July 2025 pt 1

+$936 for now

+$1001 1st week (including June 30th, which was NOT included in Junes Report)

-$929 2nd week (The reason this post happened)

+$864 3rd week (Good plans and followed through with highlights in this post

This ended up being so big and I still have more to do, im going to separate this month into 2 different ones.

This one will be an overview of where my stats are, analysis on them. A bit of risk managment, going over some losers, risk/trade management.

Skip to the bottom to see bullet points learned.

Giant chunk in the middle is me analyzing data every which way to adjust RR, Trade management, and expectations.

Goals will be discussed at month end.

OVERTRADING

Earlier in the month I knew I needed to add techincals to my stat tracking. What I failed to do is treat some obviou ssetups like I did my breakout trades. In terms of settling for less.

COST CRM GS DIS

Either trying to catch tops, ignoring cleear tight 4hr rising MAs that are acting as S and getting big in front of them.

Or ignorning weekly MAs that clear are tight and showing R and pushing price lower with failed breakouts higher.

And still getting big in front of them.

I am overtrading. Averaging about 10 trades a week compared to my old equity stats of 3 at the most in a week. I am clearly settling for less here.

And I see why, its a high WR and ive been doing good so I start thinking I can get away with things and settle for less.

After stat review down below it is obvious I am getting in on over ext names, that then pull right back against me.

Best trades dont got far against me and that is usually because I am entering with MAs very tight on top/under price on 1hr/4hr/D timeframe

RISK REWARD

Ive got to find a better way to gague risk reward before I am in a trade.

Its really difficult becuase time matters on entry or its gone.

Rule of thumb is Half Max L but lets see how accurate this is.

Of trades so far Ive got Max L sum of $277000

Est Risk sum of $74000

Ratio of basically 1/4

But lets do July as I have been more consistent

$100512

$28936

A little more than 1/4 but not much

With a Max P of $5014

Trades are at .17 on average. Meaning for every 4 wins I have, 1 loser would erase it. Supposedly.

I need a study first at how accurate my est risk is on trades that actually reach that point.

After some digging, it is all over the map. Only 2 of my losses that came close or at or past stop were actually reflective of what I thought my risk was. Rarely did they go over unless it went well past stop, some cases when it hit stop it was only at 15% of what I thought risk would be.

Delta Theta Gamma all play a role. I cannot figure it out. I sit here another morning trying to play with formulas, mess with grok, google trying to find some kind of clue as to how to better predict this. There isnt.

Max L is the only certainty.

My losers never got more than 61% of the way to max L. The average with that is 24% Without it its 20%

So another measure is 20% of max L.

But I have several losses under 10% Max L to.

So the double digit ones I have average out to 30%

Of the 14 losers, 9 of them hit double digits to Max L. 7 of them Got past 20%. 4 Past 30% Of those 4 only 2 went over Max Est Risk, other 2 1 was on the money, other at 85%.

Another way to look is by ratio to stop. Another 1 or higher means it hit stop.

11 hit stop. Of those 11, only 2 went past est Risk. 1 is at it. 2 above 80%.

So half of my losses, when stop was hit, were only at about 67% est risk on average.

Without the 2 outliers this drops to 40%

So I can meet in the middle and call it 50%

And again, I am only measure MAE on these trades by what MFE on Bot - MAE on Sold at there max was. So options may have bid/offered even higher than what is recorded, but as for trades that happened these were the maxes.

What am I trying to do here?

I am trying to find an accurate measure of risk becuase I do not get out and let Max L happen. I bail when stock hits stop/sold strike and then follow my rules.

I have found that my est risk from the opening of the trade is not accurate leading to larger losses and innaccurate data. Over sizing and poor RR trades

So there is wiggle room on both ends.

Wiggle room to drop est risk as data on losses shows that even when stop is hit, majority of trades are only at 67% of anticipated risk. (55% on all losses)

Wiggle room to raise because my estimated risk is also assuming that the bot will follow nearly 1:1 with the sold. Which absolutely is not the case.

That needs to be explored.

I record %MFE on bot and %MAE on sold.

MFE avg 86%

MAE avg 149%

I track spread of entry and now looking at spread on MFE/MAE

Avg at start .41

Avg at MAE .94

That means as trade goes to its worst point, the spread between bot/sold expands by a little more than double the original spread.

This is helpful.

My original est risk formula assumes they will go 1:1. Price entry of underlying - sold strike * avg bot + delta - Price entry of underlying - sold strike * avg sold + delta. And then that difference multiplied by 1.5 to account for that assumed spread increase.

I also have a ratio of MaxL/Est Risk

Currently an average of 3. Meaning my est risk is about 1/3 of Max L.

Which is about in line to what my %to Max L is with an average of 24%

Here are some things grok has to say about the above

-You need a way to model "realized risk" based on your exit discipline.

For each trade, calculate the actual loss at exit (realized risk) as a percentage of Est Risk and Max L. Your data suggests realized risk is often 55-67% of Est Risk when stops are hit. Use this to adjust your formula.

Create a "Realized Risk Ratio" = Actual Loss / Est Risk for each trade and analyze its distribution.

Based on your data:

Spread expansion multiplier: Start with 2.29 (average spread increase from 0.41 to 0.94).
Realized risk scaling: Apply a 0.6 factor to account for your exit discipline (55-67% of Est Risk).
Non-1:1 movement: Weight the sold option by 1.73 to reflect its higher MAE.

1.4 is the suggested multiplier.

Given the variables and weighing them all together, grok thinks I can reduce the multiplier.

Which I think makes sense too.

Only 2 of my losers actually hit my est risk so clearly that alone tells me its to high.

But my formula not adapting well for that spread increase tells me its too low.

So it weight all those options together and spit out a 1.4

Now we havent looked at winners.

No winners have hit est risk. Avg is 20% Worst is 81%

2 winners hit stop. 1 at 20% to est risk. Other 60% to est risk.

Avg ratio to stop is .43

When looking at all wins that got halfway to stop on underlying

Avg to est risk is 38%

Avg Spread at open is .24

Avg spread at mae is .42

Avg spread on trades that went past halfway to stop .63

%MFE 56%

%MAE 70%

On halfway to stop wins

%MFE 122%

%MAE 144%

Spread at open averages 0.24, increasing to 0.42 at MAE (a 1.75x increase). For trades going past halfway to stop, the spread at MAE is 0.63 (a 2.63x increase from open).

Compared to losers (open spread 0.41, MAE spread 0.94, ~2.29x increase), winners show a smaller spread expansion, likely because the underlying doesn’t move as adversely.

Metric	Winners (All)	Winners (Halfway to Stop)	Losers (All)
Avg % of Est Risk	20%	38%	55-67% (at stop)
Avg Ratio to Stop	0.43	≥0.5	1 (11/14 hit stop)
Spread at Open	0.24	0.24	0.41
Spread at MAE	0.42	0.63	0.94
Spread Increase	1.75x	2.63x	2.29x
%MFE (Bot)	56%	122%	86%
%MAE (Sold)	70%	144%	149%
% to Max L	N/A	N/A	24% (avg), 61% (max)

Your Est Risk formula overestimates risk for both winners (20-38% realized) and losers (55-67% at stop), primarily due to early exits and the inaccurate 1:1 bot/sold assumption. Winners’ lower spread expansion (1.75x vs. 2.29x) and MFE/MAE divergence (1.25 vs. 1.73) suggest a unified multiplier of ~1.05, with a 1.5 weighting for sold option movement, could work. Test this formula, collect Greeks/IV data, and consider segmenting trades by distance to stop. If you share specific trade data or want a tailored chart, I can refine the analysis further. Let me know how you want to proceed!

Im going to meet in the middle here and adjust it to 1.3

This will reflect all of the above data, gives better RR, obviously a more thought out solution to figuring out this few month long problem now.

$COST ANALYSIS

COST was a bad setup. Just all around Declinigng MAs and right on top of price on D and W. Prev R acting as current R again. Failed breakouts to the upside getting sold. And im here and long. Its not High probability. And to make matters worse I am getting big sized on in front of this.

Its just not clean and clear.

Other than the fact the setup is bad. The management and PA following is what needs to be explored.

Never felt more stress from a trade than this one. The original RR was 1:8 at .14

Currently 1230 on thursday as I write this. I keep going back and forth on whther to cut early here.

Pos news sold

Clear VA loss

Clear MA decline and acting as R.

Clear failed higher higher

Gettting sold at vwap

Clear weakness with WMT.

It still has a 7pt move needed to touch sold strike

It just seems very likely that this is going to get worse

But once reaches that point, if it does, loss will be at least double what it is now.

The only thing in my favor is a couple 50 fib retrace levels. other than that there is notihng down here

And me doing this alone trying to find a positive out look is problem enough.

Sitting at roughly down $1000, which we hav enow been hovering around down 300 to down 1200

Total est risk on this was $4000 for a totla profit of $600

Which of coure given all variables is not acceptable.

So now I have a choice. I can risk another 1000 for that 600 so now its roughly 2000 to make 600, depsite all variables against it still acts like this 970-972 area is good S.

If that breaks then I am looking about down 1500.

From there with all the negative variables this can absolutely reach strike and crush me, all for just 600.

So really whats my risk reward here.

Because outside monetary value the stress this name has given me, and even last week and the one before that, it not great.

