NLYAnnaly Capital Management Inc. Common Stock

Daily earnings-window reconstruction: all requested quarters processed. Completed tests may still have missing quotes or non-trading days; processing completion does not mean every trade is available.

1 malformed straddle/strangle example is excluded from comparison because stored leg metadata does not match the named structure. The original stored historical evidence is preserved.

Includes trades that failed entry filters; this measures structures, not a history of qualified recommendations. The exit is the earlier of T−1 and one day before the first leg expires.

Average dollar P&L per one-lot structure · profitable runs / total runs. Select a cell to inspect its entry checkpoint.

Requested entry tests: T−35, T−34, T−33, T−32, T−31, T−30, T−29, T−28, T−27, T−26, T−25, T−24, T−23, T−22, T−21, T−20, T−19, T−18, T−17, T−16, T−15, T−14, T−13, T−12, T−11, T−10, T−9, T−8, T−7, T−6, T−5, T−4, T−3, T−2, T−1. Untested columns require a new historical reconstruction. Small samples are descriptive evidence. Columns can cover different earnings events; inspect event dates before comparing. The highest average across different samples does not establish the best entry day. New daily reconstructions use exact calendar dates; weekends, holidays and missing quotes remain unavailable. Older records may use a prior session; each trade shows its actual dates.

T−14 entry details