Tools · Free Dataset · CC BY 4.0 · Updated 2026-08-14
The Track Record
Every call this site publishes, in one graded ledger: the entry it was struck against, the implied move at the time, what actually happened, and whether the call won. Passes are scored like everything else, because "don't buy the straddle" has a P&L consequence too. This is a paper record of published calls, not executed trades, and the losses are listed with the same precision as the wins: methodology and scoring rules.
Calls on the ledger
59
37 scored, 8 open, 6 pending entry, 8 unscorable
Hit rate
59%
22 wins, 15 losses, passes scored
Expectancy
too few
2 priced calls; needs 5+ to mean anything
Conviction calibration
collecting
recorded on every call since 2026-08-14
Hit Rate Is Not Edge
Why the headline number is not enough
A 70% hit rate loses money if the winners average +5% and the losers average -20%. A 40% hit rate can compound if the wins run and the losses are cut. So this page reports expectancy alongside the hit rate: win rate times average win, minus loss rate times average loss, per unit of risk. Expectancy only exists for priced calls: a call with a stated or modelled cost. Passes carry no return by construction, so on a ledger this young the expectancy sample is tiny, and the table says "too few" rather than dressing up two data points as a statistic.
Two scores per call
Every row is graded twice. Thesis accuracy: did the predicted phenomenon happen? Call result: did the published call win, scored on the whole position? The distinction finds out where a process fails. A straddle buyer who correctly predicts realised beating implied but picks a structure that bleeds anyway has a research edge and an execution problem, and only separate scores can show it. On the seeded backlog the two coincide, because nearly every early call was a pass; they diverge as priced calls accumulate.
By Category
Directional stock calls, options-direction calls, volatility calls, event calls and macro calls have different statistical properties, so there is no blended "score" across them. The volatility bucket dominates the early ledger because the site's trade logs grew out of earnings previews.
| Category | Scored | W-L | Hit rate | Thesis accuracy | Priced calls | Expectancy |
|---|---|---|---|---|---|---|
| Stock direction | 1 | 1-0 | 100% | 100% | 0 | too few |
| Options direction | 6 | 4-2 | 67% | 67% | 0 | too few |
| Volatility | 30 | 17-13 | 57% | 57% | 2 | too few |
Conviction Calibration
Every call logged from 2026-08-14 carries a stated conviction from 1 to 10, recorded before the outcome is known. Once enough of those calls resolve, this table shows accuracy at each conviction level, which is how you find out whether the 9/10 calls are actually better than the 6/10 ones or just louder. Calls older than the cutoff never get a conviction backfilled: assigning confidence to a call after its outcome is known would make this table a fiction.
Open Calls
Tracked calls with a sourced entry and a live mark. They sit outside the hit rate until they close, so unrealised gains never pad the record.
| Ticker | Structure | Entry | Latest mark | Unrealised |
|---|---|---|---|---|
| AMD | conditional post-print long (proxy entry) | $482.05, 2026-08-05 | $483.36, Aug 7 close | +0.3%Roughly flat. |
| SPCX | shares, post-unlock momentum long | $114.92, close, 2026-08-06 | $141.29, Aug 13 close | +22.9% |
| SMCI | shares, post-print long | $34.99, open, 2026-08-12 | $39.16, Aug 13 close | +11.9% |
| SE | shares, post-print long | $114.91, close | $128.11, Aug 12 close | +11.5% |
| SNDK | two-month confirmation calls, Oct expiry, struck off the Aug 6 open | $1,258.58, open, 2026-08-06 | $1,528.11, underlying, Aug 13 close | +21.4%Underlying +21.4%; the option leg has no live mark. |
3 further calls are open without a mark, awaiting a settled session to grade against.
The Full Ledger
One row per call, newest week first, losses shown with the same weight as wins. Pending rows are triggered conditionals whose entry has not been sourced yet; unscorable rows are published calls that can never be graded and stay on the ledger anyway, because deleting them would flatter the record. The CSV carries every field, including the thesis text and exit details.
