📉 Pullback SHADOW / PAPER

How this bot works. Scans 72 liquid large/mid-cap stocks once daily after the close (~16:15 ET). A signal fires when a stock is in an uptrend (close > 200-day SMA) and has pulled back to extreme oversold (RSI(2) < 10) — a sharp dip inside a healthy trend. The alert recommends an at-the-money LEAP call (~1-year expiry) bought at the next session open; each contract is then shadow-tracked at option mid-price with samples at 09:35 and 15:55 ET.

Exits are a scaled ladder: realize ⅓ of the position at +33% premium (TP1), another 20% at +50% (TP2), with a 25% trailing stop off peak mid active from entry. If the underlying closes back below its 200-day SMA the remainder closes immediately (regime break), and any position is capped at 120 days held. Position size is tilted by the live GEX regime at entry — full size in positive gamma, half size otherwise (regime-size, per the 2026-06-09 portfolio study: a sizing tilt beat a hard gate in every sweep). Backtest reference (2007–2024 equity proxy): 14.3% CAGR / −31.9% maxDD vs SPY's 10.3% / −55.2%. Shadow/paper only: no real orders are placed in this phase.