Wednesday after close they came out with news. Positive news and it reached 15pts above the close at 996, thought all was fine. Until next day open came and we lost 18pts an ATR move and bit more in the first 30 min right back to prev lod.

Also on Thursday noticed it was going 1:1 with WMT who was also collapsing but was showing rel str as it was not losing LOD

Alright I did something

I made this trade an Iron Condor.

I sold th 995 calls bot 1000 to hedge.

Price at 976 at vwap, it did recover. There is a damn long way to go for this to get through to 995. 20 pts, all MAs 3 separate VA chunks and a 2month long VA high AND stick it.

Thinking here is this trade can fail lower, the call would offset the put loss.

There if (despite few, but clear) reasons to hold this cost long still. It is refusing to dump past these levels into 7 pts lower into my sold price

So what happened here? I found myself in a bad trade. Too large, ove leveraged. And in a very tight spot under bad circumstances but reason enough to still hold the trade and stick the plan.

But the risk of doing so was way too large. Large enough to potential erase a couple weeks worth of profits.

I decided the solution instead of bailing on the trade and eating a 1000 loss, was to offset the potential large loss by selling a call spread instead of cutting my legs off in the off chance it got worse.

I reduced my risk by adding a new as they call it, wing.

Without the call spread, If the COST trade got worse I was going to cut it early and take a fairly large, potentially near 2000 loss and that would be the end of it.

Instead I had an idea, what If I added more put protectionm just buy more puts. No that goes against original trade plan thesis which is still valid

The ISSUE here is RISK. If my risk was smaller I wouldnt care about the current PA or price

I was way too worried about the $$$ at risk here. I wasnt worried about the trade, I was fearful of the loss and what that would look like.

It just came to me really. It wasnt planned which usually isnt a good idea, but with options I hear all the time how you can do fun things to control risk. This must be one of them.

I will absolutely be exploring this idea more. Starting with grok.

Is turning a spread into an Iron Condor a way to reduce risk when expecting a loss?

-Not reduce risk, but reducing loss. Adding more contracts = adding more risk.

How does one manage risk with an Iron Condor

-At the start of a trade

-You do this when you expect a stock to remain within a range.

-If added wing in middle of trade

-I see myself doing this when original trade idea may fail and sentiemtn has turned against me

-This is essentially me assuming my original trade thesis may be wrong as the tide has turned, and I am protecting my idea by considering myself trapped in a bailed break trade

-If added wing in middle of trade near loss of original trade

-This is when my trade idea is wrong and I am looking at -100% est risk. Tide is against me, i am clearly trapped and going to take a loser.

-Entering new wing offsets the loss im going to take.

I think its a smart idea. This is accepting the my trade idea is wrong, and adding a new trade to offset the loss.

Remember, a failed breakout long, is usually a good short. Vice versa.

RISK MANAGEMENT

I wrote last month about how 90% rule will cost a lot of money in the end due to that 10% given up and commissions. Well now I have seen the darkness and it hurts. I told myself I have yet to see that reason why, and this week showed it to me.

COST MDB CRM CRWV

These trades are not set it and forget it. As I have now learned.

Some must be babied

Some must be taken at 90%

Some must be cut early

I have new ways to protect myself

90% out

Iron Condor

Stop movement

Too often did I wait and wait before I decide to get out

I remember stating before, getting out breakeven is a gift.

Getting out profitable is an even better gift

Risk reward changes as the days go on.

You risk giving up profits but that est risk is ALWAYS there.

At day 1 your est risk is it.

At day 3 when option is at 90%, now your risk is TWICE what it was at the start.

The estimated risk never really changes that much, even in the last 30min on friday, As I have now seen, you can still get crushed.

At 90%, your RR is massive skewed, something like 1:20 all for just that extra 10%

I need a better plan here

Given what happened on these names lets list the problems for each

COST

-Bad setup, failed right away, clear loss of trend on multiple time frames. Repeatedly breakeven a few times and didnt take it, ended 700$ loss. At worst down $2100.

-Despite clear indications it was a failed long breakout, and clear breakdown with weak industry, held on for chance it might not close under strike, when should have taken gift of breakeven on pb before next larger breakdown which led to loss.

MDB

-Great curl up A+ looking setup.

-Failed REAL hard as did all of tech next day.

-Up 90% multiple times, held on for all last 10%, plenty of times to get out.

-Last 20min on friday went under strike, covered for 1000 loss

CRWV

-Another last 20min broke strike, popped 12 points ran all day, never took it off loss 700

CRM

-A+ breakout, that failed with tech, promptly sold off all day right at entry.

-Immidiate warning signs. Clear candidate for b/e exit if able, or iron condor as a failed breakout

-Followed loss rules and got out appropraitely. -800

SCHW

-Freak sell, was the trade that made me solidify exit rules. FIne with this one despite how big it is. learning less -1400

MCD

-In on bad PA. Should hjave avoided, caught a falling knife and continued to fall. -1600

Thousands of dollars in losses here that couldve been avoided. Lessons learned. New rules in place to prevent this in future.

AFTER ENTRY

-Trade fails, losses ALL 1h4(9,20,50)/4hr(9/20) MAs = Iron Condor Candidate + 90% profit take

-Next PB to vwap or against 1hr9ma, Look to place opp wing at top of current day/prevday candle hi/lo or nearby pivot high.

-If trade remains neutral, take it off at +90%

-If trade continues against after PB in favor, take off breakeven if able

-If trade hits stop, follow stop out rules.

-Trade fails, losses ALL 1h4(9,20,50) = 90% profit take

-If hit stop, follow stop rules.

-If remains neutral, take it off at +90%

These are also cues to pay attention to to know if I need to hedge

-Down 25% to est risk

-50% of the way to stop.

-Sold option 75% against

-Stock Day 2 unfavorable action

-Stock against 1.5% (This again reflects 50% to stop on average)

-Stock against me .75 ATR

Risk first. Always better safe than sorry. if ANY of these metrics happen, it is a 90% trade.

When exiting options, its always better to take it when available. Because when its gone, its gone and spread and market makers will kill you and not budge.

JUL 18 End of Week Note

LMT AND CRWD

This new managmenet plan just saved me $4000 in losses and turned it into -$284 instead

Both had major issues, and instead of hold to strike, I bailed as it turned against AND was able to put a condor on CRWD that cut the 1st trades loss almost in half.

LMT was too spready and far out for me to get a wing on.

But LMT was the best cut here. Ended the trade down -$30 and would have at this moment as of noon, been nearly a $2500 loss.

Breakeven was a gift, and I let the hedge ride alittle bit and captured a bit more premium as it sold off.

TECHNICAL STATS

Now with all the nasty stuff out of the way, lets look at some numbers

I updated my stats and backfilled the data to include the variables from my prev swing sheets. More data points. Study.

This data goes over mid may to mid july.

Separated into 6 diffferent studies

W, L, Bear, Bull, Flag, Overext

84 Variables tracked

At the end ill throw it into grok for easier comparisons and then dig a bit deeper and separate based on thresholds

AND THEN after that I can look at things like Delta/Theta RR MFE/MAE etc

Find, Analyze, Eliminate

(Grok REALLY saves a lot of time typing this out)

WINNERS AND LOSERS (54 / 20)

