LEAPS Builder --all v6.0
MARA | 2026-05-06 22:56:59
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 |
| MARA |
Stock replacement (1-2yr) |
NORMAL |
$5C/$13P/$5P × 189ct
Jan '28 |
195,181 |
$11.61 (-7%) |
2.4x |
$-16/d |
FORTRESS_PREFERRED |
| MARA |
Moderate-bull (1-2yr) |
NORMAL |
$13C/$13P/$10P × 420ct
Jun '27 |
322,208 |
$15.94 (+28%) |
4.2x |
$-433/d |
FORTRESS_PREFERRED |
| MARA |
Active 6mo+ directional |
BREAKOUT |
$10C/$13P/$10P × 460ct
Sep '26 |
1.4929 |
$12.71 (+2%) |
5.1x |
$-96/d |
FORTRESS_PREFERRED |
| MARA |
3-4x thesis (2yr) |
YOLO |
$20C/$10P/$8P × 639ct
Jun '27 |
1,154,920 |
$21.91 (+76%) |
6.5x |
$-321/d |
PURE_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. Pick the structure whose use case matches your view.
MARA — All Modes
NORMAL (hold-to-expiry)
MARA @ $12.43
Sizing: $250,000 (ITM + OTM) | Chains: Jun 2027 (407d), Oct 2027 (527d), Nov 2027 (562d), Dec 2027 (590d), Jan 2028 (625d)
NORMAL MODE — Bucket A (Deep ITM, LC 40-95% of stock, delta ≥ 0.70) for synthetic stock replacement; Bucket B (OTM/ATM, LC 90-200%) for max leverage / convexity. Score = WSPL × √(DTE/365); Bucket A weights peak at +25-75% (moderate-bull view), Bucket B peaks at +75-100% (convexity payoff). Designed for hold-to-expiry LEAPS positions.
Bucket A: Deep ITM Stock Replacement ($250,000 ML budget)
All Candidates
| Chain | Type | Structure | Ct | Delta | IC | BE | Theta | Score |
|---|
| Jun '27 (407d) | Fortress | $10C/$13P/$8P | 302 | +0.601/sh (+18,161) | $98,452 | $13.26 (+7%) | $-211/d | 154,878 |
| Oct '27 (527d) | Fortress | $5C/$12P/$5P | 186 | +0.719/sh (+13,367) | $119,412 | $11.71 (-6%) | $-11/d | 153,017 |
| Nov '27 (562d) | Fortress | $5C/$10P/$5P | 199 | +0.783/sh (+15,579) | $150,046 | $12.54 (+1%) | $-16/d | 145,520 |
| Dec '27 (590d) | Fortress | $8C/$12P/$5P | 218 | +0.651/sh (+14,196) | $96,356 | $12.42 (-0%) | $-41/d | 162,044 |
| ★ | Jan '28 (625d) | Fortress | $5C/$13P/$5P | 189 | +0.703/sh (+13,284) | $98,658 | $11.61 (-7%) | $-16/d | 195,181 |
| ▲ | Jan '28 (625d) | Pure | $5C | 273 | +0.921/sh (+25,131) | $249,795 | $14.15 (+14%) | $-59/d | 153,177 |
★ = 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: $5C / $13P / $5P (Jan '28, 625d)
| Leg | Action | Strike | Price | Delta |
|---|
| LC | BUY | $5.0C | $9.15 | +0.921 |
| SP | SELL | $13.0P | $5.00 | -0.299 |
| HP | BUY | $5.0P | $1.07 | +0.081 |
| Ct | Delta | IC | ML | BE | Theta | Lev | Score | ROIC |
|---|
| 189 |
+0.703/sh (+13,284) |
$98,658 | $249,858 |
$11.61 (-7%) | $-16/d |
2.4x | 195,181 | +280% |
Verdict: FORTRESS PREFERRED
| Dimension |
Fortress |
Pure |
Winner |
| Score | 195,181 | 153,177 | FORT (+27%) |
| Contracts | 189 | 273 | PURE (-31%) |
| IC (capital) | $98,658 | $249,795 | FORT (-61%) |
| Max Loss | $249,858 | $249,795 | TIE |
| Breakeven | $11.61 | $14.15 | FORT (-18%) |
| Theta/day | $-16 | $-59 | FORT (-73%) |
| ROIC (weighted) | 151% | 47% | FORT (+223%) |
Fortress scores +27% with similar max loss (+0%). Clear winner.
