See the setup.
Follow the trade.

A cycle begins when a specific option contract position goes from zero to positive and ends when it returns to zero. Adds and partial exits are grouped into that single cycle. Re-entry after going flat starts a new cycle. All 71 cycles closed in the stated period are included. The October 12 export contains 192 filled order rows. Its 66 complete overlapping cycles reconcile to the prior ledger; three new completed cycles (AAPL, CRM, and META) have been added. Two earlier cycles (NVDA and ORCL) retain their previously published April cost basis because those purchases are outside this export. Cancelled, unfilled orders are excluded.

Win rate is profitable completed cycles divided by all completed cycles. Profit factor is the sum of positive cycle P&L divided by the absolute sum of negative cycle P&L. P&L uses actual exported average fills and the standard 100-share multiplier. The export has no fee column, so dollar results and profit factor are before fees. As of the latest exported fill on October 12, 2026 at 10:17 AM ET, one MU $1,010 call and one QQQ $735 call, both expiring November 13, 2026, remain open and are excluded from completed-cycle metrics. The two AAPL contracts closed October 7 and are now included. Position status reflects the supplied export, not a live brokerage feed. No account-return percentage, account equity curve, or account drawdown is inferred from order fills. These are historical trades, not a prospective test of a frozen Kimi ruleset.

AAPL $305 Call · Exp. November 6, 2026: 2 contracts, opened September 29–30, 2026; total premiums paid $6,315. No closing fills appear in this export. Current value and unrealized P&L are unavailable and excluded from the results above.