Methodology
Most alert services show you screenshots. We show you the rulebook. The published track record is a model portfolio built under fixed, public rules — here is every one of them, including the unflattering parts.
Every signal is stamped the moment it posts to members. The model record is scored from that timestamp — not from a better price discovered afterwards. A signal that fires is in the record forever; nothing is edited out, re-dated, or quietly deleted.
The simulated exits are not a spreadsheet approximation. They are produced by the same exit-engine code — the identical stop, trail, take-profit, and end-of-day logic — that manages the desk's live positions. If the live engine would have flattened at 15:55, the model flattens at 15:55.
The model applies one fixed sizing rule to every signal, taken or missed, winner or loser. No position is retroactively up-sized because it won, and none is shrunk because it lost. Identical treatment is the whole point.
Options have real bid-ask spreads and commissions. We measured
161 of our own live fills, took the 75th-percentile
spread, added real per-contract commissions, and charge that to
every simulated round trip — roughly $41 per trade
on average. Headline P&L on this site is always quoted net of
those costs. At median (p50) spreads the record would look better;
at p90 it would look worse. We publish the conservative-leaning
p75 and show the sensitivity in the data file.
History before June 12, 2026 is a backtest: the current published rules applied to every signal fired since January 2, 2026. From June 12 forward, the record accrues nightly from signals as they publish — same rules, no hindsight. The line between the two is fixed and will not move.
This strategy buys cheap short-dated options and rides the rare big move. The consequence is honest but lopsided math: the net win rate is below 50%, the median trade is slightly negative, and a handful of outsized winners account for most — at times all — of the net P&L. Remove the top three trades and the rest of the book is net negative. If you need steady small wins, this is not that, and we would rather tell you here than have you discover it.
Where the desk traded live, the ledger is reconciled against broker records nightly. Cost assumptions are re-measured from live fills as more accumulate. When measured reality and the model disagree, the model gets corrected — in public, in the data file the record page loads.