GENERATED2026-07-10 09:46
FORTRESS REBUILDLifecycle Manager v1.3
Cutoff: LEAPS expiring by none (all fortresses)
Accounts: Main:1299, Neville:0865, U18827291, U6241782
2 fortress structure(s) scanned · 4 account(s)
✓ SKIP: 2
▼ CC SUGGESTIONS: 1 uncapped + 1 capped + 1 roll-down
UNCAPPEDMU
CAPPEDMU
PORTFOLIO ROLLUP2 fortress(es)
CAPITAL LOCKED$124,300
CLOSE P/L−$78,332
STOCK FLAT−$74,058
STOCK @ CAP−$23,172
CC INC/MO$42,750
Summary · sorted by urgency
ACCOUNT TICKER · CT STOCK CC STRIKE CC EXPIRY EARN CC STATUS CC SURV% OUTLOOK Δ$/DAY STOCK FLAT STOCK @ CAP DECISION
Main:1299 MU · 5c $1002.33 $1100.00 Jul 13 '26 (3d) OTM -8.9% 88%
T:24%
safe
let theta work
+$1,425/d −$25,192 +$25,693
@ $1,100
✓ SKIP →
Neville:0865 MU · 2c $1002.33 NO CC −$48,865 ✓ SKIP →
CALIBRATION · predicted vs realized (3 of 173 resolved, since 2026-07-03)
PRED SURV BUCKETNPREDICTED REALIZED OTMGAP
0-60%255%100%+45pp
70-80%176%100%+24pp
Touch odds: predicted 66% vs realized 0% (n=2, daily-close proxy, undercounts intraday touches).

✓ SKIP   MU · 5c · Main:1299

MARKET
STOCK$1002.33entry ~$1050.00 · -4.5%
CURRENT CC$1,100Jul 13 '26 · 3d
CC STATUSOTM -8.9%1.19σ · 88% surv · T:24%
STRUCTURE
BE SAFE STRIKE$1028.60-2.6% vs spot
CC-SAFE STRIKE$1051.66+4.9% vs spot
NET DEBIT *$148.60
CAP LOCKED *$74,300
LC DTE560d
P&L
FORTRESS P/L (EX-CC)$-25,192
CC BUYBACK-$4,275
CLOSE P/L$-29,467
SCENARIOS
STOCK FLAT$-25,192
STOCK @ $1,100$25,693
Δ ABOVE CAP / PT$21/pt+0.04δ/sh
CC INC/MO$42,750
WEEKLY GATE · 🟠 EXTENDED %B 79 · RSI 69 · MACD bullish (falling) · 1σw 12.0%
ref $1222 · UBBspot $991.64MA $677LBB $1320MACD +32.157030RSI 69── 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 ($1222.38). Keep size small, watch for MACD roll-over. Suggested CC floor: $1222.38.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.
ROUTES · expected value of each path
ROUTESTOCK FLAT@ CAPE[P/L] SURV / TOUCHNOTES
CLOSE ALL−$29,467−$29,467−$29,467— / —lock it in today, capital freed
✓ HOLD CC−$25,192+$25,693−$19,23988% / 24%ride to Jul 13 '26 (3d)
UNCAP−$29,467— / —buy back CC $4,275, upside open (Δ ≈ +521 $/pt)
REASON CC $1100.00 is 8.9% OTM with 3d left. Expiring worthless. Touch odds 24% before expiry. Next round: sell ~$1030.00 CC (~4.51/sh ≈ $2,255 for 5 ct). Confirm strike/premium in TWS. Weekly gate: EXTENDED. Reference Upper BB (CC ceiling) at $1222.38. See BB ZONE in roll table below.