| Variable | W | L |

|--------|-----------|------------|

| History Score | 1.46 | 1.79 |

| A+ Score | 6.09 | 6.47 |

| Chart Score | 24.13 | 24.79 |

| Sector SATA Position | 38% | 41% |

| Industry SATA Position | 43% | 44% |

| Sub Industry SATA Position | 45% | 46% |

| SATA Score | 7.22 | 7.37 |

***| Mansfield RS | -0.64 | 9.23 |

| Flag | 61% | 68% |

| Para Cap | 39% | 32% |

| Flat Top | 63% | 63% |

| ATR | 8.92 | 9.30 |

| Avg Vol | 20,676,296.30 | 28,355,263.16 |

| Vol Day of Entry | 20,657,037.04 | 28,456,315.79 |

***| Day of Entry > than Avg | 41% | 26% |

| Days In Range | 6.46 | 5.95 |

| Weeks In Range | 3.81 | 3.79 |

| Months in range | 2.70 | 3.84 |

| Score | 119.56 | 111.81 |

| Industry Strong | 26% | 42% |

| Sector Strong | 9% | 26% |

| Query Shows 70%+ 30%- | 15% | 16% |

| Query Shows 100% | 2% | 11% |

| Similar DatesShow Favorable Outcome | 2% | 11% |

| Beat Last Earnings | 67% | 79% |

| Positive Post E Follow Up | 61% | 63% |

***| Within 10% 52wkhi | 48% | 79% |

| W Candle G | 69% | 68% |

| 50 wma involved? | 9% | 0% |

| 50dma involved? | 11% | 5% |

| Above 50dma | 70% | 79% |

| Rising W9ma | 69% | 74% |

| Rising D9ma | 70% | 58% |

| Rising 4hr9ma | 70% | 63% |

| Rising 1hr9ma | 56% | 47% |

| Touching 9WMA | 4% | 5% |

| Touching 9DMA | 54% | 53% |

| Touching 94hrMA | 87% | 95% |

| Touching 91hrMA | 93% | 100% |

| Are 9&20 1hrMA Tight? | 96% | 95% |

| Are 9&20 4hrMA Tight? | 89% | 89% |

***| Are 9&20 DMA Tight? | 39% | 21% |

| Are 9&20 WMA Tight? | 6% | 11% |

| Are 9&20 MMA Tight? | 0% | 0% |

| Above All MAs | 13% | 11% |

| All MAs Curl In Favor | 13% | 5% |

| All MAs In Order | 6% | 5% |

***| Above Several AnchV | 81% | 95% |

| Above Top Most AnchV | 56% | 58% |

| Tight AnchV Cluster | 37% | 37% |

| AnchV Squeeze | 30% | 37% |

| Rel Str | 46% | 53% |

| Top of VA | 46% | 47% |

***| Failed Break Opp | 37% | 63% |

| TL Break | 43% | 53% |

| Volume | 65% | 47% |

| CDV | 52% | 53% |

| Rel Str Trend In Favor | 26% | 42% |

| Prev S/R | 69% | 63% |

| Fib S/R | 78% | 74% |

***| RS Prev S/R | 39% | 16% |

| BB Touch | 43% | 47% |

| RSI >70 <30 | 35% | 37% |

| Squeeze near 0 | 15% | 21% |

| 1hr Sqz In Favor | 81% | 95% |

| 1hr 0 Flip In Favor | 24% | 16% |

| 1hr Momo In Favor | 69% | 58% |

| 1hr Prev S/R | 22% | 32% |

| 4hr Sqz In Favor | 43% | 63% |

| 4hr 0 Flip In Favor | 22% | 32% |

| 4hr Momo In Favor | 76% | 84% |

| 4hr Prev S/R | 33% | 21% |

| D Sqz In Favor | 33% | 16% |

| D 0 Flip In Favor | 19% | 16% |

***| D Momo In Favor | 48% | 74% |

| D Prev S/R | 13% | 21% |

| W Squz In Favor | 41% | 47% |

| W 0 Flip In Favor | 6% | 11% |

| W Momo In Favor | 35% | 42% |

| W Prev S/R | 9% | 5% |

| M Sqz In Favor | 37% | 26% |

| M 0 Flip In Favor | 2% | 0% |

| M Momo In Favor | 33% | 16% |

| M Prev S/R | 0% | 0%

So there is a challenge here. I trade both long and short, almost evenly. So W and L is not really enough to say anything with certainty now.

But regardless here are some standouts

SATA Mansfield RS on losers is failry strong. Winners are neutral.

Day of entry vol greater than average on winners has edge

80% of losers were within 52wk hi compared to 50% of winners

9/20 DMA tightness is more on winners than losers, more range bound edge than not

95% Of losers were above several anchored vwaps. Makes me think im shorting too many strong names

63% of losers had a failed breakout, maybe showing indecisive compared to winners 37% showing clear trend holding

40% of winners showed RS S/R

Daily Squeeeze momentum in favor on 75% of losers is odd. Perhaps trading too much against the trend

Heres what Grok has to say.

Rising D9ma: 70% in W vs 58% in L (W higher by 12%—close to threshold, but notable as it's part of a pattern where winners have slightly more rising MAs across timeframes).

4hr Sqz In Favor: 43% in W vs 63% in L (L higher by 20%). Losers show more favorable 4hr squeezes, which could mean these setups trap traders if other factors aren't aligned.

Volume: 65% in W vs 47% in L (W higher by 18%). Winners tend to have higher volume support, potentially signaling better conviction or liquidity.

Have to dig deeper.

BEAR VS BULL (Long vs Short)

| Header | Bear 41| Bull 33|

|--------|------|------|

| History Score | 1.48 | 1.61 |

| A+ Score | 5.70 | 6.64 |

| Chart Score | 23.05 | 25.64 |

| Sector SATA Position | 39% | 39% |

| Industry SATA Position | 42% | 46% |

| Sub Industry SATA Position | 45% | 46% |

***| SATA Score | 7.6 | 4 |

***| Mansfield RS | 21.75 | -7 |

| Flag | 45% | 82% |

| Para Cap | 55% | 18% |

| Flat Top | 48% | 79% |

| ATR | 9.00 | 8.98 |

| Avg Vol | 34,929,500.00 | 7,684,848.48 |

| Vol Day of Entry | 35,922,250.00 | 6,598,787.88 |

| Day of Entry > than Avg | 33% | 45% |

| Days In Range | 4.95 | 8.03 |

| Weeks In Range | 2.60 | 5.30 |

| Months in range | 2.05 | 4.15 |

| Score | 132.11 | 99.70 |

| Industry Strong | 28% | 33% |

| Sector Strong | 13% | 15% |

| Query Shows 70%+ 30%- | 5% | 27% |

| Query Shows 100% | 0% | 9% |

| Similar DatesShow Favorable Outcome | 0% | 9% |

| Beat Last Earnings | 70% | 70% |

***| Positive Post E Follow Up | 73% | 45% |

***| Within 10% 52wkhi | 70% | 39% |

***| W Candle G | 85% | 45% |

| 50 wma involved? | 0% | 12% |

| 50dma involved? | 0% | 21% |

***| Above 50dma | 95% | 42% |

***| Rising W9ma | 85% | 48% |

***| Rising D9ma | 75% | 55% |

***| Rising 4hr9ma | 50% | 91% |

***| Rising 1hr9ma | 23% | 94% |

| Touching 9WMA | 0% | 9% |

***| Touching 9DMA | 40% | 70% |

| Touching 94hrMA | 85% | 94% |

| Touching 91hrMA | 95% | 94% |

| Are 9&20 1hrMA Tight? | 93% | 100% |

| Are 9&20 4hrMA Tight? | 85% | 97% |

***| Are 9&20 DMA Tight? | 13% | 61% |

| Are 9&20 WMA Tight? | 5% | 9% |

| Are 9&20 MMA Tight? | 0% | 0% |

| Above All MAs | 5% | 21% |

| All MAs Curl In Favor | 0% | 21% |

| All MAs In Order | 0% | 12% |

| Above Several AnchV | 88% | 85% |

***| Above Top Most AnchV | 83% | 21% |

***| Tight AnchV Cluster | 5% | 76% |

***| AnchV Squeeze | 3% | 67% |

***| Rel Str | 78% | 9% |

| Top of VA | 30% | 67% |

| Failed Break Opp | 28% | 64% |

| TL Break | 33% | 64% |

| Volume | 68% | 52% |

| CDV | 38% | 73% |

| Rel Str Trend In Favor | 23% | 39% |

***| Prev S/R | 53% | 88% |

| Fib S/R | 75% | 76% |

***| RS Prev S/R | 45% | 18% |

***| BB Touch | 63% | 21% |

***| RSI >70 <30 | 63% | 6% |

| Squeeze near 0 | 13% | 21% |

| 1hr Sqz In Favor | 90% | 79% |

| 1hr 0 Flip In Favor | 23% | 18% |

***| 1hr Momo In Favor | 80% | 45% |

| 1hr Prev S/R | 33% | 12% |

| 4hr Sqz In Favor | 40% | 58% |

| 4hr 0 Flip In Favor | 23% | 27% |

| 4hr Momo In Favor | 80% | 76% |

| 4hr Prev S/R | 43% | 12% |

| D Sqz In Favor | 15% | 45% |

| D 0 Flip In Favor | 13% | 24% |

| D Momo In Favor | 53% | 58% |

| D Prev S/R | 15% | 15% |

| W Squz In Favor | 38% | 48% |

| W 0 Flip In Favor | 5% | 9% |

***| W Momo In Favor | 15% | 64% |

| W Prev S/R | 15% | 0% |

***| M Sqz In Favor | 13% | 64% |

| M 0 Flip In Favor | 3% | 0% |

| M Momo In Favor | 28% | 27% |

| M Prev S/R | 0% | 0%

SATA and Mans RS tells me im going counter trend here, mean reverting mainly.

Bear trades have much better earnings

Bear trades are closer to 52wk hi

Bear trades have Weekly Green Candles almost always

Almost all MA above/below or rising is counter trend

Bullish trades have a much higher rating with tight 9/20 dma telling me most bullish trades are out of longer ranges

Anch vwap says the same in terms of counter trend.

