Example WFS Briefing — TSLA long-call position (pos-003)

Last updated: 2026-05-13

optimeterwfsbriefingexampletsla

Example Long-Form Briefing — TSLA position

This is what the Word-Formulaic Synopsis generator produces in briefing format (wfs/briefing) for the TSLA fixture currently shown in the cockpit. The same data produces this same text every time, byte-for-byte.

If you're seeing the visual Optimeter for the first time and need to make a decision right now, this is the long-form "explain this to me" view. Plain English, every term defined inline, every option presented neutrally with its consequences.

Source data (the inputs that produce the briefing below): ticker = TSLA · strategy = LONG_CALL · cost basis = $1,180 · mark = $940 · unrealized P&L = −$240 (−20.3%) · day held = 153 · gauge max = 473 · r0 system signal = day 0 · r0 γ-projected curve peak = day 310 · r1 recommended exit (flightplan-filtered) = day 450 · user entry = filled day 4 · user exit = follow · LTCG-clear day = day 366 · active flightplan filters = ltcg-aware (default for U.S. accounts) · zone = HOLD · constraintLocked = true · ltcgCleared = false · IV = 0.56 · Δ = 0.18 · Γ = 0.005 · θ = −$12.70/d · ν = 8.4 · ρ = 1.2

The position

This card shows your TSLA long-call option. As the holder of a long call you profit when the share price rises — the option's market value tracks the stock plus a premium for time and volatility. You're currently 153 days into a projected ~473-day lifecycle (about a third of the way through). The option's cost basis is $1,180 (what you paid), its current market value (mark) is $940, so your unrealized return is −$240 / −20.3%. You're underwater, but not catastrophically; this is normal for the early-to-middle phase of a long-dated options trade.

What the engine identified (the r0 math)

The OPT-o-MON engine's first-order priority is identifying the Options-Opportunity-Cycle (OOC) — the signal day, the projected profit curve, and the day that curve peaks. For TSLA:

Signal day: 0. The cyan rim tick (◔ Dial, at the 7:30 starting position) or the cyan vertical bar (▲ Mountain, on the left) marks where the engine flagged this opportunity.
γ-projected curve peak: day 310. This is the pure mathematical optimum for capturing option value — the day the projected mark is highest. Shown as the plasma chevron ▼ on the Dial rim or the plasma chevron + leader on the Mountain.

The engine only answers "where does the math say this curve peaks?" at this layer. It does not bake in tax considerations, theta-burn limits, or any other filter. The pink rim tick at day 450 you see on the dial is a separate number — see the next section.

What your flightplan recommends (the r1 filter pass)

Your flightplan (the set of personal trading rules attached to your account) layers preferences on top of the r0 math. Currently the active filters on your account are:

ltcg-aware — enabled by default for U.S. taxable accounts. The filter pushes recommended exits to ≥ day 366 (the 12mo+1d long-term capital-gains clear day) so realized profits qualify for the lower tax rate. See The LTCG flightplan rule below.

With this filter applied, the engine's recommended exit becomes day 450 — the pink rim tick (Dial) / pink vertical bar (Mountain). That's not the curve peak — it's "the engine's read of when to exit given your active flightplan filters."

Two numbers, two layers, two answers. Both are visible on the visual; the WFS makes the layering explicit so you know which is which.

Layer	Number for this position	What it means
r0 (raw curve math)	day 310	The mathematical optimum exit — maximum option-value capture, ignoring all preferences.
r1 (with your flightplan)	day 450	The recommended exit after your `ltcg-aware` filter modifies the recommendation.

What you did

You filled the position on day 4 — four calendar days after the signal — shown as the gold filled diamond (◆) on the Dial or Mountain at day 4 on the entry axis. Your exit is set to FOLLOW the system (↻), which means the silver hollow diamond (◇) tracks whatever your flightplan-filtered exit currently is (day 450 today); you have not manually overridden the exit day.

