GENERATED2026-11-04 04:20

FORTRESS CC SCANNER | DELL▲ 3.6%

Generated 2026-11-04 04:20 · 130 candidates scored
NORMAL MODE
WEEKLY GATE · 🟢 NEUTRAL %B 25 · RSI 48 · MACD bearish (falling) · 1σw 12.3%
ref $600 · UBBMA $470spot $406.93LBB $3410MACD -21.537030RSI 48── 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: $456.98.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.
⚠ EARNINGS · UPCOMING 2026-11-24 (Tue) in 21 days
Any expiration on or after this date carries earnings-gap risk. Consider further-OTM strikes or shorter expirations.
🔗 FORTRESS LEGS · synth Δ 1.02 (stock-only baseline) Used to scale @cap appreciation portion below
LC
$260.00
808d · qty +3 · Δ 0.85
SP
$400.00
808d · qty -3 · Δ 0.29
HP
$230.00
808d · qty +3 · Δ 0.13
Stock Price
$406.93
Entry Price
$407.42
-0.1% since entry
BE Safe Strike
$398.75
Margin: $8.18 · reference only
CC-Safe Floor (BS, $0 prem)
$409.90
+0.7% vs spot · +11 vs BE SS · lower w/ premium
Fortress MTM
-$488
vs net debit 137.50
Contracts
3
300 shares
Account: Main:1299
Max Delta Filter
0.40
Status
DRAWDOWN
$0.49 below entry
Scoring (Sigma-Band): σ = (Strike − Stock) / (Stock × IV × √(DTE/365)) · Survival = Φ(σ) · IER = Prorated_Monthly × Survival · Score = IER × Liquidity
hist pills: 10532 graded picks · as of 2026-10-31 (ledger_calibration.json, by sigma band, never re-graded)
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