Selection alpha (A − B)
A — Published: setups that reached the nightly Top 10 (our published ranking). B — Full Pool: all setups that passed the liquidity gate (zero-skill baseline). B′ — Naive Yield: top-10 sorted by raw annualised yield only (complexity baseline). A − B = selection alpha (the only outward headline). A − B′ = does the multi-factor model beat naive yield?
② Settled and pending counts are shown side-by-side throughout. ③ Win/loss frequency is always presented alongside avg return and worst case — never alone.
Bucketed on the full pool (not published) so the low-score bucket exists. If high-score buckets do not beat low-score buckets, the weights are noise. Source: pool.
| Score band | Avg return % | Loss freq | Worst case | Settled | Pending |
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Click a column header to sort. ③ Win rate is always shown alongside avg return and worst case on the same row — never alone.
| Ticker | Win rate % ③ | Avg return % ③ | Worst case % ③ | Assign freq | Settled | Pending |
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Append-only nightly snapshot. Pending rows (resolved = false) show “pending” in settlement columns. ④ Premium mid is shown alongside realised return.
| Run date | Ticker | Expiration | Strike | Tier | Rank | Score | Ann yield % | Buffer % | PoP % | Snap price | Premium mid ④ | Realized % | Outcome | Assigned |
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