Options Lab— flow-enhanced expression research

Research-only dashboard. Integrates Polygon options microstructure flow scores (research/238–244) with the HomeRun expression selector. No orders are placed; no broker integration. All rules carry experimental labels until forward data matures.

RESEARCH ONLY — NO LIVE TRADINGas_of 2026-05-22generated 2026-05-28 01:52Z

LIVE DAILY REFRESH

0d since refresh18 run-days · 540 candidates tracked · 6 open

0 · Live Forward Tracking

Run Days

Candidates Logged

540

Open Paper Trades

Closed

A·Smart

diagonal

B·Squeeze

long call (HIGH VARIANCE)

C·Crowd

call spread

D·Avoid

AVOID options

F·Fallback

352

fallback routing

Date	Ticker	Price	HR Score	Rule	Smart%	Squeeze%	Crowded%
2026-06-19	WDC	$746.23	0.879	B·Squeeze	31%	100%	40%
2026-06-19	STX	$1070.23	0.865	B·Squeeze	34%	91%	39%
2026-06-19	NBIS	$286.69	0.856	B·Squeeze	49%	99%	24%
2026-06-19	MRVL	$310.58	0.853	B·Squeeze	34%	88%	38%
2026-06-19	ARM	$439.46	0.849	B·Squeeze	16%	96%	65%
2026-06-19	AMKR	$90.46	0.845	B·Squeeze	48%	91%	80%
2026-06-19	FRMI	$9.50	0.821	B·Squeeze	7%	99%	69%
2026-06-19	ALAB	$417.07	0.818	F·Fallback	20%	69%	43%
2026-06-19	AMAT	$617.11	0.808	B·Squeeze	69%	90%	12%
2026-06-19	HOOD	$108.15	0.786	B·Squeeze	8%	98%	76%
2026-06-19	KEEL	$6.29	0.771	D·Avoid	21%	91%	84%
2026-06-19	CIFR	$29.18	0.762	D·Avoid	40%	9%	92%
2026-06-19	HIMS	$35.47	0.760	D·Avoid	6%	98%	81%
2026-06-19	LRCX	$389.04	0.751	F·Fallback	49%	98%	40%
2026-06-19	ROKU	$138.07	0.744	D·Avoid	11%	50%	84%

Open Paper Positions (stock marks only)

Ticker	Rule	Entry	Ret	MFE	MAE	Expiry
BB	B·Squeeze	$8.42	-0.5%	+29.8%	-6.4%	2026-07-26
TE	B·Squeeze	$10.45	-10.5%	+19.5%	-29.6%	2026-07-26
ALAB	F·Fallback	$318.72	+30.9%	+32.1%	-4.9%	2026-07-26
ARM	F·Fallback	$321.22	+36.8%	+40.9%	-7.1%	2026-07-26
IONQ	F·Fallback	$63.62	-11.1%	+15.8%	-16.8%	2026-07-26
MU	B·Squeeze	$895.88	+26.6%	+28.3%	-4.6%	2026-07-26

Stock price marks only. Option PnL not tracked (requires live quotes). Paper trade target: +50%/60D, stop: -20%.

Closed Trade Performance by Rule

Rule	n	Mean	Median	Hit+50%	Hit Stop
B·Squeeze	2	-24.9%	-24.9%	0%	100%
F·Fallback	2	-21.4%	-21.4%	0%	100%

1 · Current Recommendations

Predictions

450

Active Trades

751

Closed w/ Outcome

413

Warnings

Selector regret vs oracle exceeds 100pp — review archetype mapping

Ticker	Archetype	Theme	Score	Small	Mid	Large	Reason
ALAB	Secular Theme Runner	ai infra	0.717	Stock	Call Spread	Diagonal	secular theme long horizon
NVTS	Secular Theme Runner	semis	0.700	Stock	Stock	Stock	no liquid options
ARM	Secular Theme Runner	ai infra	0.652	Stock	Call Spread	Diagonal	secular theme long horizon
QBTS	Post Event Runner	quantum	0.640	Stock	Stock	Stock	no liquid options
IONQ	Secular Theme Runner	quantum	0.632	Stock	Stock	Stock	no liquid options
RDW	Post Event Runner	space defense	0.623	Stock	Stock	Stock	no liquid options
DELL	Secular Theme Runner	ai infra	0.622	Stock	Stock	Stock	no liquid options
RGTI	Post Event Runner	quantum	0.621	Stock	Stock	Stock	no liquid options
NBIS	Secular Theme Runner	ai infra	0.602	Stock	Call Spread	Diagonal	secular theme long horizon
SLS	Secular Theme Runner	biotech pharma	0.601	Stock	Stock	Stock	no liquid options
LUNR	Secular Theme Runner	space defense	0.594	Stock	Call Spread	Diagonal	secular theme long horizon
BE	Secular Theme Runner	nuclear energy	0.594	Stock	Stock	Stock	no liquid options
SOXL	Secular Theme Runner	semis	0.592	Stock	Call Spread	Diagonal	secular theme long horizon
SEDG	Secular Theme Runner	solar clean	0.557	Stock	Stock	Stock	no liquid options
CRDO	Secular Theme Runner	ai infra	0.553	Stock	Stock	Stock	no liquid options