LEG STRIKE EXPIRY DTE MARK DELTA THETA INTR EXTR STATUS
LC $880.00 Jan 21 '28 560d $478.65 0.77 -0.337 $122.33 $356.32 74% extr delta 0.77
SP $1010.00 Jan 21 '28 560d $383.02 0.29 -0.271 $7.67 $375.36 ITM 0.8% ITM
HP $320.00 Sep 18 '26 70d $2.59 0.01 -0.090 $0.00 $2.59 DEAD floor 32%
CC $1100.00 Jul 13 '26 3d $8.55 0.17 -2.954 $0.00 $8.55 OTM 8.9% OTM · 1.19σ (88%) · close $4,275

✓ SKIP   MU · 2c · Neville:0865

MARKET
STOCK$1002.33entry ~$1235.00 · -18.8%
CURRENT CCNO CCuncapped · gear mode
STRUCTURE
BE SAFE STRIKE$1220.00-21.7% vs spot
CC-SAFE STRIKE$1242.59+24.0% vs spot
NET DEBIT *$250.00
CAP LOCKED *$50,000
LC DTE560d
P&L
FORTRESS P/L (EX-CC)$-48,865
CLOSE P/L$-48,865
SCENARIOS
STOCK FLAT
STOCK @ CAP
WEEKLY GATE · 🟠 EXTENDED %B 79 · RSI 69 · MACD bullish (falling) · 1σw 12.0%
ref $1222 · UBBspot $991.64MA $677LBB $1320MACD +32.157030RSI 69── 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 ($1222.38). Keep size small, watch for MACD roll-over. Suggested CC floor: $1222.38.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.
ROUTES · expected value of each path
ROUTESTOCK FLAT@ CAPE[P/L] SURV / TOUCHNOTES
CLOSE ALL−$48,865−$48,865−$48,865— / —lock it in today, capital freed
✓ HOLD (UNCAPPED)−$48,865— / —gear mode, upside open
REASON No CC sold. Position is riding uncapped (gear mode). LC delta=0.74, theta=$-0.353/d. Cheapest directional exposure you own. Weekly gate: EXTENDED. Reference Upper BB (CC ceiling) at $1222.38. See BB ZONE in roll table below.
LEG STRIKE EXPIRY DTE MARK DELTA THETA INTR EXTR STATUS
LC $970.00 Jan 21 '28 560d $450.55 0.74 -0.353 $32.33 $418.22 93% extr delta 0.74
SP $1110.00 Jan 21 '28 560d $450.90 0.32 -0.281 $107.67 $343.23 ITM 9.7% ITM
HP $370.00 Oct 16 '26 98d $6.03 0.02 -0.155 $0.00 $6.03 DEAD floor 37%
CC— not present —
CC SUGGESTIONS
1 uncapped + 1 capped + 1 roll-down position(s) · expiries ≤ 20d · delta band 0.05–0.40 · up to 3 algorithmic picks per ticker (▶ EV · ● safest · ⚠ risky harvest, drawdown rolldowns only)

Main:1299 · MU · 5c · CAPPED → ROLL + ROLL-DOWN SUGGESTIONS

MARKET
STOCK$1002.33entry ~$1050.00 · -4.5%
CURRENT CC$1,100Jul 13 '26 · 3d
CC STATUSOTM -8.9%1.19σ · 88% surv · T:24%
BUYBACK-$4,275
STRUCTURE
BE SAFE STRIKE$1,028.60-2.6% · reference
CC-SAFE STRIKE$1,051.66+4.9% vs spot
P&L
FORTRESS P/L (EX-CC)$-25,192
SCENARIOS
HOLD FLAT$-25,192
HOLD @ $1,100$25,693
RIDE E[P/L]$-19,239
Δ ABOVE CAP / PT$21/pt
SIZE
SYNTH Δ1.04
SHARES500
Expiries scanned Jul 10 '26 (0d) · Jul 17 '26 (7d) · Jul 24 '26 (14d) · Jul 31 '26 (21d) · Aug 07 '26 (28d)
WEEKLY GATE · 🟠 EXTENDED %B 79 · RSI 69 · MACD bullish (falling) · 1σw 12.0%
ref $1222 · UBBspot $991.64MA $677LBB $1320MACD +32.157030RSI 69── 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 ($1222.38). Keep size small, watch for MACD roll-over. Suggested CC floor: $1222.38.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.
