Position Diagnostic
Your Position
Three paths — Roll, Assignment + Covered Calls, or Close & Redeploy — computed from your numbers. All calculations run in your browser. Nothing is stored.
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CORE + BUILD Track Record
Behind the Numbers
Public track record: CORE and BUILD only. TACTICAL high-volatility research is excluded. 138 included closed Cash-Secured Put trades · updated . Every closed outcome with recorded P/L remains in the public trade ledger.
89.9%
Win Rate
2.38
Profit Factor
5.01
Sharpe
How confident is the win rate?
At 95% confidence, the true win rate sits between 83.7% and 93.9% — computed via the Wilson score method.
Cumulative Signal P/L
Signal Record & Market Context
ThetaLoop
SPY
Cumulative P/L
+32.7 pts
+13.2%
Max DD
-8.7 pts
-8.7%
Sharpe (per-trade)
5.01
1.71
Period: 2026-02-03 → 2026-08-14. Different measurement systems: ThetaLoop cumulative P/L and Max DD are additive per-trade collateral ROC points; its Sharpe is per-trade. SPY and PUT use portfolio return percentages, portfolio drawdown percentages and annualised daily Sharpe. The rows are same-period context only — none is a direct performance comparison or portfolio alpha.
Performance Breakdown
Exit Reasons
Hold Time
Streaks
27
Longest Win
2
Longest Loss
27 W
Current
Methodology & Disclosure
Track-record scope. All ThetaLoop statistics, charts and buckets above use CORE and BUILD research only; market benchmarks are same-period context. TACTICAL high-volatility research is excluded from the public performance record. Recorded closed outcomes are listed in the public trade ledger.
Win rate confidence intervals use the Wilson score method — robust for small samples. Profit factor and Sharpe ratios are computed with 2,000-iteration bootstrap resampling at 95% confidence. Cumulative signal P&L is the running sum of per-trade collateral ROC points in chronological order. Drawdown is peak-to-trough from the running maximum. All included trades are closed — no open positions or paper-backtest data are included.
Exit detection uses 60/40 weighted bid/ask — quotes captured every 5 minutes during US market hours, weighted toward the side a put-seller pays when buying back to close. Once a threshold is crossed, the CSP result is booked at that threshold. Gap-through circuit-breakers can therefore be more favorable than the first observed quote, so this is a deterministic signal record rather than a guaranteed execution floor. Full math in /learn/methodology.
On proprietary research: We publish what happened, not how we find it. Signal triggers are proprietary research. The breakdowns above are limited to outcome dimensions (delta, DTE, VIX regime, sector) that are standard CSP orthodoxy — they don't expose how ThetaLoop picks entries. Curious which parts use AI and which don't? See /learn/what-we-use-ai-for.
Win rate confidence intervals use the Wilson score method — robust for small samples. Profit factor and Sharpe ratios are computed with 2,000-iteration bootstrap resampling at 95% confidence. Cumulative signal P&L is the running sum of per-trade collateral ROC points in chronological order. Drawdown is peak-to-trough from the running maximum. All included trades are closed — no open positions or paper-backtest data are included.
Exit detection uses 60/40 weighted bid/ask — quotes captured every 5 minutes during US market hours, weighted toward the side a put-seller pays when buying back to close. Once a threshold is crossed, the CSP result is booked at that threshold. Gap-through circuit-breakers can therefore be more favorable than the first observed quote, so this is a deterministic signal record rather than a guaranteed execution floor. Full math in /learn/methodology.
On proprietary research: We publish what happened, not how we find it. Signal triggers are proprietary research. The breakdowns above are limited to outcome dimensions (delta, DTE, VIX regime, sector) that are standard CSP orthodoxy — they don't expose how ThetaLoop picks entries. Curious which parts use AI and which don't? See /learn/what-we-use-ai-for.
CORE + BUILD track-record data refreshes nightly. The public trade ledger retains all closed outcomes with recorded P/L, including excluded TACTICAL rows. Past performance does not guarantee future results. Not financial advice.
Reading is a start. Acting on it is another thing.
When setups pass the nightly filters, our daily research publishes cash-secured put setups — with strikes, risk metrics, and two delivery paths: Telegram live feed plus daily email report.
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When setups pass the nightly filters, our daily research publishes cash-secured put setups — with strikes, risk metrics, and two delivery paths: Telegram live feed plus daily email report.