Expressions: Stock = stock only · Spread = 180D ITM10/OTM20 call spread · Diagonal = LEAPS diagonal · Long Call = 180D OTM30 · AVOID = excluded by archetype filter

2 · V1 Flow Overlay Rules (research/242 + 244)

Four deterministic rules derived from research/241–244. Each routes a HomeRun candidate to the optimal expression based on its Polygon options flow regime. Rules carry forward-track labels after robustness validation (244).

Rule AFORWARD TRACKEXPERIMENTAL

Smart flow → Diagonal (LEAPS)

When smart_flow_score ≥ Q80: institutional LEAPS buying detected. Assign diagonal (LEAPS + short-dated short call). Survived ex-top3 concentration test. Collapses ex-top5 — tiny live sample (6/19 have diagonal data).

Backtest mean

+1.67×

Best archetype

Slow Build (1.21)

Requires

Option chain + LEAPS

Rule BHIGH VARIANCETINY SIZEEXPERIMENTAL

Squeeze flow + XGB high → Long Call

When squeeze_flow_score ≥ Q80 AND XGB conviction ≥ Q80: pre-squeeze positioning detected. Long call captures explosive upside. Single-winner driven — collapses ex-top1. 71% negative portfolio months.

Backtest mean

+1.34×

Best archetype

Post-Event Runner (4.82)

Avoid

Secular runners (−0.36)

Rule CFORWARD TRACKEXPERIMENTAL

Confirmed crowd + XGB high → Call Spread

When crowded_flow ≥ Q80 AND XGB confirms: crowd is right + model agrees = parabolic upside confirmed. Call spread caps the move but limits max loss. Strongest signal — survives ex-top3; median positive.

Backtest mean

+1.98×

Best archetypes

Fast Squeeze, Post-Event

Neg months

33%

Rule DFORWARD TRACK

Unconfirmed crowd (XGB low) → AVOID options

When crowded_flow ≥ Q80 BUT XGB conviction < Q80: retail lottery flow without model confirmation. Avoid options entirely; fall back to stock or skip. Most reliable rule — lc mean −0.35 both years; 7.4% winner miss rate.

Avoided lc mean

−0.35×

Winner miss rate

7.4% (low)

Apply at

All tiers — highest priority

Flow score components (for reference)

Smart Flow (institutional)

call_dte_90p_pct ×0.35 (LEAPS buying)

call_put_ratio ×0.25 (fade)

call_pct ×0.20 (fade)

avg_call_moneyness ×0.10

vol_1w_pct ×0.10 (fade)

Squeeze Flow (explosive)

call_dte_0to7_pct ×0.30

deep_otm_call_pct ×0.25

call_volume_zscore_20d ×0.25

call_conc_top1_notnl ×0.20 (fade)

Crowded Flow (lottery/fade)

call_put_ratio ×0.35

call_pct ×0.20

weekly_call_pct ×0.20

call_conc_top1_notnl ×0.15

vol_1w_pct ×0.10

3 · Account Tier View

small$20k

Candidates

PASS/WATCH/AVOID

11/18/1

Sizing (% NAV)

Stock4.0%

mid$50k

Candidates

PASS/WATCH/AVOID

4/25/1

Sizing (% NAV)

Stock5.0%

Call Spread1.5%

large$250k

Candidates

PASS/WATCH/AVOID

14/15/1

Sizing (% NAV)

Stock4.0%

Call Spread1.0%

Diagonal0.5%

Long Call0.5%

Small-tier spread grid (research/233)

Recommended:

Structure	DTE	Mean	Median	Win%	Lose80%	Gain100%	n
ITM10_S20_180D	180D	+23.1%	+10.3%	56%	3.4%	17%	442
ITM10_S20_120D	120D	+20.6%	+10.2%	55%	2.5%	15%	442
ITM10_S20_60D	60D	+16.6%	+10.2%	55%	2.0%	11%	442
ITM10_S20_45D	45D	+15.2%	+9.4%	57%	1.8%	9%	442
ITM10_S25_180D	180D	+24.4%	+8.9%	55%	2.9%	21%	442

Low-tier spread: ITM10/OTM20, exit combo_tp70_stop50_b21. $20k portfolio → 0.75–1% NAV per trade.

