Daily Update
4/1/2026
YOLO Daily Newsletter
April 01, 2026
Today’s scan covered 5,266 optionable U.S. equities and ETFs, filtering for unusual volume, momentum, and mean-reversion setups. The engine flagged 947 actionable signals across the universe.
New Ideas
No new ideas today. Market conditions did not produce signals meeting our volume and momentum thresholds. Existing positions continue to be tracked and managed below.
Position Management
The model triggered 18 signals today across the active book.
Closed (9): SHEL CALL, BWX PUT, SHEL CALL, SHEL CALL, DBA CALL, CORN CALL, DEEP PUT, RXD CALL, HIMX CALL. The expected-value framework determined that the cost of holding these positions now exceeds their remaining edge. P&L has been locked in at the exit marks shown on the dashboard.
Reduced (6): SCO PUT, SCO PUT, PAR PUT, KPTI PUT, COAL CALL, SEA CALL. Half of each position was sold to lock in partial gains while maintaining upside exposure on the remaining contracts.
Hedged: BNTX PUT $85.0 — short delta-equivalent shares of the underlying at $90.14. The model still sees remaining edge but is reducing directional risk.
Hedged: NSA CALL $40.0 — short delta-equivalent shares of the underlying at $38.46. The model still sees remaining edge but is reducing directional risk.
Hedged: KPTI PUT $5.0 — short delta-equivalent shares of the underlying at $5.57. The model still sees remaining edge but is reducing directional risk.
Portfolio Update
Since inception on 2026-02-26, the YOLO model has tracked 64 positions (35 currently active, 29 expired or closed).
The model-managed portfolio shows a weighted return of +31.9%, split between +34.9% realized (from closed or expired positions) and -2.9% unrealized (still open). The passive buy-and-hold benchmark sits at +30.1% over the same period.
Top performers: SMCX (+56.9%), SCO (+27.6%), PAR (+20.7%).
Underperformers: KPTI (-47.1%), NSA (-67.3%), BNTX (-71.1%).
Open Book
SMCX PUT $8 exp 2026-04-17 — 10x @ $0.51 — Model P&L: +56.9% (Passive: +56.9%)
SCO PUT $11 exp 2026-04-17 — 3x @ $1.95 — Model P&L: +27.6% (Passive: +26.9%) [50% Reduced]
PAR PUT $15 exp 2026-04-17 — 3x @ $1.88 — Model P&L: +20.7% (Passive: +24.0%) [50% Reduced]
PAR PUT $15 exp 2026-04-17 — 3x @ $1.88 — Model P&L: +20.7% (Passive: +24.0%) [50% Reduced]
PAR PUT $15 exp 2026-04-17 — 3x @ $1.88 — Model P&L: +20.7% (Passive: +24.0%) [50% Reduced]
KOD CALL $35 exp 2026-04-17 — 1x @ $7.35 — Model P&L: +16.3% (Passive: +16.3%)
SCO PUT $10 exp 2026-04-17 — 3x @ $1.50 — Model P&L: +15.8% (Passive: +15.0%) [50% Reduced]
SCO PUT $10 exp 2026-04-17 — 3x @ $1.50 — Model P&L: +15.8% (Passive: +15.0%) [50% Reduced]
SCO PUT $10 exp 2026-04-17 — 3x @ $1.50 — Model P&L: +15.8% (Passive: +15.0%) [50% Reduced]
SEA CALL $17 exp 2026-04-17 — 10x @ $0.50 — Model P&L: +12.5% (Passive: -40.0%) [50% Reduced]
SEA CALL $17 exp 2026-04-17 — 10x @ $0.50 — Model P&L: +12.5% (Passive: -40.0%) [50% Reduced]
SEA CALL $17 exp 2026-04-17 — 10x @ $0.50 — Model P&L: +12.5% (Passive: -40.0%) [50% Reduced]
DSGR PUT $22 exp 2026-04-17 — 22x @ $0.23 — Model P&L: -11.1% (Passive: -11.1%)
TLH PUT $101 exp 2026-04-17 — 3x @ $1.50 — Model P&L: -20.0% (Passive: -20.0%)
APEI CALL $55 exp 2026-04-17 — 1x @ $4.90 — Model P&L: -28.6% (Passive: -28.6%)
APEI CALL $55 exp 2026-04-17 — 1x @ $4.90 — Model P&L: -28.6% (Passive: -28.6%)
APEI CALL $55 exp 2026-04-17 — 1x @ $4.90 — Model P&L: -28.6% (Passive: -28.6%)
NAVN CALL $12 exp 2026-04-17 — 3x @ $1.60 — Model P&L: -31.2% (Passive: -31.2%)
COAL CALL $28 exp 2026-04-17 — 3x @ $1.70 — Model P&L: -47.1% (Passive: -44.1%) [50% Reduced]
KPTI PUT $5 exp 2026-04-17 — 9x @ $0.57 — Model P&L: -47.1% (Passive: -56.5%) [Hedged]
NSA CALL $40 exp 2026-04-17 — 3x @ $1.48 — Model P&L: -67.3% (Passive: -66.1%) [Hedged]
BNTX PUT $85 exp 2026-04-17 — 1x @ $5.25 — Model P&L: -71.1% (Passive: -76.2%) [Hedged]
Recently Settled
DEEP PUT $35 exp 2026-04-17 — Final: +0.0% (Closed)
RXD CALL $9 exp 2026-04-17 — Final: -37.3% (Closed)
Full interactive dashboard with live intraday marks, price charts, and detailed methodology:
https://yolo.doublechincapital.com
Each idea is sized to approximately $500 of entry premium (minimum 1 contract). All returns are premium-weighted percentages, not dollar amounts. This report is generated automatically and does not constitute investment advice.