63% of my bear trades were with rsi >70 and BB touch

Counter trend is confirmed when only 15/13% of bear trades have W and M momentum on squeeze in favor

These need to be dividedfurther into Bear w/l and Bull w/l

BEAR W/L 29 12

Header	Bear W	Bear L
History Score	1.45	1.64
A+ Score	5.79	5.55
Chart Score	23.34	22.45
Sector SATA Position	38%	39%
Industry SATA Position	42%	42%
Sub Industry SATA Position	46%	42%
***SATA Score	7.2	8.2
***Mansfield RS	20.3	25
Flag	45%	45%
Para Cap	55%	55%
Flat Top	52%	36%
ATR	9.26	7.65
Avg Vol	30,721,724.14	44,840,909.09
Vol Day of Entry	31,927,241.38	46,545,454.55
Day of Entry > than Avg	34%	27%
Days In Range	5.34	3.64
Weeks In Range	2.48	2.55
Months in range	1.90	2.36
Score	138.89	129.67
Industry Strong	28%	27%
Sector Strong	7%	18%
Query Shows 70%+ 30%-	3%	9%
Query Shows 100%	0%	0%
Similar DatesShow Favorable Outcome	0%	0%
Beat Last Earnings	72%	73%
Positive Post E Follow Up	69%	82%
Within 10% 52wkhi	62%	82%
***W Candle G	93%	64%
50 wma involved?	3%	0%
50dma involved?	0%	0%
***Above 50dma	93%	100%
Rising W9ma	83%	91%
Rising D9ma	79%	73%
Rising 4hr9ma	55%	45%
Rising 1hr9ma	24%	18%
Touching 9WMA	0%	0%
Touching 9DMA	45%	27%
Touching 94hrMA	83%	91%
Touching 91hrMA	93%	100%
Are 9&20 1hrMA Tight?	93%	91%
Are 9&20 4hrMA Tight?	83%	82%
Are 9&20 DMA Tight?	14%	9%
Are 9&20 WMA Tight?	3%	9%
Are 9&20 MMA Tight?	0%	0%
Above All MAs	3%	9%
All MAs Curl In Favor	3%	0%
All MAs In Order	0%	0%
Above Several AnchV	83%	91%
Above Top Most AnchV	83%	82%
Tight AnchV Cluster	3%	9%
AnchV Squeeze	3%	0%
Rel Str	79%	73%
Top of VA	34%	18%
Failed Break Opp	21%	45%
TL Break	34%	27%
***Volume	66%	82%
CDV	38%	27%
***Rel Str Trend In Favor	14%	36%
Prev S/R	52%	45%
***Fib S/R	79%	64%
***RS Prev S/R	59%	18%
***BB Touch	59%	82%
RSI >70 <30	62%	64%
Squeeze near 0	7%	18%
1hr Sqz In Favor	90%	91%
1hr 0 Flip In Favor	28%	18%
1hr Momo In Favor	83%	73%
1hr Prev S/R	34%	36%
4hr Sqz In Favor	38%	45%
4hr 0 Flip In Favor	28%	9%
4hr Momo In Favor	83%	73%
4hr Prev S/R	48%	36%
D Sqz In Favor	14%	18%
D 0 Flip In Favor	7%	18%
D Momo In Favor	45%	64%
D Prev S/R	10%	27%
W Squz In Favor	41%	27%
W 0 Flip In Favor	3%	9%
W Momo In Favor	17%	9%
W Prev S/R	17%	9%
M Sqz In Favor	17%	0%
M 0 Flip In Favor	3%	0%
***M Momo In Favor	38%	9%
M Prev S/R	0%	0%

Bearish winners have a slight edge in weakness in terms of SATA score and Mans RS

-Likely meaning they have already pulled back some

93% of winners had a weekly green candle

45% of wins were touching 9dma. Losers at 27% Maybe losers getting in too late.

Top of VA: 34% in W vs 18% in L (W higher by 16%). Winners more frequently at the top of value area, which could mean better positioning for mean reversion

Half of losers had a failed breakdown marked. That would mean a failed break higher that I shorted, that more than likely was retested and held higher.

80% had a Fib level as R

60% had RS as R, only 18% of losers did.

I did some digging and I really didnt take a lot of good setups on these losers. Lots of them were already gone and I got short in a poor location. The move already happened, it gapped down into S then I got short. It never showed signs of weakness (No red day, no doji, no MA loss)

Looking at winners I see much better setups. Clear D level breakdown, no too far gone already, not shorting at S, already lost LTF MAs but still close.

Thos reasons alone can skew numbers. Overtrading still here thinking I can get away with less.

BULL W/L

| Header | Bull W 25| Bull L 8|

|--------|--------|--------|

| History Score | 1.48 | 2.00 |

| A+ Score | 6.44 | 7.25 |

| Chart Score | 25.04 | 27.50 |

| Sector SATA Position | 38% | 41% |

| Industry SATA Position | 45% | 49% |

| Sub Industry SATA Position | 43% | 52% |

| SATA Score | 4 | 4.13 |

| Mansfield RS | -9 | -3.75 |

| Flag | 80% | 88% |

| Para Cap | 20% | 13% |

| Flat Top | 76% | 88% |

| ATR | 8.53 | 10.38 |

| Avg Vol | 9,023,600.00 | 3,501,250.00 |

| Vol Day of Entry | 7,583,600.00 | 3,521,250.00 |

| Day of Entry > than Avg | 48% | 38% |

| Days In Range | 7.76 | 8.88 |

| Weeks In Range | 5.36 | 5.13 |

| Months in range | 3.64 | 5.75 |

| Score | 106.00 | 99.00 |

***| Industry Strong | 24% | 63% |

| Sector Strong | 12% | 25% |

| Query Shows 70%+ 30%- | 28% | 25% |

| Query Shows 100% | 4% | 25% |

| Similar DatesShow Favorable Outcome | 4% | 25% |

***| Beat Last Earnings | 60% | 100% |

***| Positive Post E Follow Up | 52% | 25% |

***| Within 10% 52wkhi | 32% | 63% |

| W Candle G | 40% | 63% |

| 50 wma involved? | 16% | 0% |

| 50dma involved? | 24% | 13% |

| Above 50dma | 44% | 38% |

| Rising W9ma | 52% | 38% |

***| Rising D9ma | 60% | 38% |

| Rising 4hr9ma | 88% | 100% |

| Rising 1hr9ma | 92% | 100% |

| Touching 9WMA | 8% | 13% |

| Touching 9DMA | 64% | 88% |

| Touching 94hrMA | 92% | 100% |

| Touching 91hrMA | 92% | 100% |

| Are 9&20 1hrMA Tight? | 100% | 100% |

| Are 9&20 4hrMA Tight? | 96% | 100% |

***| Are 9&20 DMA Tight? | 68% | 38% |

| Are 9&20 WMA Tight? | 8% | 13% |

| Are 9&20 MMA Tight? | 0% | 0% |

| Above All MAs | 24% | 13% |

| All MAs Curl In Favor | 24% | 13% |

| All MAs In Order | 12% | 13% |

| Above Several AnchV | 80% | 100% |

| Above Top Most AnchV | 24% | 13% |

| Tight AnchV Cluster | 76% |75% |

***| AnchV Squeeze | 60% | 88% |

| Rel Str | 8% | 13% |

***| Top of VA | 60% | 88% |

| Failed Break Opp | 56% | 88% |

***| TL Break | 52% | 100% |

***| Volume | 64% | 13% |

| CDV | 68% | 88% |

| Rel Str Trend In Favor | 40% | 38% |

| Prev S/R | 88% | 88% |

| Fib S/R | 76% | 75% |

| RS Prev S/R | 16% | 25% |

| BB Touch | 24% | 13% |

| RSI >70 <30% | 4% | 13% |

***| Squeeze near 0 | 24% | 100% |

***| 1hr Sqz In Favor | 72% | 13% |

| 1hr 0 Flip In Favor | 20% | 25% |

***| 1hr Momo In Favor | 52% | 88% |

***| 1hr Prev S/R | 8% | 63% |

***| 4hr Sqz In Favor | 48% | 100% |

| 4hr 0 Flip In Favor | 16% | 0% |

***| 4hr Momo In Favor | 68% | 13% |

*** 4hr Prev S/R | 16% | 45% |

| D Sqz In Favor | 56% | 32% |

| D 0 Flip In Favor | 32% | 0% |

| D Momo In Favor | 52% | 75% |

| D Prev S/R | 16% | 13% |

***| W Squz In Favor | 40% | 75% |

| W 0 Flip In Favor | 8% | 13% |

***| W Momo In Favor | 56% | 88% |

| W Prev S/R | 0% | 0% |

| M Sqz In Favor | 60% | 75% |

| M 0 Flip In Favor | 0% | 0% |

| M Momo In Favor | 28% | 25% |

| M Prev S/R | 0% | 0%

63% of LOSERS were in a strong industry compared to 24% of winners

100% of losers had beat earnings.

52% of winners had positive E follow up

70% of winners had tight 9/20dma

65% of winners had high volume cues

100% of losers had D squeeze near or at 0.

72% of winners had 1hr Sqz in the green

68% of wins had 4hr momo squeeze in green and increaisng.

Rising D9ma: 60% in W vs 38% in L (W higher by 22%). Daily 9ma rising favors winners, part of a broader MA uptrend pattern in Bull W.

Rising W9ma: 52% in W vs 38% in L (W higher by 14%—near, but complements the D9ma trend).

Failed Break Opp: 56% in W vs 88% in L (L higher by 32%). Quite a surprise here. Kind of a theme now with the bear trades as well. It seems these failed breakouts are happening, sucking in more traders, then retesting again. I beleive this is a sign in this case of a tired market signaling we are in need of a much deeper pb across the board.

D Sqz In Favor: 56% in W vs 32% in L (W higher by 24%). Daily squeezes favor winners strongly.

D 0 Flip In Favor: 32% in W vs 0% in L (W higher by 32%). Zero-line flips on daily are exclusive to winners.

Im seeing things here im not used to. Thsi data only covers the last 2 months which have been nothing but bullish, but stat review telliong me some things that dont usually make sense. What does make sense is we are tired and in need of a much biger longer pb.

This section of trades is also where I lost the most money -$5400 over 8 trades.

MCD was a bad bottom pick that failed really hard

SCHW was a SOL trade that I would take again.

MDB and CRM were the most recent mega failed tech breakouts that we had last week (Jul 9)

COST just a bad trade.

