LEAPS Builder --all v6.0

CLSK | 2026-05-07 01:12:25

All three modes (NORMAL + BREAKOUT + YOLO) on one page. Master Verdict summarizes; expand the per-mode sections below for full dashboards.

Master Verdict (--all)

Ticker	Use Case	Mode	Best Pick	Score	Breakeven	Lev	Theta/day	Verdict
CLSK	Stock replacement (1-2yr)	NORMAL	$10C/$12P/$5P × 15ct Jan '28	11,329	$15.35 (+8%)	2.7x	$-3/d	FORTRESS_PREFERRED
CLSK	Moderate-bull (1-2yr)	NORMAL	$15C/$12P/$8P × 22ct Jan '28	21,004	$19.50 (+37%)	3.2x	$-16/d	FORTRESS_PREFERRED
CLSK	Active 6mo+ directional	BREAKOUT	$10C/$12P/$8P × 18ct Jan '28	1.0523	$16.40 (+15%)	2.2x	$-6/d	FORTRESS_PREFERRED
CLSK	3-4x thesis (2yr)	YOLO	$20C/$10P/$8P × 30ct Jan '28	79,665	$24.20 (+70%)	3.4x	$-20/d	FORTRESS_PREFERRED

Score scales differ by mode: NORMAL/YOLO use WSPL (large integer, mode-specific weights); BREAKOUT uses sigma-weighted reward/risk (decimal). Don't compare scores across modes — compare WITHIN each row's column. Click any row to expand its full dashboard panel below.

CLSK — All Modes

NORMAL — Stock replacement (Bucket A, deep ITM)

CLSK @ $14.28

Sizing: $19,000 (ITM + OTM) | Chains: Jan 2028 (624d)

Bucket A: Deep ITM Stock Replacement ($19,000 ML budget)

All Candidates

	Chain	Type	Structure	Ct	Delta	IC	BE	Theta	Score
★	Jan '28 (624d)	Fortress	$10C/$12P/$5P	15	+1.079/sh (+1,618)	$8,025	$15.35 (+8%)	$-3/d	11,329
▲	Jan '28 (624d)	Pure	$10C	23	+0.832/sh (+1,914)	$18,975	$18.25 (+28%)	$-15/d	8,795

★ = recommended pick (per Verdict below; multi-dim winner across score, capital, BE, theta, ROIC). Score = WSPL x sqrt(DTE/365). Positive theta = you collect time decay daily (paid to wait). Negative theta = you pay time decay daily (cost of holding long options).

Best Fortress: $10C / $12P / $5P (Jan '28, 624d)

Leg	Action	Strike	Price	Delta
LC	BUY	$10.0C	$8.25	+0.832
SP	SELL	$12.0P	$4.05	+0.267
HP	BUY	$5.0P	$1.15	-0.021

Ct	Delta	IC	ML	BE	Theta	Lev	Score	ROIC
15	+1.079/sh (+1,618)	$8,025	$18,525	$15.35 (+8%)	$-3/d	2.7x	11,329	+247%

Verdict: FORTRESS PREFERRED

Dimension	Fortress	Pure	Winner
Score	11,329	8,795	FORT (+29%)
Contracts	15	23	PURE (-35%)
IC (capital)	$8,025	$18,975	FORT (-58%)
Max Loss	$18,525	$18,975	FORT (-2%)
Breakeven	$15.35	$18.25	FORT (-16%)
Theta/day	$-3	$-15	FORT (-82%)
ROIC (weighted)	108%	35%	FORT (+205%)

Fortress scores +29% with similar max loss (-2%). Clear winner.

Anchor Cost Analysis (Jan '28, 624d)

What you trade by anchoring to Jan '28 (624d) instead of letting the score pick freely across all chains. ANCHOR wins each dimension where the anchored pick is better; free wins where the cross-chain best is better. The DTE row shows how much extra runway anchoring buys you.

Fortress: anchor matches free choice (no delta)

Pure: anchor matches free choice (no delta)

Stop Profile (MTM loss if stop hits)

Stop	Stock at	Fortress 15ct	Pure 23ct	Stock 1,330sh
-5%	$13.56	-$1,155	-$1,366	-$949
-10%	$12.85	-$2,310	-$2,732	-$1,899
-15%	$12.13	-$3,465	-$4,098	-$2,848
-20%	$11.42	-$4,620	-$5,465	-$3,797
-30%	$9.99	-$6,929	-$8,197	-$5,696

Loss = |net_delta_total * stock_price * stop_pct|. Delta-only first-order estimate; ignores vega/theta. Conservative (LOW-end) — real MTM loss is typically 10-30% larger due to extrinsic compression on a fast move.

