Weekly Strategy Rundown week 2026-09-28 → 2026-10-01 · generated 2026-10-01 10:03 EDT · REAL measured fills TAPE fill-blind, rank only
Tier 1 · Real money & risk REAL · live Schwab P&L this week, per leg leg n net $ win% PF avg W avg L SCALP 1 -47.53 0 0.00 +0.00 -47.53 other 1 -79.80 0 0.00 +0.00 -79.80
P&L by leg (chart) SCALP -48 other -80 Trade-by-trade day leg dir sh entry exit $ P&L slip rt 2026-09-28 other LONG 114 261.06 260.36 -79.80 n/a 2026-09-29 SCALP LONG 115 259.61 259.20 -47.53 -7.0bp
⚠ an other -tagged trade is a real-money MRVL fill outside the scalp (9:30-33) and A+ (9:45+) windows — likely manual/discretionary. Identify it.
Risk vs kill line — MRVL scalp money leg losing streak 2 / 8 (6 from kill)
drawdown $-221.03 = 0.74% of $30k
streak kill-line used 25%
drawdown kill-frac used 15%
Kill events & flags kill events this week: NONE
flags: anchor_flag=1, flow_flag=1
Tier 2 · Fill quality REAL Anchor 1-share fills (fill vs projection) sym dir day entry spr fill vs model exit $30k P&L ARM SHORT 2026-10-01 290.8600 57.4 +29.6bp 293.2022 -242 COIN LONG 2026-09-30 197.4450 11.7 +4.3bp 197.9127 +71 CRWD LONG 2026-09-28 253.0000 26.1 +15.8bp 251.9100 -129 CRWD LONG 2026-09-29 259.8700 23.1 +23.1bp 259.6067 -30 CRWD SHORT 2026-10-01 262.6500 34.3 +33.9bp 263.3950 -85 DELL SHORT 2026-10-01 536.6443 73.9 +30.1bp 537.5100 -48 MSTR LONG 2026-09-30 162.3000 8.7 -18.5bp 162.7600 +85 MU SHORT 2026-09-30 1074.8550 11.4 +4.1bp 1073.2800 +44 MU LONG 2026-10-01 1060.5150 19.7 +6.6bp 1064.5900 +115 NVDA LONG 2026-09-28 230.8100 1.3 -1.3bp 231.3800 +74 RBLX SHORT 2026-10-01 42.4600 30.6 +9.4bp 42.4150 +32 SOFI LONG 2026-09-28 16.3999 6.1 +6.2bp 16.2928 -196 SOFI LONG 2026-10-01 15.9481 6.3 +1.2bp 15.8974 -95
Month-end flow fills sym dir day entry spr fill vs model exit $30k P&L AMZN LONG 2026-09-30 249.8039 1.2 +1.8bp 249.6900 -14 GOOGL LONG 2026-09-30 348.6809 1.1 -1.2bp 344.3800 -370 RBLX LONG 2026-09-30 42.4450 2.4 +1.2bp 42.4450 +0
AH earnings fills sym dir day entry spr fill vs model exit $30k P&L MU SHORT 2026-09-30 1055.4402 34.6 +29.3bp 1062.7600 -208
Fill-quality aggregates sides measured 34
price-improvement 71%
median vs model +4.6bp
worst fill -24.0bp
Spread paid per leg (entries) anchor 23.9bp (n=13)
flow 1.6bp (n=3)
ah 34.6bp (n=1)
short-probe entries filled: 5 (ARM, CRWD, DELL, MU, RBLX) · order rejects/borrow-fails: 0
Tier 3 · Forward-test progress REAL · 1-share bench Anchor bench — all-time real fills (bar → 20) sym fills net $ win% PF L/S avg spr MU 2/20 +159.23 100 9.99 1/1 15.6 COIN 2/20 +94.58 100 9.99 2/0 17.5 MSTR 1/20 +85.03 100 9.99 1/0 8.7 NVDA 1/20 +74.09 100 9.99 1/0 1.3 RBLX 1/20 +31.79 100 9.99 0/1 30.6 DELL 1/20 -48.40 0 0.00 0/1 73.9 ARM 1/20 -241.58 0 0.00 0/1 57.4 CRWD 3/20 -244.74 0 0.00 2/1 27.8 SOFI 2/20 -291.29 0 0.00 2/0 6.2
Bench net $ by name (chart) MU +159 COIN +95 MSTR +85 NVDA +74 RBLX +32 DELL -48 ARM -242 CRWD -245 SOFI -291 Month-end flow (this week) AH earnings (this week) MRVL short probe (1-share, down-open; measurement) fills 0/15
this week 0
net@real $+0
win 0%
staged — awaiting redeploy; no probe fills captured yet. Decide promote/kill at 15 fills.
