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All 27 closed positions, in order, day by day. Wins, losses and the one scratch. Every row is in the public track record, and the aggregates below are computed from the rows on this page — add up the column and you will get the same numbers.
One position — $MSFT 485C on Wednesday, +280% — produced 30% of everything the week made. Take it out and the other 26 trades still work, but the average falls from +25.1% to +15.3% per position. That is not a complaint about the week; it is the shape of this kind of book, and any recap that quotes the headline average without saying where it came from is describing a distribution it hasn't looked at.
No closed positions in the log for Monday. Stated as recorded rather than dressed up as a decision — "we sat out" and "nothing was logged" are different claims, and only the second one is supported by the book.
Dispersion day. Single names paid and the indexes did not — both index positions were the losers, and the winners were all individual equities. Seven positions for a net of nearly nothing: a 4–2 day that felt busy and finished flat.
| $ADBE 270C | +38% |
| $GOOGL 347.5C | +26% |
| $AAPL 310C | +21% |
| $AMZN 265C | +4% |
| $TSLA 345C | 0% |
| $SPY 768P | −33% |
| $IWM 303C | −38% |
FOMC minutes. The best day of the week by a distance, and the only day where a single position ran away — $MSFT 485C at +280%. Note the two $TSLA rows: the 8/24 360C paid +40% while the 345C was cut −40% the same session. Same name, opposite outcomes, both on plan.
| $MSFT 485C | +280% |
| $NU 15C | +42% |
| $TSLA 8/24 360C | +40% |
| $SPY 769P | +33% |
| $SMCI 38C | +33% |
| $TSLA 345C | −40% |
The quietest day on the book — four positions, tight results, nothing outsized in either direction. Days like this are what the win rate is actually made of; they just never end up in anybody's screenshots.
| $MU 1000C | +30% |
| $SPY 769C | +29% |
| $TSLA 357.5C | +21% |
| $TSM 425C | −33% |
Monthly OPEX, and the busiest day of the week — ten positions, eight of them green. It also held both of the week's worst trades: $AAOI −47% and $AVGO −56%. Expiration days give the widest distribution in both directions, which is exactly why they are sized differently.
| $SPY 766C | +87% |
| $TSLA 360C | +60% |
| $MSFT 487.5C | +50% |
| $SPCX 138C | +36% |
| $QUBT 9/11 9C | +32% |
| $GOOGL 345C | +24% |
| $RGTI 17C | +22% |
| $META 557.5C | +17% |
| $AAOI 138C | −47% |
| $AVGO 377.5C | −56% |
The average winner was +46.25%. The average loser was −41.2%. That is a payoff ratio of 1.12:1 — winners and losers are close to the same size, which means the 76.9% hit rate is doing essentially all of the work.
Run it backwards: at this payoff ratio the book breaks even at a 47.1% win rate. There is real room between 47% and 77%, and that gap is the edge — but it is an edge that lives in how often, not in how much. A week where the hit rate slips toward the low fifties would print very differently from this one on the same average sizes, and anyone reading a 76.9% and mentally pairing it with a 3:1 payoff is reading two different books at once.
| Closed positions | 27 |
| Winners · losers · scratches | 20 · 6 · 1 |
| Win rate (26 decisive) | 76.9% |
| Average winner | +46.25% |
| Average loser | −41.2% |
| Payoff ratio | 1.12 : 1 |
| Average trade | +25.1% |
| Average trade excluding $MSFT | +15.3% |
| Break-even win rate at this payoff | 47.1% |
$TSLA was the most-traded name and returned below the book average. Five positions across four days — flat, +40%, −40%, +21%, +60% — averaging +16.2% against the book's +25.1%. Familiarity with a name is not the same as edge in it, and the log is the only place that distinction shows up.
$SPY worked in both directions. Four positions: the 768P was cut −33% on Tuesday, then the 769P paid +33% on Wednesday, the 769C +29% on Thursday, and the 766C +87% on Friday. Averaging +29.0%, on calls and puts alike. That is what trading structure rather than a directional opinion looks like on paper — the same instrument, read differently each session.
A good week carried by a high hit rate and one outlier, on a payoff ratio thin enough that the hit rate has to hold. Tuesday was a wash, Wednesday was the whole month in one session, Thursday was quiet, and OPEX Friday delivered both the widest wins and the two worst losses. Twenty-seven positions, every one of them printed above.
Everything above was called live with an entry and an exit — this page is just the receipt. Premium members get the alerts as they fire, the daily SPY gamma map turned into a trading plan, and a journal that computes their own numbers the same way this page computes ours.
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AlgoX Flow provides market analysis and education — not investment advice. Options trading carries a substantial risk of loss.
Results are per-position percentages on the contract and are not account returns. Past performance does not indicate future results.
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