The League, Daily

F

F-score — measures the stock's percentage move from the previous close in basis points. Higher F = bigger move on the day.

$

Raw dollar gain per share across the campaign window. This is what the stock actually moved in price — the real-world number.

MFE

Max Favorable Excursion — the best point the trade reached from entry. The peak of the move before any pullback.

AE

Adverse Excursion — how much the trade pulled back from the MFE peak. Small AE means the position held clean after hitting its high.

MAE

Max Adverse Excursion — the worst drawdown from entry at any point during the trade. Measures heat taken before the move resolved.

CR

Control Ratio = AE ÷ MFE. How much of the max gain was given back. Under 30% is clean. Over 60% is messy. 100% means full reversal.

Speed

F-points gained per 5-minute bar. High speed = the move happened fast. Low speed = a slow grind that erodes options premium.

Duration

Total time from entry signal to campaign end, in minutes. Long duration with low speed is dangerous for 0DTE buyers — theta wins.

Score

Composite score = F × (1 − CR). Rewards big moves that held clean. Penalizes moves that gave back most of the gain.

⛔ Capped

An opposing structural general was already in place before this signal fired. The move had a ceiling or floor from the start — the trade was blocked.

θ Theta

Theta killer flag — the campaign lasted over 2 hours at under 10 F-points per bar. Valid signal, but time decay likely erased options premium before the move paid.

FLAT

No structural signal formed for this ticker today. No anchor, no campaign, no trade. The stock sat out.