GENERATED2026-10-31 03:19

FORTRESS CC SCANNER | IGV▼ -3.7%

Generated 2026-10-31 03:19 · 111 candidates scored
NORMAL MODE
WEEKLY GATE · 🟢 NEUTRAL %B 60 · RSI 53 · MACD bullish (falling) · 1σw 4.9%
ref $116 · UBBspot $103.89MA $101LBB $860MACD +0.437030RSI 53── 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: $108.94.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.
🔗 FORTRESS LEGS · synth Δ 0.90 (LEAPS-only (LC delta)) Used to scale @cap appreciation portion below
LC
$70.00
448d · qty +12 · Δ 0.90
SP
—
none · LEAPS-only structure
HP
—
none · LEAPS-only structure
Stock Price
$103.93
Entry Price
$85.00
+22.3% since entry
BE Safe Strike
$96.50
Margin: $7.43 · reference only
CC-Safe Floor (BS, $0 prem)
$88.67
-14.7% vs spot · -8 vs BE SS · lower w/ premium
Net Debit
26.50
no leg marks for MTM
Contracts
12
1,200 shares
Account: Main:1299
Max Delta Filter
0.40
Status
SOLVENT
$18.93 above 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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