Week of 2026-08-10
Week of 2026-08-03 · scorecard
| Ticker | Call | Entry | Implied | Realised | Return on risk | Result |
|---|---|---|---|---|---|---|
| PLTR | pass: long straddle into the printVolatility, logged 2026-08-03 | $125.65, close, 2026-08-03 | 10-15% | +29.4% | Loss | |
| PLTR | pass: short premium into the print (any structure)Volatility, logged 2026-08-03 | $125.65, close, 2026-08-03 | 10-15% | +29.4% | Win | |
| PLTR | long: conditional post-print long (shares or 1-2 month calls)Stock direction, logged 2026-08-03 | not sourced | Pending entry | |||
| AMD | pass: long straddle into the printVolatility, logged 2026-08-04 | $484.64, close, 2026-08-03 | 12.3% | -0.3% | Win | |
| AMD | pass: short premium into the print (any structure)Volatility, logged 2026-08-04 | $484.64, close, 2026-08-03 | 12.3% | -0.3% | Loss | |
| AMD | long: conditional post-print long (proxy entry)Stock direction, logged 2026-08-04 | $482.05, 2026-08-05 | Open | |||
| SHOP | pass: long straddle into the printVolatility, logged 2026-08-04 | $126.88, close, 2026-08-03 | 12.5% | +13.7% | Loss | |
| SHOP | pass: short premium into the print (any structure)Volatility, logged 2026-08-04 | $126.88, close, 2026-08-03 | 12.5% | +13.7% | Win | |
| SHOP | long: conditional post-print long (shares or 1-2 month calls)Stock direction, logged 2026-08-04 | not sourced | Pending entry | |||
| DDOG | long: long straddle into the printVolatility, logged 2026-08-04 | $273.6, close, 2026-08-03 | 13% | +17.0% | +30.8%modeled | Win |
| DDOG | pass: short premium into the print (any structure)Volatility, logged 2026-08-04 | $273.6, close, 2026-08-03 | 13% | +17.0% | Win | |
| TTD | long: long straddle into the printVolatility, logged 2026-08-04 | $18.3, close, 2026-08-03 | 13% | -24.6% | +89.2%modeled | Win |
| TTD | pass: short premium into the print (any structure)Volatility, logged 2026-08-04 | $18.3, close, 2026-08-03 | 13% | -24.6% | Win | |
| TTWO | pass: long straddle into the printVolatility, logged 2026-08-03 | $242.92 | 7.7% | +1.5% | Win | |
| TTWO | pass: short premium into the print (any structure)Volatility, logged 2026-08-03 | $242.92 | 7.7% | +1.5% | Loss | |
| VST | pass: any pre-print options positionVolatility, logged 2026-08-04 | $141.38, close, 2026-07-31 | 6.4% | -0.6% | Win | |
| OKLO | pass: any pre-print positionVolatility, logged 2026-08-04 | $41.22, close, 2026-07-31 | 13% | +17.5% | Loss | |
| CAVA | pass: any pre-print positionVolatility, logged 2026-08-04 | $65.23 | 11-14% | +6.5% | Win | |
| UBER | pass: long straddle into the printVolatility, logged 2026-08-04 | $71.61 | 7-8% | -4.8% | Win | |
| UBER | pass: short premium into the print (any structure)Volatility, logged 2026-08-04 | $71.61 | 7-8% | -4.8% | Loss | |
| DIS | pass: any pre-print options positionVolatility, logged 2026-08-04 | $98.14, close, 2026-08-03 | 6% | +3.7% | Win | |
| DIS | long: conditional post-print long (shares or 1-2 month calls)Stock direction, logged 2026-08-04 | not sourced | Pending entry | |||
| LLY | pass: any pre-print options positionVolatility, logged 2026-08-04 | $1,121.36, close, 2026-08-03 | 6.9-7.4% | +4.5% | Win | |
| LLY | long: conditional post-print long (shares or defined-risk call spread)Stock direction, logged 2026-08-04 | not sourced | Pending entry | |||
| SPCX | pass: long put into the unlock weekOptions direction, logged 2026-08-03 | $108.37 | 12.5% | +22.8% | Win | |
| SPCX | pass: long straddle into the unlock weekVolatility, logged 2026-08-03 | $108.37 | 12.5% | +22.8% | Loss | |
| SPCX | long: shares, post-unlock momentum longStock direction, logged 2026-08-07 | $114.92, close, 2026-08-06 | Open | |||
| SMCI | pass: long straddle into the printVolatility, logged 2026-08-04 | $28.4, close | 18% | +32.4% | Loss | |
| SMCI | pass: short premium into the print (any structure)Volatility, logged 2026-08-04 | $28.4, close | 18% | +32.4% | Win | |
| SMCI | long: shares, post-print longStock direction, logged 2026-08-12 | $34.99, open, 2026-08-12 | Open | |||
| SE | pass: long straddle into the printVolatility, logged 2026-08-06 | $114.91, close | 19.1% | +14.5% | Win | |