4 · Flow Regime Candidates

homerun_selector_polygon_options.json — pending (research/245 scheduled)

This section will show live flow regime scores (smart/squeeze/crowded Q-scores) per candidate once the Polygon live-score pipeline runs. Until then, rules A–D are evaluated manually against the current recommendation table above.

Current candidates eligible for flow overlay (latest_recommendations with option expressions):

Ticker	Theme	Archetype	Mid Expr	Large Expr	Flow Status
ALAB	ai infra	Secular Theme Runner	Call Spread	Diagonal	Awaiting live score
ARM	ai infra	Secular Theme Runner	Call Spread	Diagonal	Awaiting live score
NBIS	ai infra	Secular Theme Runner	Call Spread	Diagonal	Awaiting live score
LUNR	space defense	Secular Theme Runner	Call Spread	Diagonal	Awaiting live score
SOXL	semis	Secular Theme Runner	Call Spread	Diagonal	Awaiting live score
MU	semis	Secular Theme Runner	Call Spread	Diagonal	Awaiting live score
CRWD	software	Slow Build Moonshot	Call Spread	Diagonal	Awaiting live score
MRVL	semis	Secular Theme Runner	Call Spread	Diagonal	Awaiting live score
FLY	space defense	Secular Theme Runner	Call Spread	Diagonal	Awaiting live score
USAR	nuclear energy	Secular Theme Runner	Stock	Diagonal	Awaiting live score
FSLR	solar clean	Slow Build Moonshot	Stock	Diagonal	Awaiting live score
ZM	software	Secular Theme Runner	Stock	Diagonal	Awaiting live score

5 · Forward Paper Validation

Active paper trades (100)

Ticker	Expression	Days	Return	100%	300%	500%
BABA	Long Call	3d	+309.6%	✓	✓	·
BABA	Call Spread	3d	+173.2%	✓	·	·
BABA	Diagonal	3d	+212.4%	✓	·	·
RIOT	Stock	3d	+35.1%	·	·	·
RIOT	Long Call	3d	+72.5%	·	·	·
RIOT	Call Spread	3d	+46.6%	·	·	·
RIOT	Diagonal	3d	+63.0%	·	·	·
PLUG	Call Spread	13d	-98.5%	·	·	·
PLUG	Diagonal	13d	-96.9%	·	·	·
MARA	Stock	13d	+6.1%	·	·	·
MARA	Long Call	13d	+4.1%	·	·	·
MARA	Call Spread	13d	+10.0%	·	·	·
MARA	Diagonal	13d	+32.1%	·	·	·
BABA	Long Call	13d	+391.5%	✓	✓	·
BABA	Call Spread	13d	+213.6%	✓	·	·

By expression (closed)

Expression	n	Mean	Median	Win%	Gain100%	Lose80%
Call Spread	36	+100.3%	+7.1%	50%	31%	31%
Diagonal	323	+78.4%	+24.7%	53%	39%	28%
Long Call	7	+240.9%	-54.5%	43%	43%	0%
Stock	31	-18.0%	-28.6%	32%	0%	6%

Selector n

412

Oracle match rate

12.4%

Mean regret vs oracle

+298.0%

how much we leave vs perfect hindsight

Kill criteria

• selector_large mean < +30% AND median < 0% over 60+ closed trades

• avoid bucket missed 3+ ≥100% winners with 0 saves from ≥30% losses

• bad_options bucket — options outperform stock on >70% of trades

• selector vs oracle mean regret > 100pp

6 · Avoid Bucket Validation

Rule D (avoid) and the bad-options archetype filter are the two guard rails. The goal: saves outnumber missed winners, and bad-opts names underperform stock.