Stop Profile (MTM loss if stop hits)
| Stop | Stock at |
Fortress 189ct | Pure 273ct | Stock 20,112sh | |
|---|
| -5% | $11.81 | -$8,256 | -$15,619 | -$12,500 | |
| -10% | $11.19 | -$16,512 | -$31,238 | -$24,999 | |
| -15% | $10.57 | -$24,768 | -$46,857 | -$37,499 | |
| -20% | $9.94 | -$33,023 | -$62,476 | -$49,998 | |
| -30% | $8.70 | -$49,535 | -$93,715 | -$74,998 | |
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 189ct Jan'28 | Pure 273ct Jan'28 | F-P Diff | Winner |
|---|
| -19% | $10 | $-62,975 | $-114,824 | $+51,849 | (Fort) |
| +0% | $12 | $+30,996 | $-46,956 | $+77,952 | (Fort) |
| +25% | $16 | $+100,501 | $+37,879 | $+62,622 | (Fort) |
| +50% | $19 | $+159,232 | $+122,714 | $+36,519 | (Fort) |
| +75% | $22 | $+217,964 | $+207,548 | $+10,416 | (Fort) |
| +100% | $25 | $+276,696 | $+292,383 | $-15,687 | (Pure) |
| +200% | $37 | $+511,623 | $+631,722 | $-120,099 | (Pure) |
| Weighted | — | $+149,157 | $+117,058 | $+32,099 | (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.
Bucket B: OTM Max Leverage ($250,000 ML budget)
All Candidates
| Chain | Type | Structure | Ct | Delta | IC | BE | Theta | Score |
|---|
| ★ | Jun '27 (407d) | Fortress | $13C/$13P/$10P | 420 | +0.440/sh (+18,458) | $123,480 | $15.94 (+28%) | $-433/d | 322,208 |
| ▲ | Jun '27 (407d) | Pure | $13C | 574 | +0.544/sh (+31,254) | $249,690 | $17.35 (+40%) | $-613/d | 363,903 |
| Oct '27 (527d) | Fortress | $12C/$12P/$10P | 370 | +0.667/sh (+24,673) | $175,750 | $16.75 (+35%) | $-154/d | 286,983 |
| Nov '27 (562d) | Fortress | $15C/$10P/$7P | 372 | +0.568/sh (+21,140) | $138,384 | $18.72 (+51%) | $-145/d | 221,479 |
| Dec '27 (590d) | Fortress | $12C/$10P/$8P | 344 | +0.679/sh (+23,367) | $180,600 | $17.25 (+39%) | $-127/d | 263,990 |
| Jan '28 (625d) | Fortress | $13C/$13P/$8P | 324 | +0.575/sh (+18,628) | $87,804 | $15.71 (+26%) | $-110/d | 317,669 |
★ = 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: $13C / $13P / $10P (Jun '27, 407d)
| Leg | Action | Strike | Price | Delta |
|---|
| LC | BUY | $13.0C | $4.35 | +0.544 |
| SP | SELL | $13.0P | $4.20 | -0.338 |
| HP | BUY | $10.0P | $2.79 | +0.233 |
| Ct | Delta | IC | ML | BE | Theta | Lev | Score | ROIC |
|---|
| 420 |
+0.440/sh (+18,458) |
$123,480 | $249,480 |
$15.94 (+28%) | $-433/d |
4.2x | 322,208 | +303% |
Verdict: FORTRESS PREFERRED
| Dimension |
Fortress |
Pure |
Winner |
| Score | 322,208 | 363,903 | PURE (-11%) |
| Contracts | 420 | 574 | PURE (-27%) |
| IC (capital) | $123,480 | $249,690 | FORT (-51%) |
| Max Loss | $249,480 | $249,690 | TIE |
| Breakeven | $15.94 | $17.35 | FORT (-8%) |
| Theta/day | $-433 | $-613 | FORT (-29%) |
| ROIC (weighted) | 247% | 138% | FORT (+79%) |
Pure scores +11% on raw P&L from extra contracts. Fortress wins 4/4 efficiency dims (IC, BE, theta, ROIC). Trade 11% score for capital efficiency.
