Settled options ideas entered during this week, scored against the stock's actual close around expiration. Every call is here, win or loss. Open Why this call under any of them to read how it was picked and, where it was recorded, what the analysis said at the time.
- SPY: 743.29 vs 20-day MA 745.02 → below MA - QQQ: 695.33 vs 20-day MA 718.30 → below MA (notably weak — tech in a short-term downtrend) - Result: At least one index is below its 20-day MA → directional flexibility applies. Bear spreads do not require an explicit catalyst this week (valuation alone is permitted). The heavy QQQ discount to its MA is a tailwind for tech-adjacent bears (TXN, TSLA) and a reason to place bull-put short strikes conservatively below the implied move on any tech/growth long.
5 lessons were active that week.
Not recorded for this week.
From the written analysis. The weekly analysis made this call. The rule-based screen did not select this ticker and structure that week.
5 lessons were active that week. None applied to this play.
Reasoning withheld for this row. It can restate the same strikes this receipt does not publish.
From the written analysis. The weekly analysis made this call. The rule-based screen did not select this ticker and structure that week.
5 lessons were active that week. None applied to this play.
Reasoning withheld for this row. It can restate the same strikes this receipt does not publish.
From the written analysis. The weekly analysis made this call. The rule-based screen did not select this ticker and structure that week.
5 lessons were active that week. None applied to this play.
Strong Seer bull — 83 score, 45% below normal PE, ROR +32%, forward growth +17%. Q2 sales-volume guide is 570–620 Bcfe with strategic curtailments (supportive of price). The one caveat is a 55% 1Y miss rate, so the short strike sits a full 8–10% below spot to survive a soft print. This is also the halo anchor (see AR below).
From the written analysis. The weekly analysis made this call. The rule-based screen did not select this ticker and structure that week.
5 lessons were active that week. None applied to this play.
Seer score, 49% below normal PE, EPS +52% YoY expected, 27% miss (< 30% quality gate). Demoted from a Tier 0 compression read because the commodity overrides the Seer normal-PE: gold crashed ~25% from its January high into a June bear market before rebounding above $4,000, and NEM has seen downward estimate revisions. That macro uncertainty is why this is a credit support-hold play, not a naked long call. Short strike below the recent collapse lows.
From the written analysis. The weekly analysis made this call. The rule-based screen did not select this ticker and structure that week.
5 lessons were active that week. None applied to this play.
Reasoning withheld for this row. It can restate the same strikes this receipt does not publish.
From the written analysis. The weekly analysis made this call. The rule-based screen did not select this ticker and structure that week.
5 lessons were active that week. None applied to this play.
Seer score, +21% overvalued, ROR −50.5%, 64% 1Y miss — the model hates the valuation. But TSLA is a binary robotaxi/Cybercab narrative stock with 5.7–7.6% implied move and violent squeeze potential on any AI/autonomy headline. Only playable as a far-OTM, defined-risk, smallest-size bear. Place the short strike outside the implied move; treat a full loss as the base case if Musk delivers a robotaxi catalyst.
From the written analysis. The weekly analysis made this call. The rule-based screen did not select this ticker and structure that week.
5 lessons were active that week. None applied to this play.
Reasoning withheld for this row. It can restate the same strikes this receipt does not publish.
From the written analysis. The weekly analysis made this call. The rule-based screen did not select this ticker and structure that week.
5 lessons were active that week. None applied to this play.
Seer score, 30.6% below normal PE, ROR +35.5%, 0% miss rate, 6.45% dividend yield, and a low ~3.5% average earnings move — a classic low-IV income/support play. Q1 showed the first positive Q1 phone net adds in 13 years and improving churn. Tight spread given the low volatility; this is defined-risk premium collection on "holds the dividend floor," not a directional bet.
From the written analysis. The weekly analysis made this call. The rule-based screen did not select this ticker and structure that week.
5 lessons were active that week. None applied to this play.
Strikes appear only after a call settles, and each carries the label it earned. Modeled means reconstructed from the play’s stated sizing rules, or from the house methodology’s default offsets where the play stated none. Listed means our daily re-pricing job read the option chain that morning and picked a strike the chain actually lists, so the number names a contract that existed. Neither is a fill: we do not record fills, and no label here claims one. Older rows without enough stored detail to reconstruct show —.
This ledger shows the outcome of every options idea our SeerForecast engine has published: wins and losses alike, with none removed. Outcomes are scored mechanically against the stock's actual close around expiration. Past results do not predict future performance, and this ledger is not investment advice or a recommendation to buy or sell any security. Each settled call's decision receipt is on its week's page: how it was picked, the policy in force, and the analysis's own reasoning where it was recorded. The current week's analysis is part of the paid product.