Avoid bucket (Rule D gate)

n avoided

Stock mean if taken

-9.3%

Stock median if taken

-10.0%

Saved from −30%+ loss

Missed 100%+ winner

Rule D working if: saves > missed winners AND stock_mean_if_taken < 0

Bad-options archetype filter

n in bucket

Stock mean

-26.6%

Call spread mean

-64.1%

Long call mean

-49.7%

Diagonal mean

-52.6%

Filter working if: options underperform stock across all structures

7 · Real Quote Readiness

Live option-chain quotes pulled for the current recommendation set. Thresholds: bid-ask ≤15%, debit overpay ≤15%, volume ≥10, OI ≥50.

Ticker	Expr	Model Debit	Ask Debit	Max Accept	Gap %	Status
NBIS	Diagonal	$6,576	$13,071	$7,563	+75%	ask_debit $13071 > max $7563; short spread 30.0% >
ARM	Diagonal	$8,091	$16,082	$9,305	+75%	ask_debit $16082 > max $9305; short spread 30.0% >
LUNR	Diagonal	$1,203	$2,391	$1,383	+75%	ask_debit $2391 > max $1383; short spread 30.0% >
CRWD	Diagonal	$9,110	$	$10,477	—	debit within tolerance; long spread OK
BTDR	Diagonal	$388	$	$446	—	debit within tolerance; long spread OK
FLY	Diagonal	$1,580	$	$1,817	—	debit within tolerance; long spread OK
MU	Diagonal	$17,430	$	$20,045	—	debit within tolerance; long spread OK
USAR	Diagonal	$755	$	$869	—	debit within tolerance; long spread OK
ZM	Diagonal	$1,301	$	$1,496	—	debit within tolerance; long spread OK
MRVL	Diagonal	$4,036	$	$4,641	—	debit within tolerance; long spread OK
SOXL	Diagonal	$6,529	$	$7,509	—	debit within tolerance; long spread OK
ALAB	Diagonal	$8,322	$	$9,570	—	debit within tolerance; long spread OK
FSLR	Diagonal	$4,201	$	$4,831	—	debit within tolerance; long spread OK

Gap % = (ask_debit − model_debit) / model_debit. Red = overpay; no quotes here are currently executable at model price.

8 · Theme Concentration

Theme	n (closed)	Mean ret	Median ret	Win%	Cap status
semis	119	+244.5%	+198.3%	92%	⚠ >3 picks
ai infra	42	+60.4%	+20.7%	64%	⚠ >3 picks
consumer	27	-43.9%	-75.3%	15%	⚠ >3 picks
software	27	-60.0%	-97.6%	19%	⚠ >3 picks
broad etf	26	+121.6%	-39.0%	38%	⚠ >3 picks
solar clean	26	-51.5%	-51.9%	8%	⚠ >3 picks
nuclear energy	25	-2.7%	-36.1%	40%	⚠ >3 picks
crypto miners	23	-18.7%	-64.5%	30%	⚠ >3 picks
other	22	+4.4%	-25.1%	41%	⚠ >3 picks
energy traditional	19	-8.2%	-26.1%	26%	⚠ >3 picks
biotech pharma	17	+30.3%	-14.3%	29%	⚠ >3 picks
financials	12	-94.7%	-99.2%	0%	⚠ >3 picks
space defense	12	+58.7%	+22.9%	50%	⚠ >3 picks
leveraged etf	10	-53.7%	-72.4%	10%	⚠ >3 picks
china tech	3	+160.0%	+212.4%	67%	OK

Theme cap: max 3 picks per theme. High-concentration themes increase correlated drawdown risk.

9 · Big Win Scanner

Total candidates

Options-ready ($100k+)

Stock-only

Avoid / No-go

0 / 1

Rule A — Smart Grinder

today

Rule B — Squeeze Long Call

today · HIGH VARIANCE

Rule C — Crowd Confirmed

today

Rule D — Crowd Avoid

today · PRIMARY RISK

Historical performance by setup type

Setup	n	Mean	Median	Win%	Gain100%	Lose80%	Verdict
Smart Flow Grinder	19	+69.7%	+26.5%	72%	21%	11%	FORWARD TRACK
Squeeze Long Call	13	+86.8%	-53.2%	23%	15%	8%	EXPERIMENTAL HIGH VARIANCE
Confirmed Crowded Parabolic	11	+101.0%	+27.0%	64%	45%	9%	FORWARD TRACK
Unconfirmed Crowded Avoid	45	avoid	—	—	—	—	FORWARD TRACK
Smart Non-HR (Paper Only)	50	+23.3%	+13.1%	67%	6%	6%	PAPER TRACK ONLY
Fallback: Moonshot	44	+6.8%	-6.2%	41%	7%	14%	FALLBACK
Fallback: Post-Event Runner	21	+20.9%	-2.1%	42%	14%	10%	FALLBACK
Fallback: Secular Theme Runner	154	+124.4%	+16.5%	61%	21%	3%	FALLBACK
Fallback: Bad Options / Stock-Only	76	+6.9%	+0.8%	50%	4%	0%	STOCK ONLY