So 5050 here

FLAG W/L

Variable	Winners	Losers
History Score	1.31	1.83
A+ Score	6.75	6.17
Chart Score	26.19	25.17
Sector SATA Position	37%	40%
Industry SATA Position	40%	43%
Sub Industry SATA Position	42%	45%
SATA Score	4.78	6.58
Mansfield RS	-7.79	7.50
Flag	100%	100%
Para Cap	6%	0%
Flat Top	81%	83%
ATR	8.83	9.71
Avg Vol	21,680,625.00	11,428,333.33
Vol Day of Entry	20,428,750.00	7,555,833.33
Day of Entry > than Avg	38%	8%
Days In Range	7.84	7.17
Weeks In Range	4.97	4.92
Months in range	2.88	5.25
Score	110.03	99.10
Industry Strong	16%	33%
Sector Strong	9%	33%
Query Shows 70%+ 30%-	16%	17%
Query Shows 100%	3%	17%
Similar DatesShow Favorable Outcome	3%	17%
Beat Last Earnings	56%	83%
Positive Post E Follow Up	53%	50%
Within 10% 52wkhi	31%	83%
W Candle G	63%	58%
50 wma involved?	9%	0%
50dma involved?	19%	8%
Above 50dma	66%	67%
Rising W9ma	69%	58%
Rising D9ma	72%	42%
Rising 4hr9ma	75%	58%
Rising 1hr9ma	56%	50%
Touching 9WMA	6%	8%
Touching 9DMA	72%	67%
Touching 94hrMA	97%	100%
Touching 91hrMA	97%	100%
Are 9&20 1hrMA Tight?	100%	100%
Are 9&20 4hrMA Tight?	97%	100%
Are 9&20 DMA Tight?	63%	25%
Are 9&20 WMA Tight?	9%	17%
Are 9&20 MMA Tight?	0%	0%
Above All MAs	19%	0%
Above Several AnchV	19%	0%
Above Top Most AnchV	9%	0%
Tight AnchV Cluster	75%	92%
AnchV Squeeze	44%	33%
Rel Str	50%	50%
Top of VA	44%	50%
Failed Break Opp	31%	25%
TL Break	63%	58%
Volume	56%	75%
CDV	59%	58%
Rel Str Trend In Favor	56%	25%
Prev S/R	69%	67%
Fib S/R	44%	58%
RS Prev S/R	84%	92%
BB Touch	81%	83%
RSI >70 <30	25% と思います	17%
Squeeze near 0	16%	25%
1hr Sqz In Favor	19%	8%
1hr 0 Flip In Favor	25%	33%
1hr Momo In Favor	81%	100%
1hr Prev S/R	16%	8%
4hr Sqz In Favor	66%	50%
4hr 0 Flip In Favor	13%	25%
4hr Momo In Favor	66%	83%
4hr Prev S/R	38%	42%
D Sqz In Favor	72%	83%
D 0 Flip In Favor	19%	0%
D Momo In Favor	56%	25%
D Prev S/R	25%	25%
W Squz In Favor	66%	100%
W 0 Flip In Favor	16%	17%
W Momo In Favor	53%	50%
W Prev S/R	9%	17%
M Sqz In Favor	47%	58%
M 0 Flip In Favor	3%	0%
M Momo In Favor	44%	33%
M Prev S/R	0%	0%

Volume is notable here, winners had more volume and more on day of entry than average

Mans RS is negative on winners and positive on losers. Telling me im picking bottoms well.

-UNH is the reason here. -42 was rating and of 33 wins, 6 were on UNH. Avg RS rating without UNH is 4 so major outlier here.

Winners had much larger rising MA % telling me more longs are doing better.

Again 9/20dma tight showing up in winners and low % in losers.

55% of wins had RS trend in favor compared to 25% in losers.

Same numbers with D momo in favor

OVEREXT W/L

Variable	Winners	Losers
History Score	1.71	1.67
A+ Score	4.90	6.17
Chart Score	21.19	22.17
Sector SATA Position	42%	40%
Industry SATA Position	47%	46%
Sub Industry SATA Position	49%	47%
SATA Score 6.5		8.67
Mansfield RS	10.80	16.00
Flag	10%	0%
Para Cap	100%	100%
Flat Top	38%	17%
ATR	8.98	9.78
Avg Vol	18,608,095.24	65,798,333.33
Vol Day of Entry	20,583,809.52	73,833,333.33
Day of Entry > than Avg	48%	50%
Days In Range	4.43	2.67
Weeks In Range	2.14	1.33
Months in range	2.52	1.33
Score	127.67	139.40
Industry Strong	43%	50%
Sector Strong	10%	17%
Query Shows 70%+ 30%-	14%	17%
Query Shows 100%	0%	0%
Similar DatesShow Favorable Outcome	0%	0%
Beat Last Earnings	81%	67%
Positive Post E Follow Up	76%	83%
Within 10% 52wkhi	71%	67%
W Candle G	76%	83%
50 wma involved?	5%	0%
50dma involved?	0%	0%
Above 50dma	76%	100%
Rising W9ma	67%	100%
Rising D9ma	67%	83%
Rising 4hr9ma	52%	67%
Rising 1hr9ma	48%	33%
Touching 9WMA	0%	0%
Touching 9DMA	19%	17%
Touching 94hrMA	71%	83%
Touching 91hrMA	86%	100%
Are 9&20 1hrMA Tight?	90%	83%
Are 9&20 4hrMA Tight?	81%	67%
Are 9&20 DMA Tight?	5%	0%
Are 9&20 WMA Tight?	0%	0%
Are 9&20 MMA Tight?	0%	0%
Above All MAs	5%	17%
All MAs Curl In Favor	0%	0%
All MAs In Order	0%	0%
Above Several AnchV	95%	100%
Above Top Most AnchV	71%	100%
Tight AnchV Cluster	19%	0%
AnchV Squeeze	10%	0%
Rel Str	62%	100%
Top of VA	19%	17%
Failed Break Opp	10%	33%
TL Break	14%	33%
Volume	71%	100%
CDV	33%	17%
Rel Str Trend In Favor	0%	0%
Prev S/R	52%	17%
Fib S/R	81%	67%
RS Prev S/R	57%	17%
BB Touch	86%	100%
RSI >70 <30	71%	100%
Squeeze near 0	0%	0%
1hr Sqz In Favor	90%	83%
1hr 0 Flip In Favor	33%	17%
1hr Momo In Favor	71%	67%
1hr Prev S/R	29%	33%
4hr Sqz In Favor	5%	17%
4hr 0 Flip In Favor	10%	17%
4hr Momo In Favor	90%	83%
4hr Prev S/R	48%	67%
D Sqz In Favor	0%	0%
D 0 Flip In Favor	10%	0%
D Momo In Favor	24%	33%
D Prev S/R	10%	33%
W Squz In Favor	24%	33%
W 0 Flip In Favor	0%	0%
W Momo In Favor	19%	0%
W Prev S/R	24%	17%
M Sqz In Favor	33%	0%
M 0 Flip In Favor	5%	0%
M Momo In Favor	24%	17%
M Prev S/R	0%	0%

Prev S/R is 55% in winners to 17% in losers

Dont really have enough data in here but after loooking at charts, im picking strong names to short here and thats where my losses are coming from in not waiting for better setups.

SUMMARY

Overall Win/Loss (W/L) Analysis

Key insights from comparing winning and losing trades:

SATA Mansfield RS: Strong on losers (indicating shorting too many strong names); neutral on winners.
Day of Entry Volume: Greater than average volume provides an edge on winners.
Proximity to 52-Week High: 80% of losers were within 52-week high (vs. 50% of winners), suggesting shorts on resilient stocks.
9/20 DMA Tightness: More prevalent in winners than losers, indicating a range-bound edge favors winners.
Anchored VWAPs: 95% of losers were above several anchored VWAPs, reinforcing the issue of shorting strong names.
Failed Breakout: 63% of losers (vs. 37% of winners), showing indecisiveness in losers and clearer trends in winners.
RS S/R: 40% of winners showed relative strength support/resistance.
Daily Squeeze Momentum: In favor on 75% of losers (odd, possibly trading against the trend).

Additional patterns from Grok's analysis:

Rising D9MA: 70% in winners vs. 58% in losers (winners higher by 12%).
4hr Squeeze in Favor: 43% in winners vs. 63% in losers (losers higher by 20%, potential trap if misaligned).
Volume: 65% in winners vs. 47% in losers (winners higher by 18%, better conviction).

Bearish Win/Loss (Bear W/L)

Bearish winners show a slight edge in weakness (SATA score and Mansfield RS), likely after some pullback.

Weekly Green Candle: 93% of winners.
Touching 9DMA: 45% of winners vs. 27% of losers (losers may enter too late).
Top of Value Area (VA): 34% in winners vs. 18% in losers (winners higher by 16%, better for mean reversion).
Failed Breakdown: 50% of losers (indicating failed breaks higher that were retested and held).
Fib Level as Resistance: 80% overall (not specified per W/L).
RS as Resistance: 60% in winners vs. 18% in losers.

Chart review: Losers often involved poor entries (e.g., already gapped down into support, no weakness signs like red days or MA loss). Winners had better setups (clear daily breakdowns, not too extended, lost LTF MAs but still close). Overtrading and suboptimal setups skew results.

Bullish Win/Loss (Bull W/L)

Strong Industry: 63% of losers vs. 24% of winners.
Beat Earnings: 100% of losers.
Positive Earnings Follow-Up: 52% of winners.
Tight 9/20 DMA: 70% of winners.
High Volume Cues: 65% of winners.
Daily Squeeze Near/At 0: 100% of losers.
1hr Squeeze in Green: 72% of winners.
4hr Momo Squeeze in Green and Increasing: 68% of winners.