The LTCG flightplan rule

The ltcg-aware filter is a user-configurable flightplan preference, not an engine-level constraint. It exists because the U.S. tax code distinguishes long-term capital gains (held ≥ 12 months

1 day, taxed at ~20% federal) from short-term gains (taxed as ordinary income, commonly 32–37% federal). For an account that you have flagged as tax-aware, the system biases exit recommendations to stay past day 366 for this position.

For this TSLA position bought on day 4, day 366 is 213 days from now. On the Dial this is the bright gold "12mo+1d" pill with a gold radial line; on the Mountain it's a neutral dashed vertical line.

Quantitatively the filter is reasoning about:

Exiting before day 366 at a profit → ordinary-income tax (e.g., 32–37% federal).
Exiting after day 366 at a profit → LTCG tax (20% federal).
Difference: roughly 12–17 percentage points of after-tax return.

The filter's logic: "extra time-decay paid while waiting for day 366 is usually less than the tax savings; bias the exit later." That's a default judgment — your judgment may differ.

To disable this filter: open /settings/cockpit → Flightplan rules and toggle ltcg-aware off. The recommended exit then re-renders against the r0 math (day 310 for TSLA). You can also keep the filter on globally and override per-position via the manual exit-day affordance (see Your options below).

The position currently shows CONSTRAINT-LOCKED because the active filter has pushed the recommendation past your current position; that label means "this recommendation is filter-modified" rather than "the engine refuses to recommend exit."

Reading without the tax filter — what the math says

If you had ltcg-aware disabled, the same position would render with the recommended exit at day 310 (the r0 γ-projected peak), and this section would not appear. To make the parallel reading explicit:

Recommended exit (no tax filter): day 310. That's the projected curve peak — maximum option-value capture.
Trade-off vs. day 450 (with filter):
- You capture the projected peak rather than 140 days of decay past it.
- You realize gains as short-term (ordinary income, ~32–37% federal typical) rather than long-term (~20% federal). On a position with a projected gross gain of, say, $X, the after-tax difference is X * (t_ST − t_LT) ≈ 0.12X to 0.17X of dollars you don't keep.
- Whether the trade-off favors you depends on (a) how sharp the curve peak is — if day 310 is a sharp spike, you may capture much more than the 12–17pp the tax costs you; (b) your marginal tax rate — for some filers t_ST − t_LT is smaller; (c) your alternative-investment opportunity cost for the 140 days of capital tied up between day 310 and day 450.

The WFS does not pick a winner here. The numbers are presented; the choice is yours.

Where you are on the gauge

The Optimeter uses a five-state vocabulary to describe how close you are to whatever exit your flightplan currently points at (today, day 450):

HOLD — comfortably inside the window. More than 14 days to the recommended exit. You are here — 297 days of slack.
WATCH — approaching the system exit. 4 to 14 days from exit.
DECIDE — the decision week. 1 to 3 days from exit.
APEX — at the recommended exit (−1 to 0 days). Engine signals exit now.
DECAY — past the recommendation by ≥2 days. Every additional day pays measurable time decay.

The green needle on the Dial (the Now-marker) is just past the entry tick at about 32% of the gauge sweep. On the Mountain, the green vertical NOW line sits in the left third of the chart.

Note: the zone-state vocabulary is computed against your current flightplan-filtered exit. If you disable the ltcg-aware filter, the zone for this position would shift from HOLD to APEX or DECAY immediately (since day 310 is ~140 days behind the current now-day of 153 — wait, day 153 < day 310, so the position would still be HOLD with 157 days to the r0 exit. The zone is responsive to which exit-day you've configured.)