Stop Profile (MTM loss if stop hits)
| Stop | Stock at |
Fortress 420ct | Pure 574ct | Stock 20,112sh | |
|---|
| -5% | $11.81 | -$11,471 | -$19,425 | -$12,500 | |
| -10% | $11.19 | -$22,943 | -$38,849 | -$24,999 | |
| -15% | $10.57 | -$34,414 | -$58,274 | -$37,499 | |
| -20% | $9.94 | -$45,886 | -$77,698 | -$49,998 | |
| -30% | $8.70 | -$68,829 | -$116,547 | -$74,998 | |
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 420ct Jun'27 | Pure 574ct Jun'27 | F-P Diff | Winner |
|---|
| -19% | $10 | $-249,480 | $-249,690 | $+210 | (Fort) |
| +0% | $12 | $-147,420 | $-249,690 | $+102,270 | (Fort) |
| +25% | $16 | $-16,905 | $-104,038 | $+87,133 | (Fort) |
| +50% | $19 | $+113,610 | $+74,333 | $+39,277 | (Fort) |
| +75% | $22 | $+244,125 | $+252,703 | $-8,578 | (Pure) |
| +100% | $25 | $+374,640 | $+431,074 | $-56,434 | (Pure) |
| +200% | $37 | $+896,700 | $+1,144,556 | $-247,856 | (Pure) |
| Weighted | — | $+305,130 | $+344,615 | $-39,485 | (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. 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 directional)
MARA @ $12.43
Sizing: $250,000 (Deep ITM Only) | Chains: Jul 2026 (72d), Aug 2026 (107d), Sep 2026 (135d), Dec 2026 (226d), Jan 2027 (254d), Jun 2027 (407d), Oct 2027 (527d), Nov 2027 (562d), Dec 2027 (590d), Jan 2028 (625d)
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 (+30%, +60%, +90%, +120%, +180%; ATM IV 85%)) ÷ 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.
Breakout Mode: 6-month horizon, sigma-targets: +30%, +60%, +90%, +120%, +180% (IV 85%) ($250,000 ML budget)
All Candidates
| Chain | Type | Structure | Ct | Delta | IC | BE | Theta | Score |
|---|
| Jul '26 (72d) | Fortress | $11C/$13P/$11P | 625 | +0.535/sh (+33,433) | $125,000 | $13.00 (+5%) | $-677/d | 0.9038 |
| Aug '26 (107d) | Fortress | $10C/$12P/$10P | 494 | +0.629/sh (+31,094) | $151,164 | $13.06 (+5%) | $-408/d | 1.07 |
| ◆ | Sep '26 (135d) | Fortress | $10C/$13P/$10P | 460 | +1.134/sh (+52,175) | $111,780 | $12.71 (+2%) | $-96/d | 1.49 |
| ★ | Sep '26 (135d) | Pure | $10C | 649 | +0.759/sh (+49,236) | $249,865 | $13.85 (+11%) | $-544/d | 1.50 |
| Dec '26 (226d) | Fortress | $11C/$12P/$10P | 470 | +0.186/sh (+8,731) | $155,570 | $14.31 (+15%) | $-667/d | 1.21 |
| Jan '27 (254d) | Fortress | $10C/$12P/$9P | 382 | +0.299/sh (+11,421) | $135,228 | $13.54 (+9%) | $-267/d | 1.32 |
| Jun '27 (407d) | Fortress | $10C/$13P/$8P | 302 | +0.601/sh (+18,161) | $98,452 | $13.26 (+7%) | $-211/d | 1.11 |
| Oct '27 (527d) | Fortress | $5C/$12P/$7P | 205 | +0.772/sh (+15,827) | $147,395 | $12.19 (-2%) | $-25/d | 0.9353 |
| Nov '27 (562d) | Fortress | $5C/$10P/$5P | 199 | +0.783/sh (+15,579) | $150,046 | $12.54 (+1%) | $-16/d | 0.8877 |
| Dec '27 (590d) | Fortress | $8C/$10P/$5P | 243 | +0.709/sh (+17,220) | $128,061 | $13.27 (+7%) | $-51/d | 0.9890 |
| Jan '28 (625d) | Fortress | $8C/$13P/$10P | 282 | +0.762/sh (+21,487) | $164,970 | $13.85 (+11%) | $-77/d | 1.07 |
| ● | Now | Stock | 20,112 sh @ $12.43 | 20,112 | +1.000/sh (+20,112) | $249,992 | $12.43 (+0%) | $0/d | 0.9147 |
★ = 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 / $13P / $10P (Sep '26, 135d)
| Leg | Action | Strike | Price | Delta |
|---|
| LC | BUY | $10.0C | $3.85 | +0.759 |
| SP | SELL | $13.0P | $2.70 | +0.527 |
| HP | BUY | $10.0P | $1.28 | -0.151 |
| Ct | Delta | IC | ML | BE | Theta | Lev | Score | ROIC |
|---|
| 460 |
+1.134/sh (+52,175) |
$111,780 | $249,780 |
$12.71 (+2%) | $-96/d |
5.1x | 1.49 | +512% |
Verdict: FORTRESS PREFERRED
| Dimension |
Fortress |
Pure |
Winner |
| Score | 1.49 | 1.50 | TIE |
| Contracts | 460 | 649 | PURE (-29%) |
| IC (capital) | $111,780 | $249,865 | FORT (-55%) |
| Max Loss | $249,780 | $249,865 | TIE |
| Breakeven | $12.71 | $13.85 | FORT (-8%) |
| Theta/day | $-96 | $-544 | FORT (-82%) |
| ROIC (weighted) | 468% | 258% | FORT (+81%) |
Score gap is small (0%). Fortress wins 4/4 efficiency dims. Build the fortress for capital efficiency.
