	$1.68	2026-08-28 15:55	NO_FILL	—	—
XLY	2026-08-27 15:55	GAP CONTINUATION	SHORT	6/6	2026-08-28	PUT	116.00	$0.72	2026-08-28 15:55	NO_FILL	—	—
XLY	2026-08-27 15:00	GAP CONTINUATION	SHORT	6/6	2026-08-28	PUT	116.00	$0.71	2026-08-27 15:55	COMPLETE	$0.48	$-24.80
XLY	2026-08-27 14:00	GAP CONTINUATION	SHORT	6/6	2026-08-28	PUT	118.00	$2.04	2026-08-27 15:55	NO_FILL	—	—
XLY	2026-08-27 12:00	GAP CONTINUATION	SHORT	6/6	2026-08-28	PUT	118.00	$1.94	2026-08-27 15:55	NO_FILL	—	—
XLY	2026-08-26 15:55	GAP CONTINUATION	SHORT	6/6	2026-08-28	PUT	117.50	$1.07	2026-08-27 15:55	NO_FILL	—	—
XLY	2026-08-26 15:00	GAP CONTINUATION	SHORT	6/6	2026-08-28	PUT	117.00	$0.93	2026-08-26 15:55	NO_FILL	—	—
XLY	2026-08-26 14:00	GAP CONTINUATION	SHORT	6/6	2026-08-28	PUT	117.00	$0.93	2026-08-26 15:55	NO_FILL	—	—
XLY	2026-08-26 12:00	GAP CONTINUATION	SHORT	6/6	2026-08-28	PUT	117.00	$0.82	2026-08-26 15:55	NO_FILL	—	—
XLY	2026-08-25 15:55	FAILED GAP REVERSAL	SHORT	6/6	2026-08-28	PUT	118.00	$0.96	2026-08-26 15:55	COMPLETE	$1.03	$+5.20
XLY	2026-08-25 15:00	FAILED GAP REVERSAL	SHORT	6/6	2026-08-28	PUT	118.00	$0.96	2026-08-25 15:55	COMPLETE	$0.79	$-19.30
XLY	2026-08-25 14:00	FAILED GAP REVERSAL	SHORT	6/6	2026-08-28	PUT	118.00	$0.96	2026-08-25 15:55	COMPLETE	$0.79	$-19.30
XLY	2026-08-25 12:00	FAILED GAP REVERSAL	SHORT	6/6	2026-08-28	PUT	118.00	$1.07	2026-08-25 15:55	COMPLETE	$0.79	$-30.30
XLY	2026-08-24 12:00	GAP CONTINUATION	LONG	6/6	2026-08-28	CALL	118.50	$1.44	2026-08-24 15:55	COMPLETE	$0.83	$-62.30
XLY	2026-08-21 15:55	GAP CONTINUATION	LONG	6/6	2026-08-28	CALL	118.00	$1.52	2026-08-24 15:55	COMPLETE	$1.08	$-45.80
XLY	2026-08-21 15:00	GAP CONTINUATION	LONG	6/6	2026-08-21	CALL	116.50	$1.79	2026-08-21 15:55	COMPLETE	$1.40	$-40.30
XLY	2026-08-21 14:00	GAP CONTINUATION	LONG	6/6	2026-08-21	CALL	116.00	$2.52	2026-08-21 15:55	COMPLETE	$1.80	$-73.80
XLY	2026-08-21 12:00	GAP CONTINUATION	LONG	6/6	2026-08-21	CALL	115.00	$3.59	2026-08-21 15:55	COMPLETE	$2.75	$-85.30
XLY	2026-08-20 15:55	GAP CONTINUATION	SHORT	6/6	2026-08-21	PUT	118.00	$1.79	2026-08-21 15:55	NO_FILL	—	—
XLY	2026-08-20 15:00	GAP CONTINUATION	SHORT	6/6	2026-08-21	PUT	118.00	$1.85	2026-08-20 15:55	COMPLETE	$1.26	$-60.80
XLY	2026-08-20 14:00	GAP CONTINUATION	SHORT	6/6	2026-08-21	PUT	119.00	$2.56	2026-08-20 15:55	COMPLETE	$1.93	$-64.30
XLY	2026-08-20 12:00	GAP CONTINUATION	SHORT	6/6	2026-08-21	PUT	119.00	$2.55	2026-08-20 15:55	COMPLETE	$1.93	$-63.80
XLY	2026-08-19 15:55	GAP CONTINUATION	LONG	6/6	2026-08-21	CALL	118.00	$1.12	2026-08-20 15:55	NO_FILL	—	—
XLY	2026-08-19 15:00	GAP CONTINUATION	LONG	6/6	2026-08-21	CALL	118.50	$0.81	2026-08-19 15:55	NO_FILL	—	—
XLY	2026-08-19 14:00	GAP CONTINUATION	LONG	6/6	2026-08-21	CALL	118.50	$0.77	2026-08-19 15:55	NO_FILL	—	—
XLY	2026-08-19 12:00	GAP CONTINUATION	LONG	6/6	2026-08-21	CALL	118.50	$0.86	2026-08-19 15:55	NO_FILL	—	—
XLY	2026-08-18 19:05	GAP CONTINUATION	SHORT	5/6	2026-08-21	PUT	131.00	$17.50	2026-08-19 15:55	COMPLETE	$11.65	$-586.30

