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😂 Dave has broken nothing. Dave has found things — which is worse, because then I have to fix them. Three in one week. At this rate I'm putting him on the payroll or blocking his account, I haven't decided! Now I'm back, come on Dave, still waiting for your questions ...

New in OptionBench: the entry × exit matrix Pre-earnings scanners tell you what a setup returned. They rarely tell you when the return was there. I've added a matrix to the pre-earnings detail view — entry day down the side, exit day across the top. Each cell shows how often the target was actually reached between those two days, with the colour carrying the median return at the exit. The two numbers diverge more than I expected. On a CVS strangle entered at T-15 and held to T-8, 92% of cycles touched +10% on the way and 67% still held a gain at the exit. On AAPL entered T-15 and held to T-3, it's 75% against 25% — three cycles out of four offered the gain, one in four kept it. That gap is the argument for a take-profit, and I hadn't seen it stated in one figure anywhere. It reverses on a Calendar Put: 46% still in profit at the exit against 25% that touched +20%. A short-vol position drifts up on theta rather than spiking, so it rarely overshoots. The reversal is what tells you the gap belongs to the structure rather than to the arithmetic — checked on AAPL, AMD, NVDA, MU and CRWD. Cells built on fewer than 8 cycles are greyed with the count in superscript. On seven cycles a percentage can only take eight values, and one cycle moves it by 14 points. It's live now on the pre-earnings scanner, https://app.optionbench.com/dashboard/pre-earnings-scanner, pre-events tomorrow. Happy to hear where it's wrong.

Enjoy your time away will try not to break anything while you are gone