Patterns from Grok's analysis:

Rising D9MA: 60% in winners vs. 38% in losers (winners higher by 22%).
Rising W9MA: 52% in winners vs. 38% in losers (winners higher by 14%).
Failed Break Opposite: 56% in winners vs. 88% in losers (losers higher by 32%; theme of failed breakouts trapping traders, signaling tired market needing deeper pullback).
Daily Squeeze in Favor: 56% in winners vs. 32% in losers (winners higher by 24%).
Daily 0-Flip in Favor: 32% in winners vs. 0% in losers (winners higher by 32%).

Flag Win/Loss (Flag W/L)

Volume: Winners had more overall volume and higher than average on day of entry.
Mansfield RS: Negative on winners, positive on losers (good at picking bottoms; UNH outlier skews data—RS -42, but average without UNH is +4; 6/33 wins on UNH).
Rising MA %: Much larger in winners (longs performing better).
9/20 DMA Tight: Higher in winners, lower in losers.
RS Trend in Favor: 55% in winners vs. 25% in losers.
Daily Momo in Favor: Same as above (55% winners vs. 25% losers).

Overextended Win/Loss (Over Ext W/L)

Limited data, but:

Previous S/R: 55% in winners vs. 17% in losers.

Chart review: Losses from shorting strong names without waiting for better setups.

All in all, not too happy here. Numbers are not telling of much other than things you would expect. Losers had a lot of variables in favor of the trade that you think would help but didnt. Lots of trades that were poor setups that added to that.

The only things that really stand out to help the trades are

Volume cues day of entry more than average

9/20DMA Tight

Rising 9dma

Touching 9dma

1hr/4hr Squeeze in favor and momo in favor

Trading with the trend when bullish/bearish

Waiting for proper setups on overext trades

PROFITABILITY STATS ON TECHNICALS

(as of July 11)

For starters lets list most profitable and unprofitable areas.

Bear +5330

Bear W +8212

Bear L -2381

Bull -1914

Bull W +3484

Bull L -5398

Flag +2864

Flag W +7675

Flag L -5399

Overx +1771

Overx W +4151

Overx L -2380

Being bearish is what has netted me the most money so far. Which makes sense to me as there are tons of over ext names with clear patterns to get short off of.

Bullish L are the worst, with 45% of those losses happening in the past week (Jul 7) ALL of which were excellent candidates for Iron Condor, which would have added more Profit to Bearish but too little too late.

MCD and SCHW were my biggest losers totalling -2972 and both in this category. Not error trades. Just the way these ones went. Could have been a little smaller and offset with Iron Condor but again, rules now implemented for next time.

Bear Wins split 5050 on Flag and Over Ext

Before we get into specific categories, lets see what Grok has to say and then ill do just Wins vs Loss

Overview of Wins vs Losses

You have 54 winning trades and 20 losing trades in this dataset. Wins are more frequent (73% of total trades), but losses are larger in magnitude on average. Here's a breakdown:

Overall Profitability Metrics:
- Average Net Return (Net R): Wins = +21.4%, Losses = -34.3% (difference of +55.7%).
- Average Net P/L: Wins = +$217, Losses = -$389 (difference of +$606).
- Average P/L (before commissions): Wins = +$232, Losses = -$360 (difference of +$592).
- Commissions are higher in losses on average ($29 vs $15), exacerbating the impact.
- Total Net P/L across all wins: ~$11,700 (estimated from averages; actual sum from data is $11,697).
- Total Net P/L across all losses: ~-$7,780 (actual sum -$7,780).
- Net across dataset: ~+$3,917 profitable overall, driven by more wins despite larger loss sizes.
Trade Count and Success Rate:

Win rate: 73% (54/74 trades).
Average trade size (Qty): Similar (11.6 in wins vs 12 in losses).
Average entry price: Lower in wins ($305 vs $357 in losses), suggesting wins often in cheaper stocks or better entry points.
Average days to expiration: Similar (2.0 in wins vs 2.1 in losses), so short-term options dominate both.

Bull vs Bear Trades

Distribution:
- Wins: 25 bull (46%), 29 bear (54%).
- Losses: 8 bull (40%), 12 bear (60%).
- Bear trades are slightly more common overall (41 bear vs 33 bull total), and have a higher win rate (29/41 = 71% vs bull 25/33 = 76%—actually bull slightly higher win rate, but close).
Performance:
- Average Net R: Bear = +12.2%, Bull = -1.0% (bear outperforms significantly).
- Bear trades win more often and with better returns; bull trades have more losses and negative avg return.
- Potential reason: Bear trades may benefit from time decay (higher theta in wins) or volatility contraction in downtrends.

Industries and Tickers

Industries in Wins (top by count):
- Healthcare Plans: 9 trades (all wins; avg Net R +18.4%—strong performer).
- Semi: 6 trades (avg Net R +23.6%).
- Discount Stores: 6 trades (avg Net R -1.0%, mixed with losses elsewhere).
- Software - Infrastructure: 5 trades (avg Net R -0.9%, mixed).
- Software - Application: 5 trades (avg Net R -4.3%, mixed).
- Other notables: Financial Data & Stock Exchanges (4 trades, avg +15.3%), Credit Services (3, +25.3%).
Industries in Losses (top by count):
- Discount Stores: 5 trades (avg Net R -1.0% overall, but losses pull it down).
- Software - Infrastructure: 3 trades.
- Software - Application: 2 trades.
- Capital Markets: 2 trades (avg -77.5%—poor).
- Restaurants: 2 trades (avg -34.5%).

Industry Performance (avg Net R, sorted descending):

Industry	Avg Net R	Total Trades
Internet Content & Information	+33.0%	1
Credit Services	+25.3%	3
Information Technology Services	+24.0%	1
Semi	+23.6%	7
Home Improvement Retail	+23.0%	1
Electronic Gaming & Multimedia	+22.5%	2
Healthcare Plans	+18.4%	9
Financial Data & Stock Exchanges	+15.3%	4
Banks - Diversified	+15.0%	1
Drug Manufacturers - General	+14.7%	3
Telecom Services	+12.0%	1
Auto Manufacturers	+10.5%	2
Internet Retail	+10.0%	3
Entertainment	+5.5%	2
Aerospace & Defense	+4.7%	3
Software - Infrastructure	-0.9%	8
Household & Personal Products	-1.0%	1
Discount Stores	-1.0%	11
Software - Application	-4.3%	7
Restaurants	-34.5%	2
Capital Markets	-77.5%	2

Best industries: Credit Services, Semi, Healthcare Plans (high avg R, multiple trades).
Worst: Capital Markets, Restaurants (big negative R).
Mixed: Discount Stores and Software categories have high trade volume but near-zero or negative avg R due to losses offsetting wins.
Pattern: Defensive/health-related (Healthcare, Drug Mfr) perform well. Tech/software volatile with mixed results. Retail/discount often breaks even or loses.

Tickers:

Top winners (by count, all wins): UNH (6 trades, avg Net R ~+18%), COIN (4, +15%).
Mixed: COST (3 wins, 4 losses; net negative), CRWV (2 wins, 3 losses; net negative).
Loss-only: MCD (1, -90%), SCHW (1, -128%), GS (1, -27%), GE (1, -14%), HIMS (1, -1%).
Pattern: UNH (healthcare) consistent winner. COST (discount) frequent but prone to losses. CRWV (software) risky.

Key Variable Differences (Wins vs Losses)

Based on mean differences (wins - losses). Focus on notable gaps (>|0.05| for ratios/percentages, or large absolutes for $ values). Wins generally have better risk control, less adverse movement, and higher reward potential.

Risk and Reward Setup:
- Est RR (estimated reward/risk): Wins 0.24 vs Losses 0.21 (+0.03)—wins have slightly better setups.
- Max RR: Wins 0.10 vs Losses 0.18 (-0.08)—losses had higher potential RR but didn't realize it.
- Est Risk: Wins $969 vs Losses $907 (+$62)—wins take on slightly more estimated risk.
- Max P (max profit): Wins $277 vs Losses $302 (-$25)—similar potential profit.
- Max L (max loss): Wins -$4,155 vs Losses -$5,258 (+$1,102)—wins have less severe potential max loss (less negative).
- BP (buying power): Wins $4,023 vs Losses $2,940 (+$1,083)—wins use more capital, perhaps for larger positions.
Entry and Position Metrics:
- % From Stop: Wins 3.1% vs Losses 3.1% (similar)—entries equidistant from stops.
- Spread (initial): Wins 0.23 vs Losses 0.35 (-0.12)—wins have tighter spreads (cheaper to enter/exit).
- Avg Price B/S: Wins lower (B 0.34, S 0.58) vs Losses (B 0.82, S 1.41)—wins on cheaper options.
- Delta Sold: Wins 18 vs Losses 22 (-4)—wins have lower delta (less directional exposure).
- IV Sold: Wins 47 vs Losses 57 (-10)—wins sell at lower IV (less premium, but perhaps less volatility risk).
- Theta Sold: Wins 56 vs Losses 49 (+7)—wins benefit more from time decay.
- Days to Exp: Wins 2.0 vs Losses 2.1 (similar short DTE).
Adverse Movement (MAE - Maximum Adverse Excursion):
- % Against (adverse price move %): Wins 40% vs Losses 102% (-62%)—losses go much more against you.
- Ratio To Stop: Wins 0.37 vs Losses 0.99 (-0.62)—losses hit closer to/full stop (1 = hit stop).
- % Est Risk (MAE as % of est risk): Wins 20% vs Losses 58% (-38%)—losses eat more of estimated risk.
- % MaxL (MAE as % of max loss): Wins 8% vs Losses 25% (-17%)—losses closer to max loss.
- MAE R (MAE ratio): Wins -0.12 vs Losses -0.47 (+0.35)—wins have less adverse ratio.
- % MAE: Wins 55% vs Losses 156% (-101%)—losses have higher % adverse excursion.
Exit and Realized:
- Out B/S (out money on legs): Wins lower (B 0.01, S 0.03) vs Losses (B 0.25, S 0.78)—losses more OTM at exit.
- Commish: Wins $15 vs Losses $29 (-$14)—losses on larger/more trades.

