Today’s model portfolio spans 4 quantitatively-scored trades across our watchlist.
Each position is sized to fit within a $5,000 budget slice. The post below is a deep dive on one of those trades — use the table to explore the others.
Today’s $20,000 Model Portfolio · 4 Trades
| Ticker & Strategy | POP | Max Profit | Contracts | Allocated |
|---|---|---|---|---|
| SPCXBull Call Spread↗ | 34% | $14,547 | 13 lots | $4,953 |
| BEBull Call Spread↗ | 35% | $10,425 | 10 lots | $4,575 |
| AMDTHIS POSTBull Call Spread | 35% | $12,420 | 4 lots | $4,580 |
| PLTRBull Call Spread↗ | 34% | $11,256 | 16 lots | $4,744 |
| Portfolio Total | $48,648 | 4 trades | $18,852 (+258.1% if max profit) |
Equal-weight sizing: $20,000 split across 4 trades at $5,000 per position. Contracts = floor(position budget ÷ max risk per contract) so each trade stays within its risk envelope. POP = probability of profit at expiration (model-derived). Max Profit = maximum gain if held to expiration and the spread expires at full profit. Click any row to read the full trade analysis.
Company & Market Context
Advanced Micro Devices, Inc. (AMD) is a global semiconductor leader operating in the Technology sector, designing high-performance CPUs, GPUs, and adaptive computing solutions for data centers, gaming, and embedded markets. AMD has remained a focal point for options traders as the stock has seen sustained upward momentum alongside elevated implied volatility — a combination that creates structured opportunities for directionally biased spreads. With the broader semiconductor space continuing to attract institutional attention, AMD's options market is pricing in meaningful near-term movement, making it a candidate worth examining through a systematic lens.
Why This Trade Setup
A Bull Call Spread expresses a moderately bullish view on AMD over the next 16 days to expiration. The structure involves buying a lower-strike call and selling a higher-strike call, capping both the potential gain and the capital at risk. This defined-risk profile is particularly relevant in a high implied volatility environment — currently above 45% at the money — where outright long calls carry elevated premium costs. By spreading the position, the net debit paid is reduced, improving the trade's cost efficiency. The composite quantitative score of 0.83 — derived from Black-Scholes probability weighting, implied volatility regime classification, and momentum signals — reflects a favorable alignment of these factors. Bullish momentum in the underlying further supports the directional thesis embedded in this structure. Within an illustrative $20,000 portfolio split across four equal positions, this trade allocates approximately $4,580 of capital at risk across four contracts.
Key Risks
The probability of profit for this setup sits at 35%, meaning the position expires at a loss in the majority of modelled scenarios — a characteristic common to out-of-the-money debit spreads. The maximum loss is limited to the net debit paid, realized if AMD closes below the long strike at expiration. With only 16 days to expiration, time decay works against the position daily, and any reversal in AMD's momentum or a sudden volatility contraction could erode the spread's value quickly. Position sizing relative to total portfolio exposure is therefore a critical consideration.
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Important Disclaimer: This content is generated automatically for informational and educational purposes only. It does not constitute financial advice, a solicitation, or a recommendation to buy or sell any security. Options trading involves significant risk and may not be suitable for all investors. You may lose more than your initial investment. Past performance does not guarantee future results. Always conduct your own due diligence and consult a qualified financial advisor before making any investment decisions. QuantMint is not a registered investment adviser.