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Reading the drawdowns: an options book like this will usually carry some open positions at deep drawdowns. That is the strategy's shape, not its failure mode: every loss is capped at the premium paid, while winners are uncapped, so the largest winners contribute most of the profit and the capped losses are the cost of finding them. The closed ledger below shows that asymmetry realized, several large winners against a cluster of capped losses. What makes the shape survivable is sizing: the model treats each premium as capital it can afford to lose entirely, harvests winners in scaled exits, and never averages down into a broken thesis. Your sizing is your own decision; the in-app Allocation Compass weighs every theme against your actual book, income sector, and proven ground.

Unrealized · underlying basis · marked at last close. Open positions are not realized returns. Paper moves change daily and many will not be captured. Subscribe for live entry alerts →

Each Octane row is the exact option named in the signal, entered at the price published in the signal (its limit) and timestamped before any position. The contract is shown so anyone can verify it against the option chain. Wide-spread limits mean real fills vary; this is the published basis, not a guaranteed fill.

Every option here risks only the premium paid, known at entry. A deep negative mark is a small, capped, pre-sized loss by design, not a blow-up: max loss on a long call or debit spread is the premium, fixed the moment the signal published. Losers are allowed to decay toward expiry while winners are scaled (see the RUNNER tags and banked figures). Many small capped losses funding the occasional outsized winner is how a power-law book is supposed to look mid-cycle.