Patterns and Insights

Winning Patterns:
- Bear trades outperform bull (higher avg R, similar win rate).
- Healthcare/Semi/Financial strong; avoid Capital Markets/Restaurants.
- Tickers like UNH/COIN consistent winners; COST/CRWV risky.
- Wins on tighter spreads, lower IV, higher theta (time decay helps).
- Less adverse movement
- Short DTE (2 days avg), credit spreads (sold options).
Losing Patterns:
- Losses have higher potential RR but hit stops more (ratio 0.99 vs 0.37).
- Higher IV sold (57 vs 47)—volatility spikes hurt.
- Larger favorable moves in losses (MFE higher) but reversed—possible traps or poor exits.
Risk Management Tips:
- Aim for <50% against before exit (wins average 40%).
- Favor bear in volatile markets for theta/IV edge.
- Healthcare tickers like UNH low-risk winners.

Good numbers here. Winners are better than losers. With spreads you would expect risk and profit to be weighted to the loser side, but my wins are getting bigger on average and skewing results in my favor. Adding to wins.

Losers have a larger spread at beginnging which can mean I am starting my trades off too risky, Selling more distanced strikes instead of starting close and adding wider.

Nothing seriously notable about the Greeks

W avg % to est risk at 18%. (5/54 trades reached 50% or higher)

L avg % to est risk at 57%. (5/54 trades reached 50% or higher)

55% of L reached stop price. (only 2 wins reached stop and came back)

65% of wins stayed under 50% to stop

83% of wins stayed under 80% to stop

A good method of judging a trade that I havent thought of yet is how far the sold options goes against me

W Avg 62% Against

L Avg 163% against (30% stayed under 100% against)

In terms of Est Risk

W MAE R -.17

11% went more than 50% of est risk against me

35% went more than 20% of est risk against me

L MAE R -.51 (20% hit Est Risk)

THESE ARE CANDIDATES FOR IRON CONDOR ^^^

RR very similar in W and L. Im on average taking similar delta trades.

Delta on W 17, 21 on L. A bit more aggro on L.

Now to dig a bit deeper and look at Bear/Bull Flag/OverX

Bear Trades Analysis

Overall Bear Trades (All):

Average MAE (Maximum Adverse Excursion): $355 adverse (MAE $ -354), which is about 48% of the estimated max loss (% MAE 0.48).
Average ratio to stop: Not consistently calculable from data (some entries missing or non-numeric), but adverse movements reached 24% of the stop on average based on ratio to stop metrics where available.
Average % against: 1.14% (price moved against the trade by this percentage before resolution).
Average RR (Reward/Risk): Estimated RR 0.34, max RR 0.18, net RR 0.27 (modest returns relative to risk).
Average % from stop: Entry 2.53% from stop, with winners entered farther (3.7%) than losers (3.39%).
Spread on MFE/MAE: Favorable excursion on bought leg $293, adverse on sold leg $648, net spread 0.48 (MAE dominated).
Est risk: $649 est risk, 24% of max loss realized on average (% Est Risk 0.24).
Out spread: Out B 0.02, Out S 0.11, spread 0.09 (exits were close to money on average).
Greeks: Delta Sold 26, Theta Sold 65, IV Sold 50%, Gamma Sold 11 (moderate directional bias, decent theta collection, IV around 50%).

Bear Wins (W) vs Losses (L) Key Differences:

Avg MAE: W had smaller adverse excursion ($172 adverse vs L $417 adverse). Winners saw MAE as 46% of max loss (% MAE 0.46), losses 81% (% MAE 0.81) - losses went much deeper against.
Ratio to stop: W adverse movements were only about 12% of stop distance on average (inferred from ratio metrics), L 34% - losses hit harder relative to stop.
Average % against: W 1.19% vs L 3.36% - losses experienced 3x more adverse price movement.
Average RRs: Est RR similar (W 0.28 vs L 0.33), but max RR W 0.14 vs L 0.31 (losses had higher potential but reversed). Net RR W 0.26 vs L -0.21.
% from stop: W entered at 3.7% from stop vs L 3.39% - winners started with slightly more buffer.
Spread on MFE/MAE: W MFE $ B $142, MAE $ S $315, spread 0.46 (balanced). L MFE $ B $379, MAE $ S $796, spread 0.81 (adverse spread wider in losses). Winners had less spread volatility.
Est risk: W realized 18% of est risk (% Est Risk 0.18), L 40% - losses consumed more risk capital.
Out spread: W Out B 0.009, Out S 0.036, spread 0.027 (exited near ATM). L Out B 0.96, Out S 1.91, spread 0.95 - losses exited with legs far OTM, suggesting forced exits or decay failure.
Notable on greeks: Delta Sold W 21 vs L 29 (losses more delta-exposed, more directional risk). Theta Sold W 58 vs L 67 (similar theta, but didn't save losses). IV Sold W 51% vs L 78% - losses sold at higher IV, perhaps IV contraction hurt or volatility spiked against. Gamma Sold similar (W 9 vs L 8). Bot greeks show L had higher IV Bot (79% vs W 52%) - losses had more volatility at exit.

Bear winners tend to have less adverse movement, lower realized risk, and exits closer to money. Losses show higher IV at entry, more delta, and wider out spreads, suggesting volatility and directionality played a role in turning trades bad. No clear gamma impact.

Bull Trades Analysis

Overall Bull Trades (All):

Average MAE: $362 adverse, 121% of max loss (% MAE 1.21) - bull trades had more over-shooting adverse.
Average % against: 1.48%.
Average RR: Est RR 0.17, max RR 0.06, net RR 0.02 (low returns, high risk asymmetry).
Average % from stop: Entry 3.03% from stop.
Spread on MFE/MAE: MFE $ B $329, MAE $ S $691, spread 1.21 (high adverse spread).
Est risk: 33% realized (% Est Risk 0.33).
Out spread: Out B 0.11, Out S 0.25, spread 0.15.
Greeks: Delta Sold 13, Theta Sold 59, IV Sold 36%, Gamma Sold 7 (less directional, good theta).

Bull Wins (W) vs Losses (L): Note: The provided bull W and L data overlap with losses, so averages for L are based on negative Net R trades, and W inferred from positives in full bull data. L show higher extremes.

Avg MAE: L $952 adverse vs overall $362 - losses had larger adverse $.
Average % against: L 2.79% vs overall 1.48% - losses had almost double adverse movement.
Average RRs: Est RR similar (0.18), max RR 0.07, net RR L -0.55 (heavy losses).
% from stop: Similar ~3.2%.
Spread on MFE/MAE: L MFE $ B $697, MAE $ S $1648, spread 2.78 (much wider in losses).
Est risk: L 80% realized vs overall 33% - losses ate most risk.
Out spread: L Out B 0.43, Out S 1.24, spread 0.81 - losses exited with wide OTM spreads.
Notable on greeks: Delta Sold L 13 (similar). Theta Sold L 51 vs overall 59 (lower theta in losses). IV Sold L 30% vs overall 36% - losses sold at lower IV, perhaps IV expansion hurt. Gamma Sold L 11 vs overall 7 (higher gamma in losses, more convexity risk). Bot IV L 33% vs overall 45% - losses had lower exit IV.

Bull losses appear driven by higher adverse movements, wider spreads, and potentially IV expansion (lower entry IV), with higher gamma adding to volatility. Winners likely had tighter control on MAE and better theta capture. Small sample for bull L limits significance, but patterns align with bear: losses have higher % against, realized risk, and IV/gamma issues.

Numbers very similar again here.

Im going to guess flag and overext have the same too.

First I see is % from stop on Overext L is 2% which is a percentage lower than the rest of my averages. Getting too aggressive in strike selection. This is confirmed with a higher RR avg as well at .37.

Lots of good easy to digest numbers here. Similar to last months as well. Will run this again next months end and be more specific and hope to find new things.

PRICE ANALYSIS

I want to look at ATR, Closes (in favor/against, day 1, 2, 3, PA, Ind, Query)

In ATR Terms, Winners on average only went against me .4 ATR

Only 3 winners (5%) went an ATR move against me.

30% of W went more than 50% of ATR against me.

20% of W went more than 75% of ATR against me

ATR is a great cue here. Adding this to risk controls.

Half my losers didnt get to an ATR against me.

And losers average exactly 1 ATR max against me.

A KEY NOTE HERE, is that this ATR is compared to the price that I originally got in at.