Forward roll suggestions
PICKACTIONEXPIRY · STRIKEMIDΔσSURV%NET CREDITFLATCAPE[P/L]NOTES
BEST EV (≥65% SURV)
▸ if challenged
roll to Jul 31 '26
$1070.00C · 21d
✓ CC-safe
$70.380.440.39σ65%+$30,912$5,720$40,975$17,968
SAFEST VIABLE
▸ if challenged
roll to Jul 31 '26
$1250.00C · 21d
✓ CC-safe
$27.900.221.04σ85%+$9,675$-15,517$113,516$3,812
ALSO CONSIDER
(within 30d)
roll to Aug 07 '26
$1075.00C · 28d
✓ CC-safe
$82.000.460.39σ65%+$36,725$11,533$49,393$24,681+37% E[P/L] vs 20d · +7d
FORWARD ROLLS · new expiry past current CC · net credit = (new mid - current buyback) × shares · E[P/L] = surv% × flat + (1-surv%) × cap
  STRIKE BB ZONE EXPIRY DTE %OTM MID NET CREDIT $ Δ SIGMA SURV% CAP GAIN STOCK FLAT E[P/L] P/L @ CAP
$1010.00 ✓CC-safe MBB-UBB (-17%) Jul 17 '26 7d +0.8% $57.48 $24,462 0.51 0.13σ 55% $-22,427 $-730.00 $1,069 $3,266
$1030.00 ✓CC-safe MBB-UBB (-16%) Jul 17 '26 7d +2.8% $48.50 $19,975 0.46 0.26σ 60% $-16,494 $-5,217 $508.46 $9,198
$1035.00 ✓CC-safe MBB-UBB (-15%) Jul 17 '26 7d +3.3% $46.40 $18,925 0.45 0.29σ 62% $-14,939 $-6,267 $273.58 $10,753
$1040.00 ✓CC-safe MBB-UBB (-15%) Jul 17 '26 7d +3.8% $44.97 $18,212 0.43 0.33σ 63% $-13,047 $-6,980 $312.91 $12,646
$1045.00 ✓CC-safe MBB-UBB (-15%) Jul 17 '26 7d +4.3% $42.92 $17,188 0.42 0.36σ 64% $-11,467 $-8,005 $-24.19 $14,226
▾ show 33 more Jul 17 '26 row(s)
$1000.00 ✓CC-safe MBB-UBB (-18%) Jul 24 '26 14d -0.2% $83.00 $37,225 0.54 0.09σ 53% $-13,660 $12,033 $12,033 $12,033
$1002.50 ✓CC-safe MBB-UBB (-18%) Jul 24 '26 14d +0.0% $81.45 $36,450 0.54 0.10σ 54% $-14,347 $11,258 $11,298 $11,346
$1005.00 ✓CC-safe MBB-UBB (-18%) Jul 24 '26 14d +0.3% $80.68 $36,063 0.54 0.11σ 54% $-13,432 $10,870 $11,503 $12,261
$1007.50 ✓CC-safe MBB-UBB (-18%) Jul 24 '26 14d +0.5% $79.12 $35,288 0.53 0.12σ 55% $-12,904 $10,095 $11,308 $12,789
$1010.00 ✓CC-safe MBB-UBB (-17%) Jul 24 '26 14d +0.8% $78.80 $35,125 0.53 0.14σ 55% $-11,764 $9,933 $11,712 $13,928
▾ show 54 more Jul 24 '26 row(s)
$1005.00 ✓CC-safe MBB-UBB (-18%) Jul 31 '26 21d +0.3% $96.38 $43,912 0.54 0.13σ 55% $-5,582 $18,720 $19,343 $20,111
$1010.00 ✓CC-safe MBB-UBB (-17%) Jul 31 '26 21d +0.8% $94.28 $42,863 0.54 0.15σ 56% $-4,027 $17,670 $19,426 $21,666
$1015.00 ✓CC-safe MBB-UBB (-17%) Jul 31 '26 21d +1.3% $91.82 $41,637 0.53 0.17σ 57% $-2,647 $16,445 $19,293 $23,046
$1020.00 ✓CC-safe MBB-UBB (-17%) Jul 31 '26 21d +1.8% $89.82 $40,637 0.52 0.19σ 58% $-1,042 $15,445 $19,344 $24,651
$1025.00 ✓CC-safe MBB-UBB (-16%) Jul 31 '26 21d +2.3% $87.47 $39,462 0.51 0.21σ 58% $388.21 $14,270 $19,179 $26,081
$1070.00 ✓CC-safe MBB-UBB (-12%) Jul 31 '26 21d +6.8% $70.38 $30,912 0.44 0.39σ 65% $15,283 $5,720 $17,968 $40,975
$1250.00 ✓CC-safe +UBB 2% (+2%) Jul 31 '26 21d +24.7% $27.90 $9,675 0.22 1.04σ 85% $87,824 $-15,517 $3,812 $113,516
