GENERATED2026-10-12 21:48

FORTRESS CC SCANNER | GLD-0.5%

Generated 2026-10-12 21:48 · 29 candidates scored
NORMAL MODE
WEEKLY GATE · 🟢 NEUTRAL %B 38 · RSI 44 · MACD bearish (falling) · 1σw 2.8%
ref $418 · UBBMA $390spot $382.62LBB $3610MACD -0.977030RSI 44── 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: $456.00.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.
🔗 FORTRESS LEGS · synth Δ 1.53 (real fortress leverage) Used to scale @cap appreciation portion below
LC
$320.00
466d · qty +10 · Δ 0.84
SP
$450.00
466d · qty -10 · Δ 0.72
HP
$330.00
39d · qty +10 · Δ 0.03
Stock Price
$382.67
Entry Price
$465.00
-17.7% since entry
BE Safe Strike
$456.00
UNDERWATER by $73.33 · reference only
CC-Safe Floor (BS, $0 prem)
$469.89
+22.8% vs spot · +14 vs BE SS · lower w/ premium
Fortress MTM
-$117,600
vs net debit 136.00
Contracts
10
1,000 shares
Account: Main:1299
Max Delta Filter
0.40
Status
DRAWDOWN
$82.33 below entry
Scoring (Sigma-Band): σ = (Strike − Stock) / (Stock × IV × √(DTE/365)) · Survival = Φ(σ) · IER = Prorated_Monthly × Survival · Score = IER × Liquidity
hist pills: 8949 graded picks · as of 2026-10-10 (ledger_calibration.json, by sigma band, never re-graded)
BEST PER EXPIRATION
ALL CANDIDATES
FORTRESS COVERED CALL SCANNER v2.0 · Sigma-Band Scoring · BE Safe Strike = Max(LC + ND, (LC + SP + ND) / 2) · Not financial advice