The Greeks — what the option is doing today

The Greeks are the option's first- and second-order sensitivities:

Δ (delta) 0.18 — for every $1 TSLA rises, the option gains roughly $0.18. Calls have positive delta.
Γ (gamma) 0.005 — delta itself moves by 0.005 per $1 of stock move. Low gamma — the option isn't near "the cliff" of at-the-money + near-expiry; convexity is gentle right now.
θ (theta) −$12.70 per day — the option loses about $12.70 of value every day just from time passing. Long-call holders pay theta; think of this as the rent on the position. Over the remaining 157 days to day-310 (the r0 peak), that's ~$2,000 of cumulative theta drag — but the underlying gains can offset it if TSLA moves up.
ν (vega) 8.4 — for every 1 percentage-point rise in implied volatility, the option gains $8.40. You're long volatility.
ρ (rho) 1.2 — interest-rate sensitivity, usually minor.
IV 0.56 — the market prices this option as if TSLA will move with 56% annualized volatility. High by stock-market standards; characteristic for TSLA.

Your options right now

Listed neutrally with consequences quantified. No path is "the override that forfeits" anything — each is a legitimate strategy with costs and benefits.

Hold under your current flightplan. Stay in HOLD; the engine will signal action when you cross into WATCH (around day 437, ~284 days from now). You continue paying ~$12.70/day in theta. The LTCG window clears in 213 days; after that, exit posture becomes tax-clean by default. This is the path your account is set up to follow by default.
Hold targeting the r0 math (the projected curve peak at day 310). This is the maximum option-value capture path. To act on it, either (a) disable the ltcg-aware filter in your flightplan (/settings/cockpit → Flightplan rules), or (b) set a manual exit at day 310. Trade-off vs. option 1: capture the projected peak rather than 140 additional days of decay, in exchange for paying ordinary-income tax on gains rather than long-term-capital-gains tax. Net-after-tax winner depends on peak sharpness, your marginal tax rate, and your opportunity cost on the capital between day 310 and day 450.
Exit now at the current mark ($940). Realizes the current −20.3% loss ($240). Tax implication: short-term capital loss, fully deductible against ordinary income this tax year (within IRS limits). Reasons you might choose this: your TSLA thesis has changed; you need the capital for higher-conviction opportunities; you want to harvest the loss before year-end.
Set a manual exit day (any day between now and option expiry). Use this if you have a specific thesis-based target — e.g., "exit on the day after the Q4 earnings call," "exit at day 366 the moment LTCG clears," or any other specific anchor. The dial / mountain reflect your choice immediately.
Adjust your flightplan rules globally. Open /settings/cockpit → Flightplan rules to toggle ltcg-aware off (or any other filter). This affects every position on your account, not just this one. Use this if you've decided a filter doesn't reflect how you want to trade.

Alerts you have set

If anything material shifts, the system will notify you:

Zone shift (ANY) — when the zone changes (HOLD → WATCH, etc.).
P&L drop −10% — if the unrealized return drops another 10 percentage points (currently −20.3%, so this fires around −30%).
Theta acceleration −$50/d — if the daily decay spikes.
Days to system exit ≤7d — a one-week-out reminder before the APEX zone.

Summary

TSLA long-call at a 20% paper loss, 153 days into ~473-day lifecycle. The engine's r0 math identifies the projected curve peak at day 310. Your flightplan has the ltcg-aware filter enabled, which pushes the recommended exit to day 450 (post-LTCG-clear). Both are valid targets; the choice between them is a personal trade-off between maximum option-value capture (day 310, taxed as ordinary income) and tax-efficient exit (day 450, taxed as LTCG). You can act on either today — option 2 in the decision tree above explains how. The default (option 1) is to stay put and let the flightplan-filtered exit play out.

Example WFS Briefing — TSLA long-call position (pos-003)

Last updated: 2026-05-13

optimeterwfsbriefingexampletsla

Example Long-Form Briefing — TSLA position

Source data (the inputs that produce the briefing below): ticker = TSLA · strategy = LONG_CALL · cost basis = $1,180 · mark = $940 · unrealized P&L = −$240 (−20.3%) · day held = 153 · gauge max = 473 · r0 system signal = day 0 · r0 γ-projected curve peak = day 310 · r1 recommended exit (flightplan-filtered) = day 450 · user entry = filled day 4 · user exit = follow · LTCG-clear day = day 366 · active flightplan filters = ltcg-aware (default for U.S. accounts) · zone = HOLD · constraintLocked = true · ltcgCleared = false · IV = 0.56 · Δ = 0.18 · Γ = 0.005 · θ = −$12.70/d · ν = 8.4 · ρ = 1.2