▾ show 63 more Jul 31 '26 row(s)
30d $1010.00 ✓CC-safe MBB-UBB (-17%) Aug 07 '26 28d +0.8% $107.72 $49,588 0.54 0.17σ 57% $2,698 $24,395 $26,130 $28,391
30d $1015.00 ✓CC-safe MBB-UBB (-17%) Aug 07 '26 28d +1.3% $105.88 $48,662 0.54 0.18σ 57% $4,378 $23,470 $26,291 $30,071
30d $1020.00 ✓CC-safe MBB-UBB (-17%) Aug 07 '26 28d +1.8% $103.15 $47,300 0.53 0.20σ 58% $5,621 $22,108 $25,977 $31,313
30d $1025.00 ✓CC-safe MBB-UBB (-16%) Aug 07 '26 28d +2.3% $100.88 $46,162 0.52 0.22σ 59% $7,088 $20,970 $25,853 $32,781
30d $1030.00 ✓CC-safe MBB-UBB (-16%) Aug 07 '26 28d +2.8% $99.25 $45,350 0.52 0.24σ 59% $8,881 $20,158 $26,018 $34,573
$1075.00 ✓CC-safe MBB-UBB (-12%) Aug 07 '26 28d +7.3% $82.00 $36,725 0.46 0.39σ 65% $23,700 $11,533 $24,681 $49,393
▾ show 66 more Aug 07 '26 row(s)
Roll-down suggestions
NO HIGH-CONVICTION PICK: no candidate clears 65% survival with a viable credit. See table for trade-offs.
ROLL-DOWN · same or earlier expiry, lower strike · net credit = (new mid - current buyback) × shares · E[P/L] = surv% × flat + (1-surv%) × cap
  STRIKE BB ZONE EXPIRY DTE %OTM MID NET CREDIT $ Δ SIGMA SURV% CAP GAIN STOCK FLAT E[P/L] P/L @ CAP
$970.00 ✗<CC-safe MBB-UBB (-21%) Jul 10 '26 0d -3.2% $44.60 $18,025 0.69 0.00σ 50% $-32,860 $-7,167 $-7,167 $-7,167
$1042.50 ✓CC-safe MBB-UBB (-15%) Jul 10 '26 0d +4.0% $10.10 $775.00 0.27 0.00σ 50% $-29,182 $-24,417 $-13,953 $-3,489
$1045.00 ✓CC-safe MBB-UBB (-15%) Jul 10 '26 0d +4.3% $9.38 $412.50 0.26 0.00σ 50% $-28,242 $-24,780 $-13,665 $-2,549
$1047.50 ✓CC-safe MBB-UBB (-14%) Jul 10 '26 0d +4.5% $8.78 $112.50 0.24 0.00σ 50% $-27,239 $-25,080 $-13,313 $-1,547
$1050.00 ✓CC-safe MBB-UBB (-14%) Jul 10 '26 0d +4.8% $8.25 $-150.00 0.23 0.00σ 50% $-26,200 $-25,342 $-12,925 $-506.88
▾ show 13 more Jul 10 '26 row(s)
⚠ 22 more near-money roll(s) hidden — all below the CC-Safe Strike, each would lock a loss if capped. The closest-to-safe few are shown (tagged NOT CC-safe) for reference.

Neville:0865 · MU · 2c · UNCAPPED → CC SUGGESTIONS

MARKET
STOCK$1002.33entry ~$1235.00 · -18.8%
CURRENT CCNO CCuncapped · gear mode
STRUCTURE
BE SAFE STRIKE$1,220.00-17.8% · reference
CC-SAFE STRIKE$1,242.59+24.0% vs spot
P&L
FORTRESS P/L (EX-CC)$-48,865
SCENARIOS
Δ ABOVE CAP / PT$7/pt
SIZE
SYNTH Δ1.03
SHARES200
Expiries scanned Jul 10 '26 (0d) · Jul 17 '26 (7d) · Jul 24 '26 (14d)
WEEKLY GATE · 🟠 EXTENDED %B 79 · RSI 69 · MACD bullish (falling) · 1σw 12.0%
ref $1222 · UBBspot $991.64MA $677LBB $1320MACD +32.157030RSI 69── 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 ($1222.38). Keep size small, watch for MACD roll-over. Suggested CC floor: $1222.38.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.