P&L Comparison

Move	Price	Fortress 15ct Jan'28	Pure 23ct Jan'28	F-P Diff	Winner
-19%	$11	$-6,765	$-15,709	$+8,944	(Fort)
+0%	$14	$-1,612	$-9,142	$+7,530	(Fort)
+25%	$18	$+3,741	$-934	$+4,675	(Fort)
+50%	$21	$+9,094	$+7,274	$+1,820	(Fort)
+75%	$25	$+14,447	$+15,482	$-1,035	(Pure)
+100%	$29	$+19,800	$+23,690	$-3,890	(Pure)
+200%	$43	$+41,213	$+56,522	$-15,310	(Pure)
Weighted	—	$+8,664	$+6,727	$+1,938	(Fort)

How to read the Weighted row: your expected dollar P&L if all the scenarios above played out, with each weighted by how much it matters for this mode. Stock replacement view: small moves matter most. +25% gets the biggest weight, then +50% / +75%. -20% and flat both count (they hurt the score). The Score is this same number multiplied by √(DTE/365) so longer-dated chains get a small bonus.

CC Overlay

No CC candidates found above breakeven. Run live (without --csv) if CC data was not included in the CSV export.

NORMAL — Moderate-bull (Bucket B, OTM/ATM)

CLSK @ $14.28

Sizing: $19,000 (ITM + OTM) | Chains: Jan 2028 (624d)

Bucket B: OTM Max Leverage ($19,000 ML budget)

All Candidates

	Chain	Type	Structure	Ct	Delta	IC	BE	Theta	Score
★	Jan '28 (624d)	Fortress	$15C/$12P/$8P	22	+0.749/sh (+1,647)	$9,900	$19.50 (+37%)	$-16/d	21,004
▲	Jan '28 (624d)	Pure	$15C	29	+0.570/sh (+1,654)	$18,415	$21.35 (+50%)	$-30/d	20,764

Best Fortress: $15C / $12P / $8P (Jan '28, 624d)

Leg	Action	Strike	Price	Delta
LC	BUY	$15.0C	$6.35	+0.570
SP	SELL	$12.0P	$4.05	+0.267
HP	BUY	$8.0P	$2.20	-0.089

Ct	Delta	IC	ML	BE	Theta	Lev	Score	ROIC
22	+0.749/sh (+1,647)	$9,900	$18,700	$19.50 (+37%)	$-16/d	3.2x	21,004	+201%

Verdict: FORTRESS PREFERRED

Dimension	Fortress	Pure	Winner
Score	21,004	20,764	FORT (+1%)
Contracts	22	29	PURE (-24%)
IC (capital)	$9,900	$18,415	FORT (-46%)
Max Loss	$18,700	$18,415	PURE (+2%)
Breakeven	$19.50	$21.35	FORT (-9%)
Theta/day	$-16	$-30	FORT (-46%)
ROIC (weighted)	162%	86%	FORT (+88%)

Fortress scores +1% with similar max loss (+2%). Clear winner.

Anchor Cost Analysis (Jan '28, 624d)

Fortress: anchor matches free choice (no delta)

Pure: anchor matches free choice (no delta)

Stop Profile (MTM loss if stop hits)

Stop	Stock at	Fortress 22ct	Pure 29ct	Stock 1,330sh
-5%	$13.56	-$1,176	-$1,181	-$949
-10%	$12.85	-$2,351	-$2,361	-$1,899
-15%	$12.13	-$3,527	-$3,542	-$2,848
-20%	$11.42	-$4,703	-$4,723	-$3,797
-30%	$9.99	-$7,054	-$7,084	-$5,696

P&L Comparison

Move	Price	Fortress 22ct Jan'28	Pure 29ct Jan'28	F-P Diff	Winner
-19%	$11	$-11,176	$-18,415	$+7,239	(Fort)
+0%	$14	$-9,900	$-18,415	$+8,515	(Fort)
+25%	$18	$-3,644	$-10,168	$+6,524	(Fort)
+50%	$21	$+4,208	$+181	$+4,026	(Fort)
+75%	$25	$+12,059	$+10,531	$+1,528	(Fort)
+100%	$29	$+19,910	$+20,880	$-970	(Pure)
+200%	$43	$+51,315	$+62,278	$-10,963	(Pure)
Weighted	—	$+16,064	$+15,881	$+184	(Fort)

How to read the Weighted row: your expected dollar P&L if all the scenarios above played out, with each weighted by how much it matters for this mode. Convexity view: bigger moves matter most. +75% and +100% get the biggest weights. Tail at +200% counted; downside lightly weighted. The Score is this same number multiplied by √(DTE/365) so longer-dated chains get a small bonus.