The position

What the engine identified (the r0 math)

The OPT-o-MON engine's first-order priority is identifying the Options-Opportunity-Cycle (OOC) — the signal day, the projected profit curve, and the day that curve peaks. For TSLA:

Signal day: 0. The cyan rim tick (◔ Dial, at the 7:30 starting position) or the cyan vertical bar (▲ Mountain, on the left) marks where the engine flagged this opportunity.
γ-projected curve peak: day 310. This is the pure mathematical optimum for capturing option value — the day the projected mark is highest. Shown as the plasma chevron ▼ on the Dial rim or the plasma chevron + leader on the Mountain.

What your flightplan recommends (the r1 filter pass)

Your flightplan (the set of personal trading rules attached to your account) layers preferences on top of the r0 math. Currently the active filters on your account are:

ltcg-aware — enabled by default for U.S. taxable accounts. The filter pushes recommended exits to ≥ day 366 (the 12mo+1d long-term capital-gains clear day) so realized profits qualify for the lower tax rate. See The LTCG flightplan rule below.

Two numbers, two layers, two answers. Both are visible on the visual; the WFS makes the layering explicit so you know which is which.

Layer	Number for this position	What it means
r0 (raw curve math)	day 310	The mathematical optimum exit — maximum option-value capture, ignoring all preferences.
r1 (with your flightplan)	day 450	The recommended exit after your `ltcg-aware` filter modifies the recommendation.

What you did

The LTCG flightplan rule

The ltcg-aware filter is a user-configurable flightplan preference, not an engine-level constraint. It exists because the U.S. tax code distinguishes long-term capital gains (held ≥ 12 months

1 day, taxed at ~20% federal) from short-term gains (taxed as ordinary income, commonly 32–37% federal). For an account that you have flagged as tax-aware, the system biases exit recommendations to stay past day 366 for this position.

Quantitatively the filter is reasoning about:

Exiting before day 366 at a profit → ordinary-income tax (e.g., 32–37% federal).
Exiting after day 366 at a profit → LTCG tax (20% federal).
Difference: roughly 12–17 percentage points of after-tax return.

The filter's logic: "extra time-decay paid while waiting for day 366 is usually less than the tax savings; bias the exit later." That's a default judgment — your judgment may differ.

Reading without the tax filter — what the math says

Recommended exit (no tax filter): day 310. That's the projected curve peak — maximum option-value capture.
Trade-off vs. day 450 (with filter):
- You capture the projected peak rather than 140 days of decay past it.
- You realize gains as short-term (ordinary income, ~32–37% federal typical) rather than long-term (~20% federal). On a position with a projected gross gain of, say, $X, the after-tax difference is X * (t_ST − t_LT) ≈ 0.12X to 0.17X of dollars you don't keep.
- Whether the trade-off favors you depends on (a) how sharp the curve peak is — if day 310 is a sharp spike, you may capture much more than the 12–17pp the tax costs you; (b) your marginal tax rate — for some filers t_ST − t_LT is smaller; (c) your alternative-investment opportunity cost for the 140 days of capital tied up between day 310 and day 450.

The WFS does not pick a winner here. The numbers are presented; the choice is yours.

Where you are on the gauge

The Optimeter uses a five-state vocabulary to describe how close you are to whatever exit your flightplan currently points at (today, day 450):

HOLD — comfortably inside the window. More than 14 days to the recommended exit. You are here — 297 days of slack.
WATCH — approaching the system exit. 4 to 14 days from exit.
DECIDE — the decision week. 1 to 3 days from exit.
APEX — at the recommended exit (−1 to 0 days). Engine signals exit now.
DECAY — past the recommendation by ≥2 days. Every additional day pays measurable time decay.

The green needle on the Dial (the Now-marker) is just past the entry tick at about 32% of the gauge sweep. On the Mountain, the green vertical NOW line sits in the left third of the chart.

