GENERATED2026-10-29 03:14

FORTRESS CC SCANNER | ASST0.6%

Generated 2026-10-29 03:14 · 31 candidates scored
NORMAL MODE
WEEKLY GATE · 🟢 NEUTRAL %B 73 · RSI 58 · MACD bullish (falling) · 1σw 15.0%
ref $35 · UBBspot $27.31MA $20LBB $50MACD +1.147030RSI 58── weekly close · ┈┈ BB(20,2) · █/█ MACD(12,26,9) hist · ── RSI(14) · 78w
Read: Normal CC writing territory. Sell at or above the fortress safe strike. 1-sigma weekly move above spot is a reasonable floor. Suggested CC floor: $53.24.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.
⚠ EARNINGS · NEAR 2026-11-10 (Tue) in 13 days
Any expiration on or after this date carries earnings-gap risk. Consider further-OTM strikes or shorter expirations.
🔗 FORTRESS LEGS · synth Δ 1.00 (stock-only baseline) Used to scale @cap appreciation portion below
LC
$40.00
814d · qty +30 · Δ 0.71
SP
$20.00
450d · qty -30 · Δ 0.20
HP
$17.00
450d · qty +30 · Δ 0.16
Stock Price
$27.30
Entry Price
$29.48
-7.4% since entry
BE Safe Strike
$53.24
UNDERWATER by $25.94 · reference only
CC-Safe Floor (BS, $0 prem)
$31.94
+17.0% vs spot · -21 vs BE SS · lower w/ premium
Fortress MTM
-$9,945
vs net debit 13.24
Contracts
30
3,000 shares
Account: Neville:0865
Max Delta Filter
0.40
Status
DRAWDOWN
$2.18 below entry
Scoring (Sigma-Band): σ = (Strike − Stock) / (Stock × IV × √(DTE/365)) · Survival = Φ(σ) · IER = Prorated_Monthly × Survival · Score = IER × Liquidity
hist pills: 9960 graded picks · as of 2026-10-24 (ledger_calibration.json, by sigma band, never re-graded)
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