BREAKOUT — Active 6mo+ directional

CLSK @ $14.28

Sizing: $19,000 (Deep ITM Only) | Chains: Sep 2026 (134d), Dec 2026 (225d), Jan 2027 (253d), Jan 2028 (624d)

BREAKOUT MODE — Bucket A only (deep ITM stock replacement) over a 6-month horizon. Score = (weighted P&L across sigma-scaled targets at 0.5/1.0/1.5/2.0/3.0σ of expected move (+31%, +63%, +94%, +126%, +189%; ATM IV 89%)) ÷ reward / max-loss + theta-cost, multiplied by time-fit. Stock baseline shown alongside Fortress and Pure for risk-budget comparison. Use for active directional trades; the Score Breakdown and Stop Profile cards below show per-target P&L and stop loss. | Anchored to Jan '28 (624d): all comparisons restricted to this chain. See Anchor Cost Analysis below.

Breakout Mode: 6-month horizon, sigma-targets: +31%, +63%, +94%, +126%, +189% (IV 89%) ($19,000 ML budget)

All Candidates

	Chain	Type	Structure	Ct	Delta	IC	BE	Theta	Score
	Sep '26 (134d)	Fortress	$12C/$15P/$13P	33	+0.630/sh (+2,078)	$12,045	$15.65 (+10%)	$-32/d	1.32
	Dec '26 (225d)	Fortress	$12C/$15P/$12P	27	+0.619/sh (+1,671)	$10,638	$15.94 (+12%)	$-20/d	1.46
◆	Jan '27 (253d)	Fortress	$12C/$15P/$11P	25	+1.067/sh (+2,668)	$8,950	$15.58 (+9%)	$-7/d	1.53
★	Jan '28 (624d)	Fortress	$10C/$12P/$8P	18	+1.010/sh (+1,819)	$11,520	$16.40 (+15%)	$-6/d	1.05
▲	Jan '28 (624d)	Pure	$10C	23	+0.832/sh (+1,914)	$18,975	$18.25 (+28%)	$-15/d	1.04
●	Now	Stock	1,330 sh @ $14.28	1,330	+1.000/sh (+1,330)	$18,986	$14.28 (+0%)	$0/d	0.9607

★ = top breakout score across Fortress, Pure, Stock. ◆ = best Fortress (when not winner). ▲ = best Pure (when not winner). ● = Stock baseline reference. Read in light of Score Breakdown + Stop Profile. Positive theta = you collect time decay daily (paid to wait). Negative theta = you pay time decay daily (cost of holding long options).

Best Fortress: $10C / $12P / $8P (Jan '28, 624d)

Leg	Action	Strike	Price	Delta
LC	BUY	$10.0C	$8.25	+0.832
SP	SELL	$12.0P	$4.05	+0.267
HP	BUY	$8.0P	$2.20	-0.089

Ct	Delta	IC	ML	BE	Theta	Lev	Score	ROIC
18	+1.010/sh (+1,819)	$11,520	$18,720	$16.40 (+15%)	$-6/d	2.2x	1.05	+190%

Verdict: FORTRESS PREFERRED

Dimension	Fortress	Pure	Winner
Score	1.05	1.04	FORT (+2%)
Contracts	18	23	PURE (-22%)
IC (capital)	$11,520	$18,975	FORT (-39%)
Max Loss	$18,720	$18,975	FORT (-1%)
Breakeven	$16.40	$18.25	FORT (-10%)
Theta/day	$-6	$-15	FORT (-58%)
ROIC (weighted)	181%	118%	FORT (+53%)

Fortress scores 2% higher on breakout score (sigma-weighted (5 targets at 0.5-3sigma of expected move), expiry P&L net of theta over 6-month hold).