Outcome by horizon

Horizon	Tests	Graded	Pending	Win rate	Avg signal return	Avg MFE	Avg MAE
30M	34	34	0	73.5%	+0.085%	+0.185%	-0.082%
60M	25	25	0	52.0%	+0.109%	+0.262%	-0.131%
EOD	34	34	0	61.8%	+0.136%	+0.338%	-0.170%
NEXT_OPEN	44	39	5	51.3%	-0.080%	+0.361%	-0.450%
NEXT_CLOSE	44	39	5	43.6%	-0.201%	+0.655%	-0.802%

EOD evidence by setup

Setup	Observations	Trade Ready	EOD N	Win rate	Avg return	Gap hit	Avg MFE	Avg MAE
GAP CONTINUATION	37	30	28	60.7%	+0.159%	0.0%	+0.360%	-0.167%
FAILED GAP REVERSAL	7	5	6	66.7%	+0.028%	66.7%	+0.235%	-0.182%

EOD evidence by score

Score	Observations	Trade Ready	EOD N	Win rate	Avg return
6/6	34	34	27	59.3%	+0.121%
5/6	2	1	0	—	—
4/6	8	0	7	71.4%	+0.193%

Recent Gap / Pivot observations

Ticker	Snapshot ET	Slot	Setup	Direction	Score	Ready	Entry	Gap Price	Gap %	Fill %	Pivot	15m close	EOD	EOD return	MFE	MAE
XLY	2026-08-28 15:55	15:55	GAP CONTINUATION	LONG	6/6	YES	$117.23	$115.88	+0.716%	40.4%	$116.10	$117.11	—	—	—	—
XLY	2026-08-28 15:00	15:00	GAP CONTINUATION	LONG	6/6	YES	$116.84	$115.88	+0.716%	40.4%	$116.10	$116.85	COMPLETE	+0.338%	+0.338%	+0.009%
XLY	2026-08-28 14:00	14:00	GAP CONTINUATION	LONG	6/6	YES	$116.85	$115.88	+0.716%	40.4%	$116.10	$116.85	COMPLETE	+0.329%	+0.329%	-0.086%
XLY	2026-08-28 12:00	12:00	GAP CONTINUATION	LONG	6/6	YES	$117.04	$115.88	+0.716%	40.4%	$116.10	$117.04	COMPLETE	+0.167%	+0.214%	-0.363%
XLY	2026-08-28 09:45	09:45	GAP CONTINUATION	LONG	4/6	NO	$116.62	$115.88	+0.716%	36.1%	$116.10	$116.50	COMPLETE	+0.527%	+0.815%	-0.210%
XLY	2026-08-27 15:55	15:55	GAP CONTINUATION	SHORT	6/6	YES	$116.01	$117.16	-0.615%	25.0%	$117.25	$115.97	—	—	—	—
XLY	2026-08-27 15:00	15:00	GAP CONTINUATION	SHORT	6/6	YES	$115.94	$117.16	-0.615%	25.0%	$117.25	$115.93	COMPLETE	-0.022%	+0.078%	-0.086%
XLY	2026-08-27 14:00	14:00	GAP CONTINUATION	SHORT	6/6	YES	$116.04	$117.16	-0.615%	25.0%	$117.25	$116.00	COMPLETE	+0.056%	+0.194%	-0.009%
XLY	2026-08-27 12:00	12:00	GAP CONTINUATION	SHORT	6/6	YES	$116.44	$117.16	-0.615%	25.0%	$117.25	$116.43	COMPLETE	+0.404%	+0.541%	+0.034%
XLY	2026-08-27 09:45	09:45	GAP CONTINUATION	SHORT	6/6	YES	$116.45	$117.16	-0.508%	0.0%	$117.25	$116.39	COMPLETE	+0.412%	+0.550%	-0.146%