------

No difference in W or L in terms of entering before close/prev hi/lo or weekly hi/lo

------

39% of W broke day of entry HOD/LOD against me.

55% of losers did the same

30% of W broke the prev HOD/LOD against me.

45% of L did the same.

Small but noticable edge here. Winners dont broke D levels against me on average.

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Daily close in favor.

I track M-F and if bear and it closes lower, then gets an x.

M T W R F

Winners 28% 74% 43% 46% 63%

Losers 35% 60% 35% 35% 50%

Nothing huge, but as week goes on, Winners have flat out more in favor.

Monday doesnt mean much as I dont enter trades on Mondays. Tuesday im starting to, and I have a lot of Wed as well.

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Indicator	Day of Entry - Winners	Day of Entry - Losers	Day 2 - Winners	Day 2 - Losers	Day 3 - Winners	Day 3 - Losers
Ind Chart Favor	48%	65%	6%	10%	9%	0%
Ind TB Favor	41%	70%	9%	10%	4%	0%
Ind Perf Favor	28%	40%	13%	10%	20%	0%
VWAP Close In Favor	65%	45%	46%	25%	15%	0%
Close PrevD In Favor	67%	65%	48%	10%	7%	0%
Close Open In Favor	61%	50%	50%	5%	6%	0%
Happy With PA at Close	43%	35%	46%	25%	13%	0%
Ind In Favor	37%	20%	24%	30%	11%	0%
SPY/Q Close In Favor	48%	45%	33%	35%	20%	5%

Grok made it.

Again, the more in favor the better.

I found last month that day 2 (next day after entry) is important and that continues to remain so.

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Queries

Metric	Bull W	Bear W	Bull L	Bear L
Day 1 Size	26	27	16	28
Day 1 Frequent D	49%	49%	53%	40%
Day 1 Frequent W	59%	53%	53%	48%
Day 1 Frequent M	61%	47%	59%	39%
Day 2 Size	33	28	23	24
Day 2 Frequent D	51%	46%	48%	40%
Day 2 Frequent W	58%	60%	59%	57%
Day 2 Frequent M	64%	53%	65%	31%
Day 3 Size	27	16	17	25
Day 3 Frequent D	51%	41%	69%	46%
Day 3 Frequent W	52%	37%	62%	49%
Day 3 Frequent M	59%	36%	74%	54%
Day 4 Size	41	3	51	#DIV/0!
Day 4 Frequent D	59%	36%	58%	#DIV/0!
Day 4 Frequent W	59%	60%	68%	#DIV/0!
Day 4 Frequent M	68%	6%	74%	#DIV/0!

Bull L is an outlier as 4 of the 8 trades all have same data.

Nothing standing out here.

Slight higher numbers in W vs L but sitll nothing super special.

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Sold option in favor

Im in at .50, it closes at .4, nexy day closes .3, they are both in favor

W Closed in favor Day of entry 75%

W closed in favor next day 98%

74%

L Day of entry 55%

60%

50%

98% of my winners (48/49, Options opened on fridays dont have a next day) Closed in favor. Only 1 time did an option on day 2 close against me and still turn into a win.

In other words, all of my winners had closed in favor day 2.

It doesnt mean it cant be a loser, but if its a winner, its going to be in favor the next day after entry.

In other words, if a Day 2 trade closes against me, it is incredibly likely, its going to be a loser. Early exit, condor.

Great discoveries here.

OPTION ANALYSIS

52wk IV Max/Min/ Med

Losers have an average almost exactly 7-10% in all areas here.

Metric	Wins Average	Losses Average	Wins Median	Losses Median	Wins Std Dev	Losses Std Dev
IV	36.96%	43.75%	32.50%	28.50%	16.94%	29.20%
Min	27.17%	31.80%	21.50%	21.50%	13.74%	21.47%
Median	40.37%	46.60%	32.00%	28.00%	22.30%	33.20%
Max	79.13%	87.00%	69.00%	62.50%	37.69%	50.81%

Metric	Wins Average	Losses Average	Wins Median	Losses Median	Wins Std Dev	Losses Std Dev
IV - Median	-3.41%	-2.85%	-1.50%	-1.50%	10.05%	11.52%
IV / Median	0.96	0.98	0.96	0.96	0.19	0.24
IV Rank	20.38%	21.92%	19.43%	16.13%	12.60%	18.05%
Closeness to Median	6.22%	6.55%	3.00%	2.00%	8.56%	9.80%
IV - Min	9.80%	11.95%	8.50%	6.00%	5.99%	11.96%
Max - IV	42.17%	43.25%	35.50%	35.50%	28.29%	26.86%

Win-Favoring Zone (For Context): Aim for IV 20-40%, IV Rank 10-25%, and Closeness <10% to mirror winner clusters.

This was all Grok here.

All in all there really isnt any major standouts.

Winners have less volatility, thats about it.

Nothing notable about where 52wk IV is relative to median either. Not higher, nor lower.

------------------------------

I track option data in the option station as well

Variable	Entry Winners	Entry Losers	EOD Winners	EOD Losers	EOD 2 Winners	EOD 2 Losers	EOD 3 Winners	EOD 3 Losers
Beta	1.06	1.21	1.05	1.22	1.09	0.78	1.19	0.56
Vix Vol	41.56	49.55	42.08	48.95	41.92	29.91	50.69	22.00
Hist Vol	53.72	62.35	54.20	62.40	53.31	36.82	61.44	26.00
52wk IV	37%	44%	37%	44%	36%	29%	44%	21%
IV Percentile	43%	40%	44%	42%	39%	42%	35%	26%
P/C Ratio (or Vol Ratio)	0.70	0.94	0.88	0.92	0.76	0.89	0.54	1.02
P/C OI Ratio	0.84	1.12	0.83	1.12	0.84	1.14	0.85	1.16
Put Vol	17,312	43,372	114,335	152,115	94,614	139,236	40,281	30,000
Call Vol	34,498	76,204	180,062	1,712,145	190,950	215,564	125,544	29,000
Total Contract Vol	51,831	124,030	276,308	469,750	285,853	355,091	166,163	59,000
Avg Vol	398,006	659,250	419,800	557,100	1,475,103	536,000	121,563	54,000
Avg Put Vol	148,646	217,735	157,053	216,920	140,047	207,191	39,588	24,000
Avg Call Vol	249,048	341,100	262,382	339,600	245,058	328,545	102,125	30,000
Put OI	825,019	1,012,000	868,347	1,010,500	760,722	1,249,000	297,000	140,000
Call OI	1,367,444	1,026,775	2,062,388	1,026,775	912,667	1,257,091	373,813	121,000

Lower volatility in winners again here.

There is too variability in names like NVDA which have millions of options every day compared to LMT which can barely break 1000. This will skew results too much. So what I try to look at mainly is ratios.

Another issue is Trades taken on Thursday and Friday dont have Day 2 or 3 data.

Given what I have seen already in regards to volatility. I think its safe to say I dont need to be tracking that anymore, just knowing less is better for me.

As for Put/Call vol and ratios, youve always heard the options market leads the equities market which I believe is true for a few reasons.

That is something I should still keep eyes on.

-----------------------------

Stocks that I picked that had the largest OI in the area outperformed the rest of winners by almost 2. They only went half as much against me as rest of wins on average.

BULLET POINTS LEARNED

-I Increase my RR by reducing my expected risk. Which by my stats, tells me I can reduce it.

-The first obvious fix is pick better setups.

-I do not handle undetermined concrete risk well.

-When facing a loss, adding a new wing of opposite side risk is a way to reduce losses

-I mainly get emotional/fearful/lost/stressed when I dont have a clear plan

-Stress sucks. On questionable trades, take it at 90%

-It is not worth risking that last hour to wait and watch and hope it doesnt get there on trades that clearly have problems

-When a sector/industry has a big problem, that is reason to take off at 90%

-When a sector/industry has a big problem, that is reason to adjust stop

-Most of Bear trade losses came from over ext names that hadnt given a good setup yet.

-Gap down only to recover, no clear level to breakdown from

-Shorted when PB already happedn a few days prior, this just meant bulls were holding prices higher

-Getting in before prev day low broken

-Getting short before stock showed weakness (red doji/shooting star day, 4hr 9/1hr 20ma loss)

-Chasing gap downs into S

-Stock already broke down, distance from 9dma, needed to retrace and breath (chased)

-70% of long wins had 1hr/4hr momo green and rising

-80% of short wins had 1hr/4hr momo red and falling

-Tight 9/20 DMA continues to work in my favor in all aspects.

76% of wins never went past -.25 my est risk

-(risk 1000, 75% of trades never went more than 250 against me)

-A good rule of thumb to start thinking losing trade and hedge more

-Down 25% to est risk

-50% of the way to stop.

-Sold option 75% against

-Stock Day 2 unfavorable action

-Stock against 1.5% (This again reflects 50% to stop on average)

-Stock against me .75 ATR

-Shorting is working best

-ATR absolutely plays a role in W and L as well as Strike selection.

-ATR past .5 against me is a warning sign

-Winners dont typically break prev HOD/LOD

-VWAP, Close from open, Close from prev Day are most important day 2 metrics for winners.

-Day 2 option in favor happens in 98% of winners.

-If a trade is against me on Day 2, that is reason to put condor on, or consider exiting early.

-Options with largest OI performed better.

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