GENERATED2026-10-12 21:48

FORTRESS CC SCANNER | SPY0.1%

Generated 2026-10-12 21:48 · 147 candidates scored
NORMAL MODE
WEEKLY GATE · 🟠 EXTENDED %B 85 · RSI 66 · MACD bearish (rising) · 1σw 1.4%
ref $788 · UBBspot $779.04MA $757LBB $7250MACD -0.867030RSI 66── weekly close · ┈┈ BB(20,2) · █/█ MACD(12,26,9) hist · ── RSI(14) · 78w
Read: Stretched but not exhausted. If selling CCs, stay at or above the upper BB ($788.46). Keep size small, watch for MACD roll-over. Suggested CC floor: $789.87.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.
🔗 FORTRESS LEGS · synth Δ 0.86 (LEAPS-only (LC delta)) Used to scale @cap appreciation portion below
LC
$640.00
466d · qty +12 · Δ 0.86
SP
—
none · LEAPS-only structure
HP
—
none · LEAPS-only structure
Stock Price
$778.96
Entry Price
$695.00
+12.1% since entry
BE Safe Strike
$764.00
Margin: $14.96 · reference only
CC-Safe Floor (BS, $0 prem)
$702.86
-9.8% vs spot · -61 vs BE SS · lower w/ premium
Net Debit
124.00
no leg marks for MTM
Contracts
12
1,200 shares
Account: Neville:0865
Max Delta Filter
0.40
Status
SOLVENT
$83.96 above 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)
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