Instrument

1 NVDA $240 calls exp 2026-08-28

Cost basis

$305.00

Current value

$323.00

Resting sell

—

Equity

$4,826.20

Cash

$4,844.50

Open positions

1 / 4

Open risk

$28.50 / $500.00

Realized (total)

$-173.80

Closed trades

2

Milestone

$10,000.00 → stop & review

Simulated — not live performance. This module imports no broker client; every order requires PAPER_ONLY = true or the routing guard rejects it. It may recommend methods to the live desk; it may never copy a trade into it.

max planned loss per position (usd)

150

max total open risk (usd)

500

max simultaneous positions

4

max planned loss per underlying (usd)

200

max daily realized loss (usd)

250

max weekly realized loss (usd)

500

max drawdown before pause (usd)

750

max pct of cash per position

20

limit orders only

yes

no size increase after loss

yes

Considered

903

Admitted (data-ready)

795

Rejected

108

Operational (options verified)

1

Outside prior universe

70.69%

Data failures

5

Rejections — noData: 52 · insufficientHistory: 3 · price: 17 · liquidity: 7 · volume: 24 · stale: 5

Broker is options Level 2 — single-leg long calls and puts, cash-secured puts and covered calls only. Debit and credit spreads are not executable on this account, so any idea requiring a spread is research-only. Max risk on a long option is the premium paid.

Mechanical option buying is negative-expectancy across the broad market — the seller collects theta and the spread. Short-dated scalps are the worst structures in the data. The edge that does exist is concentrated in longer-dated calls and debit spreads on genuine trend leaders, and those cost hundreds to thousands per contract.

That is the honest constraint on a small account: the affordable structures are the losing ones, and the winning ones are unaffordable or unexecutable at Level 2. It is why the desk holds cash rather than forcing trades.

Immediate

1

Developing

6

Event-driven

13

Bullish

25

Bearish

19

Speculative

4

Longer-term

37

Rejected

30

NEW_POSITION SIMULATED — NOT LIVE PERFORMANCE: opened 1x SNAP 5.5 cash_secured_put @ $0.19 (max loss $28.5)

STOP_TRIGGER SIMULATED — NOT LIVE PERFORMANCE: closed MARA — $-12.4 (MANDATORY EARNINGS EXIT — MARA reports Q2 on 2026-08-06 after the close (broker calendar, provider-verified). The position was opened with the earnings date unverified and its own exit rule requires closing ahead of any report before Sep 18. Bought to close at the ASK ($0.55) with bid $0.51 / ask $0.55 on a 7.5% spread — a buyer pays the offer. Not a stop, not a target: the credit was still mostly intact and MARA at $11.13 sat 24% above the $9 strike, so this exit is discipline, not damage control.)

NEW_POSITION SIMULATED — NOT LIVE PERFORMANCE: opened 1x MARA 9 cash_secured_put @ $0.44 (max loss $110)

RULE_VIOLATION Order on MARA REJECTED: wide spread: assumed fill must be at the ask or a conservative executable limit, not below the midpoint

RULE_VIOLATION Order on DAC REJECTED: bid/ask spread 25.2% exceeds 15% — unrealistic to execute | open interest 2 below 500 — insufficient liquidity | contract volume 0 below 50 — insufficient liquidity | quote is 27 minutes stale (limit 20) — refuse to price a fill off a quote this old, especially across a session boundary or a gap | planned loss $1520 exceeds the $150 per-position limit | total open risk would be $1520, over the $500 cap | risk on DAC would be $1520, over the $200 per-underlying cap | cost $1520 exceeds 20% of cash ($967.72)

STOP_TRIGGER SIMULATED — NOT LIVE PERFORMANCE: closed TSLA — $-161.4 (STOP HIT — premium fell to $2.90 bid vs $4.50 recorded entry (-35.6%), through the -33% stop at $3.00. Exited at the bid, not the mark, because that is what a seller actually receives.)

NEW_POSITION SIMULATED — NOT LIVE PERFORMANCE: opened 1x TSLA 270 long_put @ $4.5 (max loss $150)

Broker

Robinhood Agentic ••••5216

Status

Connected · market closed

Last synchronized

2026-08-07T20:06Z

Options level

Level 2 — single-leg only

Fallback data source

None for execution or chains

Max risk per options trade

15% of equity

Max concurrent premium

40% of equity

Per-trade stop

premium −40–50%, invalidation, or time

Liquidity floor

OI ≥ 500 · spread ≤ 10% of mid

Program drawdown halt

−20% from baseline

Account kill-switch

−$55 on the desk sleeve → halt

Stop on every fill

−5%

Report milestone

$1,000 equity → stop & full report

Never changed without Sami's approval — not by the desk, not to chase a shortfall, not after a losing streak.

Prices, positions, chains, order and fill status, balances and event dates come from the broker or a validated source — never from a model. Anything unverifiable is labelled UNVERIFIED — DO NOT USE FOR EXECUTION.

Known gaps: no market-cap feed (size tiers are a dollar-volume proxy); no options-eligibility feed (symbols show data-ready, not operational); fundamentals, primary-source filings and macro desks not yet wired; survivorship bias present in backtests (current listings only). Full registry in DATA-GOVERNANCE.md.