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All 42 closed positions, in order, day by day. Wins, losses and the one scratch. Every row is in the public track record — and every trade was called live with an entry and an exit, not written up afterwards.
The two biggest winners of the week — $CRWV held through earnings and $DELL held two days for the gap — were also the two most uncomfortable entries on the book, and between them they returned +500% against −490% from all thirteen losses combined. The comfortable trades chopped roughly even. That is the entire week in one line, and it is not the lesson most recaps draw.
Waiting-room session ahead of CPI. The indexes went nowhere and the book reflected it — the money came out of single names, not the majors.
| $AAPL 307.5C | +93% |
| $MU 900C | +74% |
| $TSLA 330C | +42% |
| $SNDK 1500C | +40% |
| $MSTR 100C | +25% |
| $SPY 774C | +24% |
| $SNOW 350C | +24% |
| $NBIS 220C | 0% |
| $LITE 1100C | −33% |
| $MRVL 250C | −35% |
Ten positions, one scratch, and nothing from the index side. On a pre-catalyst day the dispersion is in the names.
Pin day. The 775 strike was holding roughly 71% of SPY's gamma, which is a tape that goes nowhere by construction. Traded light on purpose.
| $RKLB 79C | +30% |
| $AAOI 135C | +20% |
| $AMD 480C | +15% |
| $MU 900C | −40% |
The smallest day of the week was a decision, not an accident. Four trades at +6.3% average is what a pinned tape is worth — and the $DELL position that paid Thursday was built here, while the indexes were doing nothing.
Cool print, market ripped. The two positions built before the catalyst were the two that got paid — $CRWV through its earnings print at defined risk, $NBIS on the September swing.
| $CRWV 8/14 90C | +300% |
| $NBIS 260C | +162% |
| $SPCX 140C | +44% |
| $CSCO 124C | +33% |
| $AMD 490C | +30% |
| $CBRS 280C | +30% |
| $SPY 773C | +22% |
| $GOOGL 342.5C | +18% |
| $TSLA 322.5C | −40% |
| $IWM 302C | −30% |
Best day of the week by average, and it still had two losers at −40% and −30%. A good catalyst day is not a clean one.
$DELL gapped and the position that had been sitting there since Tuesday paid. It was taken because it had room to its call wall on a day when the indexes did not.
| $DELL 500C | +200% |
| $MSFT 495C | +35% |
| $TSLA 340C | +32% |
| $PANW 400C | +30% |
| $HOOD 99C | +26% |
| $AVGO 422.5C | −33% |
| $META 600C | −44% |
Strip the $DELL hold out and Thursday averages +7.7%. One position carried the day, and it was a position that did nothing for two sessions first.
Monthly expiry, a retail sales miss, and no gamma room in either direction. Sized down going in, exactly as Thursday's plan said to.
| $CIFR 20C | +75% |
| $TSLA 340C | +50% |
| $IWM 305C | +38% |
| $GLW 184C | +35% |
| $MU 995C | +26% |
| $SPY 777C | −26% |
| $MU 1000C | −38% |
| $AVGO 422.5C | −40% |
| $GOOGL 350C | −40% |
| $AAPL 310C | −41% |
| $META 605C | −50% |
The red day. Six losers on eleven, and four of them cut in the same −38% to −41% band — which is what cutting on plan looks like in a table. A losing day, lost slowly. It is printed here at the same resolution as Wednesday's 8–2.
Average winner +56.2%. Average loser −37.7%. Payoff ratio 1.49:1. Best trade $CRWV 8/14 90C at +300% (5.45 → 21.80 on the contract); worst trade $META 605C at −50%. Average across all 42 positions: +25.8%.
The average winner beating the average loser is unusual for this book — the week before, the ratio ran the other way at 0.96:1 and the edge came purely from a 77.1% hit rate. This week the hit rate fell to 68.3% and the week was still better, because of the payoff ratio. Two different weeks, two different reasons, and neither is a plan you can rely on repeating.
Here is the part worth sitting with. Strip out $CRWV and $DELL and the remaining 40 positions average +14.6%. Those two trades were the ones that required holding something through an earnings print and holding something that did nothing for two days. The uncomfortable trades paid for the week. The comfortable ones chopped even.
13 of 42 positions closed red, and they are all above. A win rate you cannot audit is not a win rate.
Three of the five sessions were decided by structure rather than direction. Monday was a pre-catalyst waiting room where the indexes had nothing and the names did. Tuesday was a pin — one strike holding the majority of SPY's gamma, which is a mechanical argument for trading small rather than a feeling. Friday was monthly expiry with no room on either side, and the correct expression of that was smaller size, not a different direction.
The two trades that made the week were both positions rather than day trades, and both were entered when the tape was boring. That is not a coincidence and it is not repeatable on demand — it is the argument for having room in the book on quiet days.
If you want the mechanism rather than the summary: what dealer gamma exposure is, and the free live map for any ticker.
Entry and exit the moment they fire, plus the daily gamma map and the conviction desk. The losses get posted the same way.
See what's inside →Educational content from AlgoX Flow · not financial advice · options carry substantial risk of loss · past performance does not guarantee future results · per-position results on the contract, not account returns.