Today's candidates (as of 2026-05-22)

Options-ready at $100k+: ALAB, ARM, BTDR, CRWD, FSLR, MRVL, MU, NBIS, USAR, ZM

Real quote required: ALAB, ARM, BTDR, CRWD, FSLR, MRVL, MU, NBIS, USAR, ZM

Ticker	Score	Setup	Theme	$100k+	$30-50k	<$30k	Badges
ALAB	0.8717	Smart Flow Grinder	ai infra	Diagonal	Call Spread	Stock	FORWARD TRACKEXPERIMENTAL
NVTS	0.8633	Fallback: Bad Options / Stoc…	semis	Stock	Stock	Stock	STOCK ONLYNO OPTIONS AVAILABLE
RDW	0.8480	Fallback: Bad Options / Stoc…	space defense	Stock	Stock	Stock	STOCK ONLYNO OPTIONS AVAILABLE
QBTS	0.8441	Fallback: Bad Options / Stoc…	quantum	Stock	Stock	Stock	STOCK ONLYNO OPTIONS AVAILABLE
RGTI	0.8265	Fallback: Bad Options / Stoc…	quantum	Stock	Stock	Stock	STOCK ONLYNO OPTIONS AVAILABLE
LUNR	0.8259	Fallback: Bad Options / Stoc…	space defense	Stock	Stock	Stock	STOCK ONLYNO OPTIONS AVAILABLE
SLS	0.8201	Fallback: Bad Options / Stoc…	biotech pharma	Stock	Stock	Stock	STOCK ONLYNO OPTIONS AVAILABLE
IONQ	0.8132	Fallback: Bad Options / Stoc…	quantum	Stock	Stock	Stock	STOCK ONLYNO OPTIONS AVAILABLE
ARM	0.8113	Fallback: Secular Theme Runn…	ai infra	Diagonal	Call Spread	Stock	FALLBACK SELECTOR
SEDG	0.8073	Fallback: Bad Options / Stoc…	solar clean	Stock	Stock	Stock	STOCK ONLYNO OPTIONS AVAILABLE
DELL	0.7946	Fallback: Bad Options / Stoc…	ai infra	Stock	Stock	Stock	STOCK ONLYNO OPTIONS AVAILABLE
QUBT	0.7802	Fallback: Bad Options / Stoc…	quantum	Stock	Stock	Stock	STOCK ONLYNO OPTIONS AVAILABLE
NBIS	0.7777	Smart Non-HR (Paper Only)	ai infra	Call Spread	Stock	Stock	PAPER TRACK ONLYNOT IN BIG WIN LIST
CLSK	0.7747	Fallback: Bad Options / Stoc…	crypto miners	Stock	Stock	Stock	STOCK ONLYNO OPTIONS AVAILABLE
BE	0.7746	Fallback: Bad Options / Stoc…	nuclear energy	Stock	Stock	Stock	STOCK ONLYNO OPTIONS AVAILABLE
HUT	0.7680	Fallback: Bad Options / Stoc…	crypto miners	Stock	Stock	Stock	STOCK ONLYNO OPTIONS AVAILABLE
CRDO	0.7626	Fallback: Bad Options / Stoc…	ai infra	Stock	Stock	Stock	STOCK ONLYNO OPTIONS AVAILABLE
BTDR	0.7607	Fallback: Secular Theme Runn…	crypto miners	Diagonal	Call Spread	Stock	FALLBACK SELECTOR
CRWD	0.7601	Smart Non-HR (Paper Only)	software	Call Spread	Stock	Stock	PAPER TRACK ONLYNOT IN BIG WIN LIST
FLY	0.7551	Fallback: Bad Options / Stoc…	space defense	Stock	Stock	Stock	STOCK ONLYNO OPTIONS AVAILABLE

Scanner Q&A

Strongest by gain100%: C_confirmed_crowd_spread

Highest variance: B_squeeze_explosive

Killed / hidden: E_smart_non_hr

Paper track only today: CRWD, NBIS