The Greeks — what the option is doing today

The Greeks are the option's first- and second-order sensitivities:

Δ (delta) 0.18 — for every $1 TSLA rises, the option gains roughly $0.18. Calls have positive delta.
Γ (gamma) 0.005 — delta itself moves by 0.005 per $1 of stock move. Low gamma — the option isn't near "the cliff" of at-the-money + near-expiry; convexity is gentle right now.
θ (theta) −$12.70 per day — the option loses about $12.70 of value every day just from time passing. Long-call holders pay theta; think of this as the rent on the position. Over the remaining 157 days to day-310 (the r0 peak), that's ~$2,000 of cumulative theta drag — but the underlying gains can offset it if TSLA moves up.
ν (vega) 8.4 — for every 1 percentage-point rise in implied volatility, the option gains $8.40. You're long volatility.
ρ (rho) 1.2 — interest-rate sensitivity, usually minor.
IV 0.56 — the market prices this option as if TSLA will move with 56% annualized volatility. High by stock-market standards; characteristic for TSLA.

Your options right now

Listed neutrally with consequences quantified. No path is "the override that forfeits" anything — each is a legitimate strategy with costs and benefits.

Hold under your current flightplan. Stay in HOLD; the engine will signal action when you cross into WATCH (around day 437, ~284 days from now). You continue paying ~$12.70/day in theta. The LTCG window clears in 213 days; after that, exit posture becomes tax-clean by default. This is the path your account is set up to follow by default.
Hold targeting the r0 math (the projected curve peak at day 310). This is the maximum option-value capture path. To act on it, either (a) disable the ltcg-aware filter in your flightplan (/settings/cockpit → Flightplan rules), or (b) set a manual exit at day 310. Trade-off vs. option 1: capture the projected peak rather than 140 additional days of decay, in exchange for paying ordinary-income tax on gains rather than long-term-capital-gains tax. Net-after-tax winner depends on peak sharpness, your marginal tax rate, and your opportunity cost on the capital between day 310 and day 450.
Exit now at the current mark ($940). Realizes the current −20.3% loss ($240). Tax implication: short-term capital loss, fully deductible against ordinary income this tax year (within IRS limits). Reasons you might choose this: your TSLA thesis has changed; you need the capital for higher-conviction opportunities; you want to harvest the loss before year-end.
Set a manual exit day (any day between now and option expiry). Use this if you have a specific thesis-based target — e.g., "exit on the day after the Q4 earnings call," "exit at day 366 the moment LTCG clears," or any other specific anchor. The dial / mountain reflect your choice immediately.
Adjust your flightplan rules globally. Open /settings/cockpit → Flightplan rules to toggle ltcg-aware off (or any other filter). This affects every position on your account, not just this one. Use this if you've decided a filter doesn't reflect how you want to trade.

Alerts you have set

If anything material shifts, the system will notify you:

Zone shift (ANY) — when the zone changes (HOLD → WATCH, etc.).
P&L drop −10% — if the unrealized return drops another 10 percentage points (currently −20.3%, so this fires around −30%).
Theta acceleration −$50/d — if the daily decay spikes.
Days to system exit ≤7d — a one-week-out reminder before the APEX zone.

Example WFS Briefing — TSLA long-call position (pos-003)

Example Long-Form Briefing — TSLA position

The position

What the engine identified (the r0 math)

What your flightplan recommends (the r1 filter pass)

What you did

The LTCG flightplan rule

Reading without the tax filter — what the math says

Where you are on the gauge

The Greeks — what the option is doing today

Your options right now

Alerts you have set

Summary

See also

Example WFS Briefing — TSLA long-call position (pos-003)

Example Long-Form Briefing — TSLA position

The position

What the engine identified (the r0 math)

What your flightplan recommends (the r1 filter pass)

What you did

The LTCG flightplan rule

Reading without the tax filter — what the math says

Where you are on the gauge

The Greeks — what the option is doing today

Your options right now

Alerts you have set

Summary

See also