XLY	2026-08-26 15:55	15:55	GAP CONTINUATION	SHORT	6/6	YES	$117.23	$117.93	-0.204%	62.5%	$118.08	$117.26	—	—	—	—
XLY	2026-08-26 15:00	15:00	GAP CONTINUATION	SHORT	6/6	YES	$117.17	$117.93	-0.204%	62.5%	$118.08	$117.17	COMPLETE	-0.064%	-0.017%	-0.179%
XLY	2026-08-26 14:00	14:00	GAP CONTINUATION	SHORT	6/6	YES	$117.13	$117.93	-0.204%	62.5%	$118.08	$117.13	COMPLETE	-0.098%	+0.077%	-0.213%
XLY	2026-08-26 12:00	12:00	GAP CONTINUATION	SHORT	6/6	YES	$116.93	$117.93	-0.204%	62.5%	$118.08	$116.94	COMPLETE	-0.269%	+0.158%	-0.385%
XLY	2026-08-26 09:45	09:45	GAP CONTINUATION	SHORT	6/6	YES	$117.73	$117.93	-0.161%	0.0%	$118.08	$117.72	COMPLETE	+0.412%	+0.837%	-0.093%
XLY	2026-08-25 15:55	15:55	FAILED GAP REVERSAL	SHORT	6/6	YES	$118.00	$118.28	+0.110%	100.0%	$118.38	$117.97	—	—	—	—
XLY	2026-08-25 15:00	15:00	FAILED GAP REVERSAL	SHORT	6/6	YES	$118.14	$118.28	+0.110%	100.0%	$118.38	$118.11	COMPLETE	+0.174%	+0.241%	-0.038%
XLY	2026-08-25 14:00	14:00	FAILED GAP REVERSAL	SHORT	6/6	YES	$118.09	$118.28	+0.110%	100.0%	$118.38	$118.08	COMPLETE	+0.135%	+0.203%	-0.076%
XLY	2026-08-25 12:00	12:00	FAILED GAP REVERSAL	SHORT	6/6	YES	$118.22	$118.28	+0.110%	100.0%	$118.38	$118.18	COMPLETE	+0.245%	+0.313%	-0.173%
XLY	2026-08-25 09:45	09:45	FAILED GAP REVERSAL	SHORT	6/6	YES	$118.27	$118.28	+0.245%	100.0%	$118.38	$118.28	COMPLETE	+0.249%	+0.444%	-0.131%
XLY	2026-08-24 15:55	15:55	GAP CONTINUATION	LONG	5/6	NO	$118.32	$118.00	+0.322%	81.6%	$117.72	$118.24	—	—	—	—
XLY	2026-08-24 15:00	15:00	GAP CONTINUATION	LONG	4/6	NO	$118.11	$118.00	+0.322%	68.4%	$117.72	$118.12	COMPLETE	+0.246%	+0.284%	-0.034%
XLY	2026-08-24 14:00	14:00	GAP CONTINUATION	LONG	4/6	NO	$118.31	$118.00	+0.322%	68.4%	$117.72	$118.28	COMPLETE	+0.080%	+0.118%	-0.199%
XLY	2026-08-24 12:00	12:00	GAP CONTINUATION	LONG	6/6	YES	$118.58	$118.00	+0.322%	68.4%	$117.72	$118.54	COMPLETE	-0.152%	+0.114%	-0.430%
XLY	2026-08-24 09:45	09:45	GAP CONTINUATION	LONG	4/6	NO	$118.21	$118.00	+0.254%	60.0%	$117.72	$118.22	COMPLETE	+0.156%	+0.486%	-0.123%
XLY	2026-08-21 15:55	15:55	GAP CONTINUATION	LONG	6/6	YES	$118.05	$116.68	+0.651%	92.1%	$116.82	$118.36	—	—	—	—
XLY	2026-08-21 15:00	15:00	GAP CONTINUATION	LONG	6/6	YES	$118.15	$116.68	+0.651%	92.1%	$116.82	$118.13	COMPLETE	-0.072%	+0.229%	-0.076%