Anchor Cost Analysis (Jan '28, 624d)

Fortress

Dimension	Anchored (Fortress)	Free (Fortress)	Δ	Better
	$10C/$12P/$8P × 18ct Jan '28 (624d)	$12C/$15P/$11P × 25ct Jan '27 (253d)
Score	1.05	1.53	-31.2%	free
Contracts	18	25	-28.0%	free
IC (capital)	$11,520	$8,950	+2,570 (+28.7%)	free
Max Loss	$18,720	$18,950	-230 (-1.2%)	ANCHOR
Breakeven	$16.40	$15.58	+0.82 (+5.3%)	free
Theta/day	$-6	$-7	+1 (+17.4%)	ANCHOR
Weighted P&L	$20,861	$31,024	-10,163 (-32.8%)	free
ROIC (weighted)	181%	347%	-47.8%	free
DTE	624d	253d	+371d	ANCHOR

Anchor expensive (~37% on score/P&L/ROIC). Anchor gives +371d runway. Wins: Max Loss, Theta/day. Loses: Score, Contracts, IC (capital).

Pure

Dimension	Anchored (Pure)	Free (Pure)	Δ	Better
	$10C × 23ct Jan '28 (624d)	$12C × 34ct Jan '27 (253d)
Score	1.04	1.55	-33.1%	free
Contracts	23	34	-32.4%	free
IC (capital)	$18,975	$18,530	+445 (+2.4%)	free
Max Loss	$18,975	$18,530	+445 (+2.4%)	free
Breakeven	$18.25	$17.45	+0.80 (+4.6%)	free
Theta/day	$-15	$-25	+11 (+42.5%)	ANCHOR
Weighted P&L	$22,401	$35,834	-13,433 (-37.5%)	free
ROIC (weighted)	118%	193%	-39.0%	free
DTE	624d	253d	+371d	ANCHOR

Anchor expensive (~37% on score/P&L/ROIC). Anchor gives +371d runway. Wins: Theta/day. Loses: Score, Contracts, IC (capital).

Score Breakdown (sigma-weighted (5 targets at 0.5-3sigma))

sigma	Move	Price	Weight	Fortress 18ct	Pure 23ct	Stock 1,330sh	Winner
0.5sigma	+31%	$18.77	15%	$+4,269	$+1,200	$+5,980	(Stock)
1sigma	+63%	$23.27	20%	$+12,363	$+11,542	$+11,961	(Fort)
1.5sigma	+94%	$27.76	30%	$+20,456	$+21,884	$+17,941	(Pure)
2sigma	+126%	$32.26	25%	$+28,550	$+32,226	$+23,922	(Pure)
3sigma	+189%	$41.25	10%	$+44,738	$+52,910	$+35,882	(Pure)
Weighted average P&L			100%	$+20,861	$+22,401	$+18,240	(Pure)

Each row is the at-expiry P&L if the stock lands at the target price. Score = (weighted-avg P&L) / (max-loss + theta-cost-over-hold) * time-fit. Read this table to override the score winner if your conviction favors a specific scenario row.

Stop Profile (MTM loss if stop hits)

Stop	Stock at	Fortress 18ct	Pure 23ct	Stock 1,330sh
-5%	$13.56	-$1,298	-$1,366	-$949
-10%	$12.85	-$2,596	-$2,732	-$1,899
-15%	$12.13	-$3,895	-$4,098	-$2,848
-20%	$11.42	-$5,193	-$5,465	-$3,797
-30%	$9.99	-$7,789	-$8,197	-$5,696

P&L Comparison

Move	Price	Fortress 18ct Jan'28	Pure 23ct Jan'28	Stock 1,330sh	F-P Diff	Winner
-19%	$11	$-10,008	$-15,709	$-3,797	$+5,701	(Stock)
+0%	$14	$-3,825	$-9,142	$0	$+5,318	(Stock)
+25%	$18	$+2,599	$-934	$+4,746	$+3,533	(Stock)
+50%	$21	$+9,023	$+7,274	$+9,493	$+1,749	(Stock)
+75%	$25	$+15,446	$+15,482	$+14,239	$-36	(Pure)
+100%	$29	$+21,870	$+23,690	$+18,986	$-1,820	(Pure)
+200%	$43	$+47,565	$+56,522	$+37,972	$-8,957	(Pure)
Weighted	—	$+20,861	$+22,401	$+18,240	$-1,540	(Pure)

How to read the Weighted row: your expected dollar P&L if all the scenarios above played out, with each weighted by how much it matters for this mode. Active directional view: targets at 0.5-3 sigma of expected move over the chosen horizon. 1.5-sigma carries the biggest weight (most likely breakout magnitude). The Score is this same number multiplied by √(DTE/365) so longer-dated chains get a small bonus.

