Fifteen documented scenarios. Every rule explained.
Illustrative NVDA scenarios showing exactly how the AcuBooth engine scans, scores, and decides, at the individual trade level. See the Real Account Case Study for actual account-level results.
AcuBooth's account level results come from thousands of individual decisions like the nine full walkthroughs below. These are real documented system behavior using NVDA as the illustrative underlying at a $180 reference price. Every filter, threshold, and rule reflects how the software actually processes user configured parameters.
This content is for educational and informational purposes only. All outputs are hypothetical and do not represent personalized investment advice or a guarantee of future performance.
How the system filters to the best call
| Expiry / Strike | Delta | Status |
|---|---|---|
| 9-DTE 185C | ~0.28 | Penalized, borders PE cap |
| 16-DTE 190C | ~0.24 | Lower score, longer path risk |
| 9-DTE 190C ★ | ~0.21 | Highest alignment, selected |
| Far OTM (both expiries) | <0.05 | Dropped, trivial premium |
| Deep ITM (165–170) | 0.70–0.80 | Dropped, above PE cap |
| 9-DTE 200C | ~0.12 | Dropped, spread ceiling |
If implied volatility had collapsed and the 190C mark dropped to $0.75: ROI ≈ 0.42%, fails the minimum return floor. No chain clears the viability floor, so the system outputs “no viable chains.” No order generated, long shares retained uncapped.
ATR proximity trigger
If NVDA closed at $195 at expiry with no roll: shares assigned at $185, option-leg loss $2.50 − $4.80 = −$2.30. Rolling instead produced a $10 higher strike, 14 more days, and +$2.10 cumulative premium with zero shares assigned.
Premium capture threshold triggered
Additional theta of about +$90 was available, but NVDA reaching $195 would trigger assignment and forfeit further upside on a $188 stock. The system calculates that +$90 of remaining theta is not worth that risk, so early close is preferred.
Same chain, two different picks depending on one setting
The mode setting does not just influence scoring, it constrains which strikes are even eligible. Under Preserve Equities, the 190C the other mode selected would have failed the delta cap outright, regardless of its score.
When the order simply does not fill
Guaranteeing a fill by crossing to a market order could execute meaningfully below the engine's own pricing model, worse than no trade at all. Discipline on the entry side matters as much as discipline on the exit side.
Every strike fails the return floor
Writing the 185C anyway would lock in a below-floor return just to generate activity, exactly the outcome the return floor exists to prevent. The engine is designed to do nothing rather than accept a bad trade.
Premium collected, no assignment, shares intact
Shares would have been called away at the $190 strike instead of retaining both the premium and the stock position, the outcome this scenario avoided by expiring out of the money.
Shares called away, but the total is still a gain
Holding the shares uncapped to $195 would produce a $2,500 gain, $150 more than the covered call outcome. That $150 is the cost of the capped upside, weighed against the $350 premium already collected regardless of where NVDA closed.
Same stock, same day, two different books
The nine above are a sample. The engine handles dozens of these.
AcuBooth maintains a library of documented trade mechanics beyond the nine full walkthroughs above, covering openings, discipline, profit capture, rolling logic, expiration, and mode comparisons. All use NVDA at a $180 reference price as the running illustrative example. A representative sample:
When the system finds no viable candidate
If every scanned strike fails the credit floor or delta cap, the engine outputs "no viable chains" rather than forcing a marginal trade to fill a quota.
Earnings avoidance filter
Expirations that would settle inside an earnings window are dropped from consideration before any scoring happens, regardless of how attractive the premium looks.
Stop-limit closing order construction
A NVDA 205C close is built as a stop at $0.73 with a limit at $0.92, filling at $0.75, a concrete example of how the engine prices its own exit orders rather than using a single market order.
Term-structure aligned roll
A 190C to 205C roll evaluated against the options term structure, accounting for implied volatility contango rather than premium alone.
Early assignment, dividend arbitrage
A $1.20 dividend against $1.10 of extrinsic value creates an early assignment scenario the engine accounts for explicitly, rather than treating all assignment as expiration-only.
Large position, 3,000 shares
A 30-contract tranche across a single 3,000 share position, each contract still evaluated and priced individually rather than as one block order.
Most overlay providers describe strategy. Few show the rule.
Competing overlay and covered call programs typically describe their approach in general terms, such as systematic option selling or volatility risk premium capture, without publishing the actual decision logic. AcuBooth publishes the threshold, the formula, and the rule evaluation for every scenario above. An advisor should be able to explain to a compliance reviewer exactly why a trade happened, not just that it happened.
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