Tier 4 · Scanner / tape TAPE · fill-blind, rank only start 2026-09-22 · 17 names · updated 2026-09-30 16:45 · no spread/commission (UPPER BOUND)
This week tape standings sym n tape $ win% avg L/S MSTR 3 +655 100 +218 1/2 COIN 4 +568 75 +142 1/3 HOOD 2 +247 100 +124 0/2 MU 3 +194 100 +65 0/3 AVGO 1 +135 100 +135 1/0 TSLA 3 +107 33 +36 1/2 RBLX 4 +97 50 +24 2/2 AAPL 1 +77 100 +77 0/1 DELL 1 +29 100 +29 0/1 AMD 1 -50 0 -50 1/0 ARM 2 -61 50 -31 0/2 MRVL 2 -128 0 -64 2/0 SMCI 4 -137 50 -34 1/3 SOFI 2 -163 0 -81 1/1 CRWD 2 -174 0 -87 2/0 PLTR 3 -404 0 -135 2/1
All-time (since 2026-09-22) tape standings sym n tape $ win% avg L/S MSTR 6 +1288 100 +215 3/3 COIN 8 +1070 75 +134 4/4 DELL 3 +568 100 +189 1/2 HOOD 7 +363 71 +52 3/4 TSLA 7 +334 29 +48 2/5 MU 4 +259 100 +65 1/3 AAPL 2 +221 100 +111 1/1 RBLX 8 +207 50 +26 3/5 AVGO 2 +177 100 +89 1/1 NVDA 2 -6 50 -3 1/1 AMD 2 -34 50 -17 2/0 MRVL 5 -91 20 -18 4/1 ARM 5 -121 40 -24 2/3 SMCI 4 -137 50 -34 1/3 CRWD 4 -298 0 -74 2/2 SOFI 5 -332 20 -66 3/2 PLTR 6 -832 0 -139 3/3
All-time tape net $ by name (chart) MSTR +1288 COIN +1070 DELL +568 HOOD +363 TSLA +334 MU +259 AAPL +221 RBLX +207 AVGO +177 NVDA -6 AMD -34 MRVL -91 ARM -121 SMCI -137 CRWD -298 SOFI -332 PLTR -832 Tier 5 · Market / regime CONTEXT idx wk range wk vol prev range wk %chg SPY 0.65% 36.6M 0.77% -0.68% QQQ 0.81% 26.0M 1.25% +0.04% MRVL 3.75% 12.1M 4.43% +0.59%
scanner SIGNAL rows this week: 41 · (Claude layer adds momentum regime on/off read)
Tier 6 · Ops / health OPS file last write age scalp_fills.jsonl 10-01 09:35 0.5h flow_fills.jsonl 09-30 15:59 18.1h ah_fills.jsonl 09-30 16:03 18.0h trades.json 09-30 16:30 17.5h scalp_shadow_book.json 09-30 16:45 17.3h
Claude layer adds: QC deploy Running/flat, Schwab reauth countdown, error-log scan.
How to read this Noon-Friday run captures the week's mornings (scalp, anchors). Friday afternoon legs — A+ power hour, month-end flow, AH earnings — happen later and land in next week's report. REAL = money/1-share fills you can trust; TAPE = fill-blind replay, ranking only (it ignores spread, so it overstates).