YOLO — 3-4x thesis (2yr)

CLSK @ $14.28

Sizing: $19,000 (OTM Only) | Chains: Jan 2028 (624d)

YOLO Mode: Widened OTM (LC max 300% of stock, 3-4x thesis, 2yr horizon) ($19,000 ML budget)

All Candidates

	Chain	Type	Structure	Ct	Delta	IC	BE	Theta	Score
★	Jan '28 (624d)	Fortress	$20C/$10P/$8P	30	+0.421/sh (+1,264)	$12,600	$24.20 (+70%)	$-20/d	79,665
▲	Jan '28 (624d)	Pure	$20C	38	+0.343/sh (+1,302)	$19,000	$25.00 (+75%)	$-30/d	96,934
●	Now	Stock	1,330 sh @ $14.28	1,330	+1.000/sh (+1,330)	$18,986	$14.28 (+0%)	$0/d	55,701

★ = recommended pick (per Verdict below; multi-dim winner across score, capital, BE, theta, ROIC). ◆ = best Fortress (when not winner). ▲ = best Pure (when not winner). ● = Stock baseline reference. Score = WSPL x sqrt(DTE/365), tail-weighted for 3-4x thesis. Positive theta = you collect time decay daily (paid to wait). Negative theta = you pay time decay daily (cost of holding long options).

Best Fortress: $20C / $10P / $8P (Jan '28, 624d)

Leg	Action	Strike	Price	Delta
LC	BUY	$20.0C	$5.00	+0.343
SP	SELL	$10.0P	$3.00	+0.168
HP	BUY	$8.0P	$2.20	-0.089

Ct	Delta	IC	ML	BE	Theta	Lev	Score	ROIC
30	+0.421/sh (+1,264)	$12,600	$18,600	$24.20 (+70%)	$-20/d	3.4x	79,665	+104%

Verdict: FORTRESS PREFERRED

Dimension	Fortress	Pure	Winner
Score	79,665	96,934	PURE (-18%)
Contracts	30	38	PURE (-21%)
IC (capital)	$12,600	$19,000	FORT (-34%)
Max Loss	$18,600	$19,000	FORT (-2%)
Breakeven	$24.20	$25.00	FORT (-3%)
Theta/day	$-20	$-30	FORT (-34%)
ROIC (weighted)	484%	390%	FORT (+24%)

Pure scores +18% on raw P&L from extra contracts. Fortress wins 4/4 efficiency dims (IC, BE, theta, ROIC). Trade 18% score for capital efficiency.

Anchor Cost Analysis (Jan '28, 624d)

Fortress: anchor matches free choice (no delta)

Pure: anchor matches free choice (no delta)

Stop Profile (MTM loss if stop hits)

Stop	Stock at	Fortress 30ct	Pure 38ct	Stock 1,330sh
-5%	$13.56	-$903	-$929	-$949
-10%	$12.85	-$1,805	-$1,858	-$1,899
-15%	$12.13	-$2,708	-$2,788	-$2,848
-20%	$11.42	-$3,610	-$3,717	-$3,797
-30%	$9.99	-$5,415	-$5,575	-$5,696

P&L Comparison

Move	Price	Fortress 30ct Jan'28	Pure 38ct Jan'28	Stock 1,330sh	F-P Diff	Winner
-19%	$11	$-12,600	$-19,000	$-3,797	$+6,400	(Stock)
+0%	$14	$-12,600	$-19,000	$0	$+6,400	(Stock)
+50%	$21	$-8,362	$-13,632	$+9,493	$+5,270	(Stock)
+100%	$29	$+13,050	$+13,490	$+18,986	$-440	(Stock)
+200%	$43	$+55,875	$+67,735	$+37,972	$-11,860	(Pure)
+300%	$57	$+98,700	$+121,980	$+56,957	$-23,280	(Pure)
+400%	$71	$+141,525	$+176,225	$+75,943	$-34,700	(Pure)
+700%	$114	$+270,000	$+338,960	$+132,900	$-68,960	(Pure)
+1000%	$157	$+398,475	$+501,695	$+189,858	$-103,220	(Pure)
Weighted	—	$+60,929	$+74,137	$+39,659	$-13,208	(Pure)

How to read the Weighted row: your expected dollar P&L if all the scenarios above played out, with each weighted by how much it matters for this mode. 3-4x thesis: huge moves matter most. +200% (3x) and +300% (4x) get the biggest weights. +400% counted as tail; +700% / +1000% rows shown above are eye candy and don't count. The Score is this same number multiplied by √(DTE/365) so longer-dated chains get a small bonus.

CC Overlay

No CC candidates found above breakeven. Run live (without --csv) if CC data was not included in the CSV export.