XLY	2026-08-21 14:00	14:00	GAP CONTINUATION	LONG	6/6	YES	$117.96	$116.68	+0.651%	92.1%	$116.82	$117.96	COMPLETE	+0.085%	+0.386%	-0.055%
XLY	2026-08-21 12:00	12:00	GAP CONTINUATION	LONG	6/6	YES	$118.11	$116.68	+0.651%	92.1%	$116.82	$118.08	COMPLETE	-0.038%	+0.262%	-0.178%
XLY	2026-08-21 09:45	09:45	GAP CONTINUATION	LONG	4/6	NO	$116.92	$116.68	+0.591%	91.3%	$116.82	$116.94	COMPLETE	+0.979%	+1.283%	-0.111%
XLY	2026-08-20 15:55	15:55	GAP CONTINUATION	SHORT	6/6	YES	$116.64	$118.59	-1.299%	22.7%	$118.13	$116.70	—	—	—	—
XLY	2026-08-20 15:00	15:00	GAP CONTINUATION	SHORT	6/6	YES	$116.50	$118.59	-1.299%	22.7%	$118.13	$116.51	COMPLETE	-0.099%	+0.013%	-0.300%
XLY	2026-08-20 14:00	14:00	GAP CONTINUATION	SHORT	6/6	YES	$116.61	$118.59	-1.299%	22.7%	$118.13	$116.62	COMPLETE	+0.000%	+0.206%	-0.202%
XLY	2026-08-20 12:00	12:00	GAP CONTINUATION	SHORT	6/6	YES	$116.78	$118.59	-1.299%	22.7%	$118.13	$116.74	COMPLETE	+0.141%	+0.347%	-0.278%
XLY	2026-08-20 09:45	09:45	GAP CONTINUATION	SHORT	6/6	YES	$116.96	$118.59	-1.299%	0.6%	$118.13	$116.92	COMPLETE	+0.295%	+0.500%	-0.376%
XLY	2026-08-19 15:55	15:55	GAP CONTINUATION	LONG	6/6	YES	$118.44	$116.39	+0.438%	33.3%	$116.68	$118.44	—	—	—	—
XLY	2026-08-19 15:00	15:00	GAP CONTINUATION	LONG	6/6	YES	$118.37	$116.39	+0.438%	33.3%	$116.68	$118.38	COMPLETE	+0.055%	+0.228%	-0.038%
XLY	2026-08-19 14:00	14:00	GAP CONTINUATION	LONG	6/6	YES	$118.46	$116.39	+0.438%	33.3%	$116.68	$118.46	COMPLETE	-0.021%	+0.177%	-0.152%
XLY	2026-08-19 12:00	12:00	GAP CONTINUATION	LONG	6/6	YES	$118.52	$116.39	+0.438%	33.3%	$116.68	$118.50	COMPLETE	-0.072%	+0.127%	-0.202%
XLY	2026-08-19 09:45	09:45	GAP CONTINUATION	LONG	6/6	YES	$117.64	$116.39	+0.438%	33.3%	$116.68	$117.64	COMPLETE	+0.676%	+1.207%	-0.204%
XLY	2026-08-18 19:05	15:55	GAP CONTINUATION	SHORT	5/6	YES	$116.39	$116.72	-0.017%	100.0%	$117.06	$116.39	—	—	—	—
XLY	2026-08-18 15:56	15:55	GAP CONTINUATION	SHORT	4/6	NO	$116.49	$116.72	-0.017%	100.0%	$117.06	$116.76	—	—	—	—
XLY	2026-08-18 15:01	15:00	FAILED GAP REVERSAL	LONG	4/6	NO	$116.88	$116.72	-0.017%	100.0%	$117.06	$116.82	COMPLETE	-0.304%	+0.090%	-0.321%
XLY	2026-08-18 14:01	14:00	FAILED GAP REVERSAL	LONG	4/6	NO	$116.91	$116.72	-0.017%	100.0%	$117.06	$116.95	COMPLETE	-0.334%	+0.120%	-0.351%

