Replays the underlying price move from the Entry 1 signal to the exit. This is not options P&L — option returns depend on delta, DTE, and IV at entry and will differ significantly from these numbers.
• No slippage or spread modeled — treat as best-case estimates
Transparent replay — not a promise of future results.
Tradable
0
0.0% · >0.33%
Expansion
0
0.0% · >1%
Signals
0
Avg Return
0.00%
median 0.00%
Total Pts
0.00
No entries for SPY in this window (or no 🎯1 EXEC signals on those days).
How to read Scout
Three-Tier Win Rate
Tradable — move >0.33%. Practical threshold. Enough movement to matter for stocks. For 0DTE options you likely need >1%.
Expansion — move >1%. Where options really pay. A ticker with a high Expansion rate is the one where E1 actually produces leverage-worthy moves.
Losses — move <0%. Price went the wrong direction after entry. Use the Tier filter to isolate and study these.
The three rates are always computed across the full dataset — they do not change when you filter by tier. Signals and Avg Return do update with the filter.
Exit Rules
EOD Close
Exit at the 16:00 closing price. Clean baseline. Every trade has an exit. Use this to measure E1's raw directional edge over a full session.
Opp E1 (Adaptive)
Exit at the first opposing Entry 1 signal found strictly after your entry. If none exists that day, falls back to EOD Close. Models the real play: get in on E1, get out when the other side fires.
The Exit Type column shows which rule applied to each trade. Under Adaptive, some rows exit early (Opp E1) and some exit at close — you can see which in the table.
Trade Metrics (entry → exit window)
MAE
Maximum Adverse Excursion. Worst close price reached against you after entry, before exit. Negative means price went below entry (calls) or above entry (puts). Zero means price never moved against you.
Peak MFE
Maximum Favorable Excursion. Best close price reached in your favor before exit. This is the theoretical maximum you could have captured if you had perfect exit timing.
MFE Erosion
What the Opp E1 exit left on the table. Peak MFE minus the actual exit price. A high erosion means the exit was late — the best moment had already passed.
Retrace
Valley map. Largest drop from a local peak back toward entry during the trade window. The pain a trader must tolerate even on a winning trade. High retrace = choppy path to the exit.
Table Color Coding
+2.10%
Purple — return ≥ 1%. Expansion. Where options actually pay. Delta leverage starts to matter here.
+0.48%
Green — return 0.33% to 0.99%. Tradable for stocks. Marginal for short-dated options unless delta is high.
+0.18%
Yellow — return 0% to 0.32%. Directionally correct but marginal. Unlikely to cover option premium on 0DTE.
-0.55%
Red — negative return. Price moved against the signal after entry.
All returns are underlying price moves, not options P&L. Option returns depend on delta, DTE, and IV at entry and will differ significantly.
Entry Sources
🎯1 EXEC
Primary execution entry. The first structural signal of the session — the one the system is built around. Default view.
🧿 RECLAIM
Reclaim entry. Price pulled back and reclaimed a key level after the initial move. Secondary signal, often later in the session.
⏳ HOLD
Hold entry. A continuation signal when the original position is held through a consolidation zone.
Public record. No revisions.
Every signal logged the moment it fires. Wins and losses. Timestamped. We do not go back and remove bad days, adjust entries after the fact, or hide underperforming tickers. The record stands as-is.
Audit for free. You don't need an account to verify the history. Scout is open so you can check the numbers yourself, not take our word for it.
The % column is the underlying stock's move — not options P&L. Option returns depend on delta, DTE, and IV at entry and will differ significantly.