Thrawn Credit-Spread Dashboard v2

Engine Health

🟢 PID 71710 · 🟢 running

heartbeat 8s 🟢 · reconcile MATCH

broker two-key gate: SATISFIED (production + LIVE_ACK=1)

config: $15.0w · N=1 · DTE-7 · PT 0.85 · floor $360.0 · δ0.35 · gate False

caps: 1/day · 52 concurrent

P&L summary (reconciled to trades.db)

ALL-TIME realized (incl. debug-closes)

$4,798.43

56.5% · 23 trades

STRATEGY-ONLY (natural exits)

$5,711.07

69.2% · 13 trades

since $15 cutover ($15-wide only)

no $15 trades closed yet

Two-sleeve view (blend N=1 smoke test · cell = DTE-at-entry: DTE-7→CELL2 · DTE-14→CELL3)

COMBINED: 2/52 open vs cap-52 · combined realized $4,798.43 · open credit-at-risk $705 · SPX 7,515.34

DTE-7 (CELL2) · 1 open · realized $1,096.59 (1 closed) · daily-cap 0/1

strikes	expiry	dte	credit	dist%	PT	ct
7520P/7505P	2026-07-20	7	3.75	-0.06%	resting GTC	1

DTE-14 (CELL3) · 1 open · realized $3,701.84 (22 closed) · daily-cap 0/1

strikes	expiry	dte	credit	dist%	PT	ct
7500P/7485P	2026-07-27	14	3.3	0.2%	resting GTC	1

daily-cap: 1/day PER CELL (independent) (session 2026-07-13 stale → today 0/1 each)

Open positions (all cells combined · status='open' ONLY — ghosts excluded)

symbol	strikes	expiry	credit	ct	unreal.
SPX_7520P_7505P_2026-07-20	7520P/7505P	2026-07-20	3.75	1	—
SPX_7500P_7485P_2026-07-27	7500P/7485P	2026-07-27	3.3	1	—

Trade history (23 real executed: 13 natural + 10 debug-terminated. Excluded: 34 ghosts, 12 cancelled, 507 non-credit-book.)

exit date	symbol	tag	credit	exit	P&L	hold(d)
2026-07-06	SPX_7410P_7380P_2026-07-07	PT_FILL	6.875	1.35	$1,096.59	5
2026-07-01	SPX_7330P_7300P_2026-07-10	PT_FILL	8.25	2.5	$1,145.09	2
2026-06-30	SPX_7480P_7450P_2026-06-30	PT_FILL	7.55	3.0	$452.14	14
2026-06-30	SPX_7440P_7410P_2026-06-30	PT_FILL	7.35	2.95	$437.14	13
2026-06-30	SPX_7305P_7275P_2026-07-07	PT_FILL	8.55	3.4	$1,025.09	6
2026-06-30	SPX_7300P_7270P_2026-07-07	PT_FILL	7.55	3.0	$905.09	5
2026-06-30	SPX_7225P_7195P_2026-07-08	PT_FILL	7.65	2.25	$1,075.09	4
2026-06-16	SPX_7235P_7205P_2026-06-23	PT_FILL	7.4	1.0	$637.14	6
2026-06-12	SPX_7190P_7160P_2026-06-23	PT_FILL	8.15	3.2	$492.14	1
2026-06-09	SPX_7475P_7445P_2026-06-16	DEBUG_TERMINATED	7.5	14.8	$-732.86	5
2026-06-09	SPX_7380P_7350P_2026-06-23	SL	7.75	15.1	$-737.86	0
2026-06-08	SPX_7345P_7315P_2026-06-22	DEBUG_TERMINATED	7.650000000000002	7.75	$-12.86	0
2026-06-05	RUT_2895P_2885P_2026-06-09	SL	3.44	9.79	$-637.86	9
2026-06-05	RUT_2890P_2880P_2026-06-16	SL	3.55	4.44	$-91.86	3
2026-06-05	SPX_7480P_7450P_2026-06-17	DEBUG_TERMINATED	7.85	9.55	$-172.86	0
2026-06-05	RUT_2880P_2870P_2026-06-17	SL	3.75	4.59	$-86.86	0
2026-05-20	RUT_2745P_2735P_2026-06-02	DEBUG_TERMINATED	3.01	2.35	$63.28	0
2026-05-19	RUT_2715P_2705P_2026-06-02	DEBUG_TERMINATED	3.0	3.535	$-55.56	0
2026-05-19	RUT_2710P_2700P_2026-06-02	DEBUG_TERMINATED	3.1999999999999993	3.465	$1.44	0
2026-05-19	RUT_2715P_2705P_2026-06-02	DEBUG_TERMINATED	3.0	3.535	$3.44	0
2026-05-19	RUT_2710P_2700P_2026-06-02	DEBUG_TERMINATED	3.1999999999999993	3.465	$-3.56	0
2026-05-19	RUT_2735P_2725P_2026-06-02	DEBUG_TERMINATED	3.3999999999999986	3.47	$-6.06	0
2026-05-19	RUT_2730P_2720P_2026-06-02	DEBUG_TERMINATED	3.3999999999999986	3.35	$2.94	0