Daily Results · Year / Month / Day · XLY

Historical outcome grades grouped by target date. Current year/month open automatically; older periods stay compact.

No target-dated recommendations yet.

Daily results are attributed to the locked recommendation target date. P/L and win rate use COMPLETE executable grades only; NO_FILL is reported separately.

Outcome evidence by ticker

Choose one underlying to keep its recommendations, grades, strategy evidence and Quick / Full evidence separate. ALL shows cross-ticker totals.

ALL CORN IBB IWM IYT QQQ SMH SPY TQQQ XHB XLB XLC XLE XLF XLK XLP XLU XLV XLY XSP

Ticker evidence

Ticker	Recommendations	Completed	No-fill	Avg P/L	Win rate
XSP	2119	0	1586	—	—
SPY	176	41	22	$-98.03	14.6%
XLK	101	0	101	—	—
XLF	74	0	74	—	—
IWM	56	44	12	$-37.63	22.7%
QQQ	56	44	12	$-84.39	36.4%
TQQQ	56	54	2	$-80.67	3.7%
XLE	56	56	0	$-41.54	0.0%
SMH	55	34	21	$-375.96	2.9%
IBB	52	28	24	$+47.94	50.0%
XHB	50	25	25	$-128.90	0.0%
XLB	49	20	29	$-20.94	35.0%
XLC	49	37	12	$-67.35	16.2%
IYT	34	6	28	$-63.73	0.0%
XLV	23	0	23	—	—
XLU	7	0	7	—	—
CORN	1	0	0	—	—
XLP	0	0	0	—	—
XLY	0	0	0	—	—

Scheduled Capture Universe

The default scheduled universe includes XSP, SPY, QQQ, IWM, TQQQ and selected sector/industry ETFs. Any additional ticker analyzed in Option AI / Forward Scanner is automatically enabled too.

Admin controls

Locked — viewing only

Ticker	Scheduled	Scans	Last analyzed	Source	Action
SPY	ON	8	2026-08-30T13:46	forward_scanner	Admin only
XSP	ON	90	2026-08-30T13:39	forward_scanner	Admin only
CORN	ON	4	2026-08-24T15:28	options_simulator_2	Admin only
XLY	ON	1	2026-08-18T23:05	forward_scanner	Admin only
XLV	ON	1	2026-08-18T22:54	forward_scanner	Admin only
XLF	ON	2	2026-08-18T21:30	forward_scanner	Admin only
XLK	ON	2	2026-08-18T21:18	forward_scanner	Admin only
XLU	ON	1	2026-08-18T21:10	forward_scanner	Admin only
XLP	ON	1	2026-08-18T21:03	forward_scanner	Admin only
XLE	ON	1	2026-08-18T20:00	forward_scanner	Admin only
XLC	ON	1	2026-08-18T19:50	forward_scanner	Admin only
XLB	ON	1	2026-08-18T19:45	forward_scanner	Admin only
XHB	ON	1	2026-08-18T19:37	forward_scanner	Admin only
IYT	ON	1	2026-08-18T19:31	forward_scanner	Admin only
SMH	ON	1	2026-08-18T19:21	forward_scanner	Admin only
TQQQ	ON	1	2026-08-18T18:59	forward_scanner	Admin only
QQQ	ON	1	2026-08-18T18:49	forward_scanner	Admin only
IWM	ON	1	2026-08-18T18:37	forward_scanner	Admin only
IBB	ON	1	2026-08-18T18:21	forward_scanner	Admin only

Strategy-family evidence · XLY

Family	N	Avg P/L	Win rate
No completed real grades yet.

Quick / Full evidence · XLY

Mode	N	Avg P/L	Win rate
No completed real grades yet.

Recent recommendations / grades · XLY

Ticker	Scan	Target	Family	Trade	Core	Flow	Model EV	Status	Real P/L
No captured Option AI recommendations yet.