| Window | Theses | Resolved | Wins | Win rate | Avg return | Median return |
|---|---|---|---|---|---|---|
| 1d | 0 | 0 | 0 | — | — | — |
| 3d | 0 | 0 | 0 | — | — | — |
| 1w | 1 | 1 | 0 | 0% | +3.3% | +3.3% |
| 1m | 1 | 1 | 1 | 100% | -20.9% | -20.9% |
| 3m | 1 | 1 | 1 | 100% | -9.8% | -9.8% |
| 6m | 0 | 0 | 0 | — | — | — |
| 1y | 0 | 0 | 0 | — | — | — |
Past performance does not predict future results. Informational only, not investment advice.
Author is betting their entire portfolio on way out-of-the-money NVDA call options with 3 days to expiration, timed around a crucial rate decision. The position size and urgency indicate conviction in a short-term bullish move.
Author executed a profitable 0 DTE call spread capturing immediate volatility on MSFT, buying $505 calls at 0.17 and selling at 0.25 for a $4.4k realized gain. The post highlights a successful volatility trade on a bullish directional bet, though reflects on leaving significant money on the table by not holding through expiration.
Author holds put contracts on Tesla ahead of delivery numbers, betting on a negative print or broader weakness. The premarket move suggests the position is underwater and the author is expressing anxiety about the outcome.
End of results.