snorlax_uw

The verified spine is thin and loss-tilted: based on 15 decided calls, 43% coverage, data through 2026-07-23, four won and eleven lost — a 27% hit rate. Winners averaged +98.8%, losers -82.1%, so magnitudes nearly offset, but the low strike rate drags directional return to -1.7% across 36 calls, and independent corroboration came back contradicted. The band is Building. Fairly, the engine grades each flagged contract as bought at market and held to expiry — brutal for weekly options, and for someone who reports flow rather than issues signals.

The church is institutional options-flow: open-interest forensics, premium volume, and bid/ask-side pressure, tracked contract-by-contract across sessions as positions open, roll, and close. Direction clarity is narrative, not if-then — posts frequently ask 'which direction you think?' and note when intent is 'a bit ambiguous.' No call states a stop or a timeframe (0% on both). The two verified winners were sell-to-open puts — MU 850p and TSM 325p — reads of who is writing premium. This is real forensic work, but it hands you observations to interpret, not entries and exits to copy.

There are no stops — 0% of calls state one — and no stated timeframes, so as literal buy-and-hold signals these are all-or-nothing weekly-premium bets. It shows: graded losers cluster near total loss (GLW -99.9%, TSLA -99.9%, INTC -99.8%, AAPL -99.7%) as contracts settle worthless at expiry. Winners average +98.8% against -82.1% losers, so at a 27% hit rate winners don't pay for losers. To their credit, the duds aren't buried — one post calls a trade 'clobbered from the jump.' Drawdown honesty is real; the geometry is not forgiving.

Prolific and understated. The feed is mostly flow callouts and nightly 'Changes in OI' recaps, threaded through community prompts ('What flows have you seen today?') and automated rating-change, earnings and POTUS-schedule posts. Motivational filler is scarce and victory laps rare — winners and losers get reported evenly, in a dry, wry register ('We all baghold together now'). Monetisation is front-and-center but named plainly: options-flow subscription, API, bundles, a 'Retail Max' tier, Periscope market-maker data, with periodic sale pricing. It reads less like a guru than a data vendor who's decent company.

This is where the account shines. It teaches the plumbing of options flow — how open interest confirms an opener versus a same-day close, what STO/BTC/BTO/STC imply, how a 4:1 CRWD split reprices contracts — and links a 30-minute volume-and-OI tutorial for beginners. Mistakes are owned openly, uncertainty is flagged ('the OI change is inconclusive but I think I am right'), and daily prompts ('What's something you learned this week?') invite the room. The method isn't gatekept even while the data feed is sold. For understanding institutional flow, it's a genuine classroom.

You'll like this if you want to learn to read institutional options flow yourself — nightly OI forensics, premium and bid/ask reads — and you'll treat each callout as research to interpret rather than to copy. Fluency in options mechanics is assumed. Skip if you want ready-made entries with stops and targets, if you can only glance at markets a few times a day, or if you need a verified directional edge before acting — the graded record (27% hit rate, -1.7% directional, corroboration contradicted) doesn't yet support trading the callouts as signals.