Net Δ vs SPY
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beta-weighted portfolio delta
Sector Exposure
no open positions
Open Positions
0
tracked in this account
Deck Plays
0
today's candidate plays
Open Positions
0No open positions yet — tap “📊 Track Position” on a deck play to see it here.
The Deck
0The deck is empty — run a scan to pull fresh plays.
Past Performance
0No signals match your search
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Swings
Daily-chart swing setups with 1–3 week holds. Analyst & AI-rated entries land here.
COMING SOONPoor Man's Covered Calls — buy a 250+ DTE deep-ITM anchor call, sell 30–45 DTE calls against it monthly, and grind the cost basis to zero.
📊 PMCC PARAMETER BACKTEST
No long-dated plays yet.
Tap “↻ Pull New LEAPS” to scan for calm, deep-buffer setups.
Tap “↻ Pull New LEAPS” to scan for calm, deep-buffer setups.
Non-directional income: buy a long calendar / straddle 14–21 days before earnings while the chain is cheap, ride the IV expansion as hype builds, and sell 24h before the report — profit from IV inflation, never hold through the binary event. All numbers modeled (no OPRA feed).
No earnings in the 14–21 day window right now.
Tap “↻ Scan IV Ramps” to refresh the scan.
Tap “↻ Scan IV Ramps” to refresh the scan.
Stocks that beat AND gapped up >4% on earnings day keep drifting as analysts revise targets. On day 2–3 (after the IV crush settles), sell a 14–21 DTE put credit spread directly below the post-earnings support level. Premiums are BS-modeled from realized vol — verify with broker quotes.
No post-earnings gap-up setups in the day 2–3 window right now.
Tap “↻ Scan PEAD” to refresh.
Tap “↻ Scan PEAD” to refresh.
Flow Alerts
Real-time unusual options flow — sweeps, block prints and opening rotations as they hit the tape.
COMING SOONMacro Environment Trade Journal
0Every opened trade is tagged with the macro snapshot at that exact moment — market vol regime, 200-day MA stance, RSI-14, sector, and IV rank. Over 100 trades this reveals which environments produce 85%+ win rates versus which cause drag.
CLOSED TRADES—
WIN RATE—
PROFIT FACTOR—
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Portfolio Stress Test (TIMS)
Vector shock testing of the open portfolio: market moves −12% to +12% in 2.4% steps × IV shifts +30% / −15%. If a candidate trade pushes the theoretical worst-case loss past 20% of account value, the order is blocked.
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