| SE | pass: short premium into the print (any structure)Volatility, logged 2026-08-06 | $114.91, close | 19.1% | +14.5% | Loss | |
| SE | long: shares, post-print longStock direction, logged 2026-08-06 | $114.91, close | Open | |||
| MU | pass: long puts on the gap, Aug 7 weeklyOptions direction, logged 2026-08-03 | $801, premarket, 2026-08-03 | +9.6% | Win | ||
| MU | pass: selling premium (covered call or cash-secured put), any August expiryVolatility, logged 2026-08-03 | $801, premarket, 2026-08-03 | Unscorable | |||
| SNDK | pass: long strangle into the Aug 5 print, Aug 7 weekly, first strikes either side of spotVolatility, logged 2026-08-03 | $1,214.83, close, 2026-07-31 | 17.5-25% | Unscorable | ||
| MU | pass: selling MU puts (suspended), any near-dated expiryVolatility, logged 2026-07-16 | $903, close, 2026-07-15 | Unscorable | |||
| MU | pass: pair: MU puts against long SNDKOptions direction, logged 2026-07-16 | not sourced | Unscorable | |||
| GOOGL | pass: chasing calls on the DeepMind-shakeup dipOptions direction, logged 2026-08-05 | $379.72, intraday, 2026-08-05 | -9.5% | Win | ||
| GOOGL | short: short premium, $366-381 strike zoneVolatility, logged 2026-08-05 | $379.72, intraday, 2026-08-05 | -9.5% | Loss | ||
| META | pass: chasing calls into the gapOptions direction, logged 2026-08-03 | $580, intraday, 2026-08-03 | +2.0% | Win | ||
| META | pass: short premium into the gap (any structure)Volatility, logged 2026-08-03 | $580, intraday, 2026-08-03 | +2.0% | Loss | ||
| DKNG | pass: long straddle into the printVolatility, logged 2026-08-04 | $22.17, close | 9% | +8.4% | Win | |
| DKNG | pass: short premium into the print (any structure)Volatility, logged 2026-08-04 | $22.17, close | 9% | +8.4% | Loss | |
| DKNG | long: conditional post-call long (shares or 1-2 month calls)Stock direction, logged 2026-08-04 | not sourced | Unscorable | |||
| APP | pass: long straddle into the printVolatility, logged 2026-08-04 | $406.16 | 12-13% | -17.4% | Loss | |
| APP | pass: short premium into the print (any structure)Volatility, logged 2026-08-04 | $406.16 | 12-13% | -17.4% | Win | |
| SKHY | pass: long calls into the shareholder-return catalystOptions direction, logged 2026-08-03 | $143.73 | +15.3% | Loss | ||
| SKHY | pass: short puts into the shareholder-return catalystOptions direction, logged 2026-08-03 | $143.73 | +15.3% | Loss | ||
| SNDK | pass: buying the extended-hours dip, immediately post-printStock direction, logged 2026-08-05 | $1,350.5, close, 2026-08-05 | -6.8% | Win | ||
| SNDK | pass: selling premium into the post-print collapse in implied, Aug or Sep expiryVolatility, logged 2026-08-05 | $1,350.5, close, 2026-08-05 | Unscorable | |||
| SNDK | long: two-month confirmation calls, Oct expiry, struck off the Aug 6 openOptions direction, logged 2026-08-05 | $1,258.58, open, 2026-08-06 | Open | |||
| ABNB | pass: any pre-print options positionVolatility, logged 2026-08-04 | $151.6, close, 2026-08-03 | Unscorable | |||
| ABNB | long: conditional post-print long (shares or 1-2 month calls)Stock direction, logged 2026-08-04 | not sourced | Pending entry | |||
| CRCL | pass: any directional pre-print positionOptions direction, logged 2026-08-03 | $61.59, intraday, 2026-08-03 | Unscorable | |||
| CRCL | long: conditional post-print longStock direction, logged 2026-08-03 | not sourced | Pending entry | |||
| AMAT | pass: any pre-print options positionVolatility, logged 2026-08-04 | $508, close, 2026-08-03 | Open |
Use This Data
Licensed CC BY 4.0: copy it, chart it, audit it, including commercially. The only ask is attribution with a link. Suggested citation:
Track Record Ledger, Regards of Wallstreet, retrieved 2026-08-14, https://www.regardsofwallstreet.com/data/track-record
Found a grading error? The methodology page explains how corrections work (they stay visible, they do not vanish), and the contact form reaches us. Related: the Earnings Expectations Database tracks the implied-vs-realised moves these volatility calls are graded against.
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