Signal Track Record
This page reports forward price changes for top-ranked contracts that can be matched to a retained snapshot at least 7 days later.
Retained ranked snapshots do not cover every flagged contract. Results describe the matched subset and may be biased by missing contracts.
1325 daily flags: 125 pending horizon; 9 matched of 1200 eligible; 1191 unknown (880 expired without quote, 311 missing, 0 unusable). Unknowns are excluded from returns, not counted as losses.
How each condition performed
Forward returns split by the conditions present when a contract was flagged. Samples under 20 are labelled thin because they are noise, not findings.
| Condition | Sample | Win rate | Avg return |
|---|---|---|---|
| score 95+ thin | 7 | 14% | -33.2% |
| V/OI 5x+ thin | 5 | 20% | -28.0% |
| IV rank >30 thin | 5 | 40% | -6.5% |
| V/OI <5x thin | 4 | 50% | -8.3% |
| IV rank <=30 thin | 4 | 25% | -35.2% |
| score 85-95 thin | 2 | 100% | +29.7% |
Individual outcomes
First 40 matched daily flags in chronological snapshot order.
| Contract | Flagged | Entry | Exit | Return |
|---|---|---|---|---|
| UBER P $76 | 2026-08-10 | $1.44 | $2.41 | +67.4% |
| XOM P $160 | 2026-08-18 | $1.09 | $1.47 | +34.9% |
| SOFI C $18 | 2026-08-31 | $0.52 | $0.36 | -30.8% |
| NVDA P $225 | 2026-09-02 | $4.70 | $3.88 | -17.4% |
| NVDA C $230 | 2026-09-02 | $2.52 | $0.96 | -61.9% |
| UBER C $71 | 2026-09-09 | $1.68 | $0.90 | -46.4% |
| NFLX P $67 | 2026-09-28 | $0.53 | $0.66 | +24.5% |
| SPY P $778 | 2026-10-06 | $3.13 | $0.12 | -96.2% |
| NVDA C $220 | 2026-10-19 | $4.40 | $2.32 | -47.3% |
Method
Entry = option price on the snapshot day the contract was top-ranked. Exit = the same contract's price in the first retained snapshot at least 7 days later. Returns describe only the matched subset with usable positive prices at both snapshots. Missing, expired-without-quote and unusable quotes remain unknown, not losses; missing contracts can bias the subset. Counts are daily flags, so a contract can recur. Samples show the first 40 matched flags in chronological snapshot order. Chain prices, not fills; spread and slippage are not modelled. This is not trading profit.
Limits worth knowing
- Prices come from option-chain snapshots, not executed fills — spread and slippage are not modelled, so real outcomes would differ.
- Unmatched contracts, including expired contracts without a usable quote, remain unknown. They are counted in coverage and excluded from the return denominator.
- This measures whether the ranking carried information. It is not a trading strategy, a simulated portfolio, or a profit claim.
- Past behaviour of a ranking says nothing reliable about future results.
Not investment advice
ConvexRadar is research software. Nothing here is financial, tax, legal, or investment advice, a recommendation, or a solicitation to trade any security. Options involve substantial risk including total loss of premium. You are responsible for your own decisions.