New CC suggestions
PICKACTIONEXPIRY · STRIKEMIDΔσSURV%CREDITFLATCAPE[P/L]NOTES
BEST EV (≥65% SURV)sell Jul 24 '26
$1230.00C · 14d
✓ CC-safe
$18.820.181.14σ87%+$3,765$-45,100$1,999$-39,095
SAFEST VIABLEsell Jul 24 '26
$1420.00C · 14d
✓ CC-safe
$5.830.061.81σ96%+$1,165$-47,700$38,705$-44,641
CC CANDIDATES · credit at mid · E[P/L] = surv% × flat + (1-surv%) × cap
  STRIKE BB ZONE EXPIRY DTE %OTM MID CREDIT $ Δ SIGMA SURV% CAP GAIN STOCK FLAT E[P/L] P/L @ CAP
$1110.00 ✗<CC-safe MBB-UBB (-9%) Jul 10 '26 0d +10.7% $1.46 $291.00 0.05 0.00σ 50% $22,565 $-48,574 $-37,437 $-26,300
$1055.00 ✗<CC-safe MBB-UBB (-14%) Jul 17 '26 7d +5.3% $39.17 $7,835 0.40 0.43σ 67% $18,731 $-41,030 $-37,384 $-30,134
$1240.00 ✓CC-safe +UBB 1% (+1%) Jul 17 '26 7d +23.7% $6.92 $1,385 0.10 1.52σ 94% $50,553 $-47,480 $-44,333 $1,688
$1250.00 ✓CC-safe +UBB 2% (+2%) Jul 17 '26 7d +24.7% $6.25 $1,250 0.09 1.57σ 94% $52,487 $-47,615 $-44,654 $3,622
$1260.00 ✓CC-safe +UBB 3% (+3%) Jul 17 '26 7d +25.7% $5.80 $1,160 0.08 1.62σ 95% $54,465 $-47,705 $-44,917 $5,600
$1270.00 ✓CC-safe +UBB 4% (+4%) Jul 17 '26 7d +26.7% $5.28 $1,055 0.08 1.67σ 95% $56,429 $-47,810 $-45,196 $7,564
▾ show 5 more Jul 17 '26 row(s)
$1080.00 ✗<CC-safe MBB-UBB (-12%) Jul 24 '26 14d +7.7% $51.42 $10,285 0.39 0.48σ 68% $26,353 $-38,580 $-33,504 $-22,512
$1230.00 ✓CC-safe +UBB 1% (+1%) Jul 24 '26 14d +22.7% $18.82 $3,765 0.18 1.14σ 87% $50,864 $-45,100 $-39,095 $1,999
$1240.00 ✓CC-safe +UBB 1% (+1%) Jul 24 '26 14d +23.7% $18.20 $3,640 0.18 1.16σ 88% $52,808 $-45,225 $-39,212 $3,943
$1250.00 ✓CC-safe +UBB 2% (+2%) Jul 24 '26 14d +24.7% $16.57 $3,315 0.17 1.21σ 89% $54,552 $-45,550 $-39,781 $5,687
$1260.00 ✓CC-safe +UBB 3% (+3%) Jul 24 '26 14d +25.7% $15.85 $3,170 0.16 1.24σ 89% $56,475 $-45,695 $-39,959 $7,610
$1270.00 ✓CC-safe +UBB 4% (+4%) Jul 24 '26 14d +26.7% $14.65 $2,930 0.14 1.28σ 90% $58,304 $-45,935 $-40,392 $9,439
$1420.00 ✓CC-safe +UBB 16% (+16%) Jul 24 '26 14d +41.7% $5.83 $1,165 0.06 1.81σ 96% $87,570 $-47,700 $-44,641 $38,705
▾ show 17 more Jul 24 '26 row(s)
⚠ 79 more near-money roll(s) hidden — all below the CC-Safe Strike, each would lock a loss if capped. The closest-to-safe few are shown (tagged NOT CC-safe) for reference.
Safe Strike = max(LC+ND, (LC+SP+ND)/2) Decisions driven by CC status + LC runway + sigma survival + proactive rolls (v1.2) Read-only — review each action in TWS before trading python3 fortress_rebuild.py --help