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Weekly Recap · The Receipts · Free

Weekly Recap — July 13–17, 2026

The week on the logged book, the market that produced it, and the week ahead · written Fri 7/17 after the OPEX close · not financial advice
The book: 54 trades logged — 40W / 12L / 2 scratch · 76.9%, dead in line with the all-time 76.3%. No hero days, no blowups. The tape: soft CPI + soft PPI lifted the week and a bank-earnings bonanza carried it — until an OPEX-Friday risk-off (NFLX −11%, VIX +12%) put a question mark on the close. The takeaway: the process showed up five straight days. Whether Friday was OPEX noise or the start of a turn is Monday's job to answer — not ours to predict.

The week in receipts

the logged book, 7/13–7/17

Every trade goes in the log — greens and reds. This week's book landed right on the long-run average, and the daily win rate held a tight band all five sessions. No single day carried it.

54
trades logged
40W
winners
12L
losers — posted too
2
scratch
76.9%
win rate · vs 76.3% all-time
Mon 7/1363.6%
Tue 7/1477.8%
Wed 7/1581.8%
Thu 7/1677.8%
Fri 7/1783.3%

Sim account (2% risk per trade, every trade since day one): +27% on the week — but that model is still carried by a single May 0DTE outlier. It's in the log; go look. The whole point of publishing the sheet is that you don't have to take our word for any of this.

The four that tell the story

process > outcome

A win rate is an average. These four are the why behind it — the best trade, the best read, the loss that worked, and the exit that worked.

🏆 Trade of the week

PANW 367.5C → +146%

Flagged bullish by the board on a day the tape printed −$39M in put premium against it. The screener doesn't trade the market's mood — it trades what the flow is actually doing.

🎯 Call of the week

The MU divergence → +71%

Friday's plan flagged a $310K call sweep bought at the ask into a red tape, defined the trigger, and the 900C paid +71%. Desk → plan → alert → log. No prediction anywhere in that chain.

💀 Loss of the week

IBM — cut at −38%

Cut the reversal attempt at −38%; the contract went on to lose 91% without us. The stop wasn't the trade failing — the stop is why a −91% outcome cost −38%. Best trade we made all week, and it's red.

🧠 Discipline print

NFLX — banked +38%, walked

Took +38% and left before the print because IVR 100 said the premium had already eaten the move. NFLX opened −11% the next morning. The exit was right when it was made — that's the only timestamp that counts.

The market that produced it

what actually happened, day by day

A soft-inflation open and a bank-earnings bonanza built the week up; a megacap melt-up narrowed it; monthly OPEX and a sell-the-news Netflix knocked it back on Friday. (New to reading the tape? What implied volatility is really telling you →)

The OPEX true-up

every open position, resolved

Monthly expiration cleared the book Friday — the 7/17 expiries (UNH, MRVL, COIN, META), the 7/10 five (POET, PLTR, ORCL, DRAM, HOOD), the MSFT 7/13 395C and the Friday tracker fills all closed out. Each result — win and loss — is reconciled into the all-time record.

🔒
The contract-by-contract true-up and the reconciled all-time record post in the Discord and land in the downloadable trade log this weekend — the number that replaces every stat on the site, the card and the sheet. We don't summarize the reds away; you can open the spreadsheet and count them yourself.
See the public track record →

The desk — what shipped this week

five instruments, five days

One week, one rebuild. The whole desk now lives on a single page — hours, days, weeks, the open and the index — at algoxflow.com/conviction. Connect your Discord if you haven't.

ConvictionFull board + since-alert ledger + sparkline charts
SwingMulti-day persistence, 14–100 DTE
Gamma SqueezeDealer-pressure maps
LottoThe labeled casino — longshot R:R
Market TideSPY net premium, live
Daily GEX mapDealer-gamma levels every morning
Pre-market boardThe names firing into the open
Public live trackerEvery alert on the homepage — reds included, same-day

The most instrumented $49.99 in the space — and it got built in five days.

The week ahead

July 20–24 · the on-ramp to megacap season
Regime note. Friday closed risk-off — VIX +12% to ~18.8, negative gamma below the flip into the bell. Monday opens on last week's open question: was OPEX-Friday positioning just noise, or the start of the turn? Let Monday's tape answer before you do.
New to reading flow? Start here
Volume vs open interest in options One is today's activity, one is the standing position — how to tell a new bet from churn. Why did my call go down when the stock went up? The IBM and NFLX lessons in one place — delta, theta and IV crush, with the math.

Watch next week play out live

The recap above is the box score — the room is the game. Every alert fires live with the contract and the timestamp, the desk goes live at 9:30, and the GEX map + pre-market board drop every morning. 3,600 traders, wins and losses posted. See it before you pay a cent.

Join the free Discord — 3,600 traders → Get the premium desk — $49.99/mo
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Educational content, not investment advice · written 2026-07-17 after the OPEX close · exact reconciled record & trade plans reserved for premium and the downloadable log · sources: Unusual Whales, wires · we trade our own plan, in public, on purpose.