Score Breakdown (sigma-weighted (5 targets at 0.5-3sigma))
| sigma | Move | Price | Weight |
Fortress 460ct | Pure 649ct | Stock 20,112sh | Winner |
|---|
| 0.5sigma | +30% | $16.16 | 15% | $+171,477 | $+149,773 | $+74,973 | (Fort) |
| 1sigma | +60% | $19.89 | 20% | $+342,953 | $+391,704 | $+149,945 | (Pure) |
| 1.5sigma | +90% | $23.61 | 30% | $+514,430 | $+633,635 | $+224,918 | (Pure) |
| 2sigma | +120% | $27.34 | 25% | $+685,906 | $+875,566 | $+299,890 | (Pure) |
| 3sigma | +180% | $34.80 | 10% | $+1,028,859 | $+1,359,428 | $+449,835 | (Pure) |
| Weighted average P&L | 100% |
$+523,004 |
$+645,732 |
$+228,666 |
(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 460ct | Pure 649ct | Stock 20,112sh | |
|---|
| -5% | $11.81 | -$32,427 | -$30,600 | -$12,500 | |
| -10% | $11.19 | -$64,854 | -$61,200 | -$24,999 | |
| -15% | $10.57 | -$97,280 | -$91,800 | -$37,499 | |
| -20% | $9.94 | -$129,707 | -$122,400 | -$49,998 | |
| -30% | $8.70 | -$194,561 | -$183,600 | -$74,998 | |
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 460ct Sep'26 | Pure 649ct Sep'26 | Stock 20,112sh | F-P Diff | Winner |
|---|
| -19% | $10 | $-249,780 | $-249,865 | $-49,998 | $+85 | (Stock) |
| +0% | $12 | $-26,220 | $-92,158 | $0 | $+65,938 | (Stock) |
| +25% | $16 | $+142,945 | $+109,519 | $+62,498 | $+33,426 | (Fort) |
| +50% | $19 | $+285,890 | $+311,196 | $+124,996 | $-25,306 | (Pure) |
| +75% | $22 | $+428,835 | $+512,872 | $+187,494 | $-84,037 | (Pure) |
| +100% | $25 | $+571,780 | $+714,549 | $+249,992 | $-142,769 | (Pure) |
| +200% | $37 | $+1,143,560 | $+1,521,256 | $+499,984 | $-377,696 | (Pure) |
| Weighted | — | $+523,004 | $+645,732 | $+228,666 | $-122,728 | (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)
MARA @ $12.43
Sizing: $250,000 (OTM Only) | Chains: Jun 2027 (407d), Oct 2027 (527d), Nov 2027 (562d), Dec 2027 (590d), Jan 2028 (625d)
YOLO MODE — Bucket B widened to LC 95-300% and SP 30-130% of stock, tail-weighted scoring with peaks at +200% (3x) and +300% (4x). Bucket A is shown below as a context comparison; the YOLO play is the OTM section above. Use this only on names with strong directional conviction over a 2-year horizon.