Metrics (all-time / strategy-only) — ★LOW-N indicative, n=23/13

metric	all-time	strategy-only
★ income/DD (realized/maxDD)	1.94	3.67
★ return-on-margin /trade	0.4%	3.8%
★ Sortino	4.28	6.46
Calmar	1.94	3.67
Sterling	6.12	10.36
★ profit factor	2.89	4.67
★ expectancy /trade	$209	$439
win rate	56.5%	69.2%
avg win / avg loss	$564 / $-254	$807 / $-389
max DD	$2,473	$1,554
Sharpe (secondary — understates prem-selling)	1.80	2.54
avg days-in-trade	3.2	5.2
worst / best trade	$-738 / $1,145	$-738 / $1,145

exit-reason distribution (all-time): {'PT_FILL': 9, 'SL': 4, 'DEBUG_TERMINATED': 10}

LIVE vs BACKTEST (two-sleeve blend — comparison basis updated #8930)

⚠ No $15 blend trades closed yet (n=0). The prior single-config comparison (live $15 book vs one W15/PT85/$525 backtest) is RETIRED for the blend: the deployed book is TWO sleeves at different configs — CELL2 DTE-7 $360 and CELL3 DTE-14 $420 — neither matching the $525 single-tenor backtest. Per-sleeve live-vs-backtest (CELL2 vs its $360 DTE-7 BT, CELL3 vs its $420 DTE-14 BT) is the pending follow-on; until then this box shows the live blend book's OWN stats, NOT a misleading single-config delta.

VIX / vol-responsive-N observation (yfinance ^VIX · live)

★ OBSERVATION ONLY — vol-responsive N is NOT live; this shadow-logs what the rule WOULD do so it can be evaluated before deciding to automate.

VIX spot / 5d-smoothed

17.25 / 15.62

NORMAL band · 9d in band · contango (calm)

vol-rule throttle

1.0×

actual N / hypothetical N

1 / 1

delta 0

read: calm — vol-rule would not change N (throttle 1.0)

Daily history (1 row/day — accumulating; the point is the trend over the ramp)

date	VIX	band	throttle	actual N	hyp N	ΔN
2026-07-14	17.16	NORMAL	1.0	1	1	0
2026-07-13	15.03	NORMAL	1.0	1	1	0
2026-07-12	15.03	NORMAL	1.0	1	1	0
2026-07-11	15.03	NORMAL	1.0	1	1	0
2026-07-10	15.84	NORMAL	1.0	10	10	0
2026-07-09	16.9	NORMAL	1.0	10	10	0
2026-07-08	16.13	NORMAL	1.0	10	10	0
2026-07-07	15.57	NORMAL	1.0	5	5	0
2026-07-06	16.02	NORMAL	None	5	5	None

OBSERVATIONAL ONLY — shadow-logs what a vol-N rule WOULD do; engine uses E*TRADE quotes only, sizing unchanged.

Halted / skipped signals (34 — NOT positions)

RUT_2875P_2865P_2026-06-09 — ENTRY_AUTH_EXPIRED: POST /v1/accounts/pPEDr9qLj4LixQiZfhIrfA
SPX_7435P_7405P_2026-06-09 — ENTRY_AUTH_EXPIRED: POST /v1/accounts/pPEDr9qLj4LixQiZfhIrfA
RUT_2875P_2865P_2026-06-09 — ENTRY_AUTH_EXPIRED: POST /v1/accounts/pPEDr9qLj4LixQiZfhIrfA
SPX_7435P_7405P_2026-06-09 — ENTRY_AUTH_EXPIRED: POST /v1/accounts/pPEDr9qLj4LixQiZfhIrfA
RUT_2875P_2865P_2026-06-09 — ENTRY_AUTH_EXPIRED: POST /v1/accounts/pPEDr9qLj4LixQiZfhIrfA
SPX_7435P_7405P_2026-06-09 — ENTRY_AUTH_EXPIRED: POST /v1/accounts/pPEDr9qLj4LixQiZfhIrfA
RUT_2875P_2865P_2026-06-09 — ENTRY_AUTH_EXPIRED: POST /v1/accounts/pPEDr9qLj4LixQiZfhIrfA
SPX_7435P_7405P_2026-06-09 — ENTRY_AUTH_EXPIRED: POST /v1/accounts/pPEDr9qLj4LixQiZfhIrfA
RUT_2880P_2870P_2026-06-09 — ENTRY_AUTH_EXPIRED: POST /v1/accounts/pPEDr9qLj4LixQiZfhIrfA
RUT_2875P_2865P_2026-06-09 — ENTRY_AUTH_EXPIRED: POST /v1/accounts/pPEDr9qLj4LixQiZfhIrfA
SPX_7435P_7405P_2026-06-09 — ENTRY_AUTH_EXPIRED: POST /v1/accounts/pPEDr9qLj4LixQiZfhIrfA
RUT_2880P_2870P_2026-06-09 — ENTRY_AUTH_EXPIRED: POST /v1/accounts/pPEDr9qLj4LixQiZfhIrfA
RUT_2880P_2870P_2026-06-09 — ENTRY_AUTH_EXPIRED: POST /v1/accounts/pPEDr9qLj4LixQiZfhIrfA
RUT_2880P_2870P_2026-06-09 — ENTRY_AUTH_EXPIRED: POST /v1/accounts/pPEDr9qLj4LixQiZfhIrfA
RUT_2880P_2870P_2026-06-09 — ENTRY_AUTH_EXPIRED: POST /v1/accounts/pPEDr9qLj4LixQiZfhIrfA

month	actual	target	vs
2026-05	$6	$20,000	below
2026-06	$2,551	$20,000	below
2026-07	$2,242	$20,000	below

Thrawn SPX Credit-Spread Dashboard v2 · LIVE PRODUCTION (-9436) · display-only · 2026-07-14T04:51:34