SCANNER | SPY

WEEKLY GATE · 🟢 NEUTRAL %B 41 · RSI 54 · MACD bearish (falling) · 1σw 1.4%

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: $764.46.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.

🔗 FORTRESS LEGS · synth Δ 0.70 (LEAPS-only (LC delta)) Used to scale @cap appreciation portion below

$735.00

773d · qty +12 · Δ 0.70

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none · LEAPS-only structure

—

none · LEAPS-only structure

Stock Price

$753.81

Entry Price

$763.14

-1.2% since entry

BE Safe Strike

$869.30

UNDERWATER by $115.49 · reference only

CC-Safe Floor (BS, $0 prem)

$766.09

+1.6% vs spot · -103 vs BE SS · lower w/ premium

Net Debit

134.30

no leg marks for MTM

Contracts

1,200 shares

Account: Joint:1782

Max Delta Filter

0.40

Status

DRAWDOWN

$9.33 below entry

Scoring (Sigma-Band): σ = (Strike − Stock) / (Stock × IV × √(DTE/365)) · Survival = Φ(σ) · IER = Prorated_Monthly × Survival · Score = IER × Liquidity

hist pills: 10532 graded picks · as of 2026-10-31 (ledger_calibration.json, by sigma band, never re-graded)

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FORTRESS CC SCANNER | SPY0.2%