YOLO Mode: Widened OTM (LC max 300% of stock, 3-4x thesis, 2yr horizon) ($250,000 ML budget)
All Candidates
| Chain | Type | Structure | Ct | Delta | IC | BE | Theta | Score |
|---|
| ◆ | Jun '27 (407d) | Fortress | $20C/$10P/$8P | 639 | +0.405/sh (+25,864) | $122,049 | $21.91 (+76%) | $-321/d | 1,154,920 |
| ★ | Jun '27 (407d) | Pure | $20C | 961 | +0.473/sh (+45,452) | $249,860 | $22.60 (+82%) | $-535/d | 1,667,023 |
| Oct '27 (527d) | Fortress | $17C/$12P/$10P | 495 | +0.538/sh (+26,629) | $150,975 | $20.05 (+61%) | $-233/d | 1,108,141 |
| Nov '27 (562d) | Fortress | $17C/$10P/$7P | 425 | +0.519/sh (+22,062) | $121,975 | $19.87 (+60%) | $-171/d | 994,641 |
| Dec '27 (590d) | Fortress | $17C/$10P/$8P | 471 | +0.555/sh (+26,145) | $155,430 | $20.30 (+63%) | $-196/d | 1,103,673 |
| Jan '28 (625d) | Fortress | $20C/$10P/$8P | 525 | +0.501/sh (+26,323) | $144,900 | $22.76 (+83%) | $-217/d | 1,117,458 |
| ● | Now | Stock | 20,112 sh @ $12.43 | 20,112 | +1.000/sh (+20,112) | $249,992 | $12.43 (+0%) | $0/d | 733,435 |
★ = 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 (Jun '27, 407d)
| Leg | Action | Strike | Price | Delta |
|---|
| LC | BUY | $20.0C | $2.60 | +0.473 |
| SP | SELL | $10.0P | $2.50 | -0.233 |
| HP | BUY | $8.0P | $1.81 | +0.165 |
| Ct | Delta | IC | ML | BE | Theta | Lev | Score | ROIC |
|---|
| 639 |
+0.405/sh (+25,864) |
$122,049 | $249,849 |
$21.91 (+76%) | $-321/d |
6.5x | 1,154,920 | +154% |
Verdict: PURE PREFERRED
| Dimension |
Fortress |
Pure |
Winner |
| Score | 1,154,920 | 1,667,023 | PURE (-31%) |
| Contracts | 639 | 961 | PURE (-34%) |
| IC (capital) | $122,049 | $249,860 | FORT (-51%) |
| Max Loss | $249,849 | $249,860 | TIE |
| Breakeven | $21.91 | $22.60 | FORT (-3%) |
| Theta/day | $-321 | $-535 | FORT (-40%) |
| ROIC (weighted) | 896% | 632% | FORT (+42%) |
Pure scores +31% — too wide a gap to justify the 3-leg fortress complexity. Buy the pure call.
Stop Profile (MTM loss if stop hits)
| Stop | Stock at |
Fortress 639ct | Pure 961ct | Stock 20,112sh | |
|---|
| -5% | $11.81 | -$16,074 | -$28,249 | -$12,500 | |
| -10% | $11.19 | -$32,148 | -$56,497 | -$24,999 | |
| -15% | $10.57 | -$48,222 | -$84,746 | -$37,499 | |
| -20% | $9.94 | -$64,297 | -$112,994 | -$49,998 | |
| -30% | $8.70 | -$96,445 | -$169,491 | -$74,998 | |
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 639ct Jun'27 | Pure 961ct Jun'27 | Stock 20,112sh | F-P Diff | Winner |
|---|
| -19% | $10 | $-125,627 | $-249,860 | $-49,998 | $+124,233 | (Stock) |
| +0% | $12 | $-122,049 | $-249,860 | $0 | $+127,811 | (Stock) |
| +50% | $19 | $-122,049 | $-249,860 | $+124,996 | $+127,811 | (Stock) |
| +100% | $25 | $+188,505 | $+217,186 | $+249,992 | $-28,681 | (Stock) |
| +200% | $37 | $+982,782 | $+1,411,709 | $+499,984 | $-428,927 | (Pure) |
| +300% | $50 | $+1,777,059 | $+2,606,232 | $+749,976 | $-829,173 | (Pure) |
| +400% | $62 | $+2,571,336 | $+3,800,755 | $+999,969 | $-1,229,419 | (Pure) |
| +700% | $99 | $+4,954,167 | $+7,384,324 | $+1,749,945 | $-2,430,157 | (Pure) |
| +1000% | $137 | $+7,336,998 | $+10,967,893 | $+2,499,922 | $-3,630,895 | (Pure) |
| Weighted | — | $+1,093,707 | $+1,578,668 | $+522,206 | $-484,961 | (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.