TickerScribe

// risk-history

Risk History

A P&L curve tells you what happened. It says nothing about how much you had riding on it to get there. Risk History replays your account day by day — how much capital was tied up in positions, and how much market your book was carrying — with the S&P 500 drawn alongside both.

See Your Risk History

Free · Nothing to configure · Replayed from what you've already logged

// capital utilization

How much was actually at stake

Deployed capital as a share of your balance, every day of the window. The stretch where you were nearly fully committed is right there on the chart — and so is the stretch where you were barely in the market at all.

Stocks and options, stacked

the blue band is share cost, the teal band is options collateral — so you can see which sleeve was doing the tying up.

Your own line in the sand

set a threshold and it's drawn across the chart, with a count of the days you spent at or above it.

Day-end levels, not snapshots

every calendar day in the window is replayed, so a position that opened and closed inside a week still shows up.

any day, in full
One day → the split, the deployed total, the balance behind it, and where the market stood.

// beta-weighted exposure

And how much market you were carrying

Capital tied up is one question. How sharply that capital would react to a bad week is another — and two books with identical utilization can answer it very differently.

Every position, valued and weighted by its beta — with the period's high and low called out.

// the two sides, separately

Shares and contracts, each with their own beta

Hover any day and the total opens into its parts: what the shares were carrying, what the contracts were carrying, and the beta behind each side on that specific day — not one blended number standing in for both.

Contracts are valued at their estimated delta, so a short put reads as long exposure and a covered call reads against it. It's the same measurement the portfolio beta panel makes for today — run once for every day behind you.

A position without enough price history is left out and counted, never given a stand-in beta. The coverage line tells you how much of the book each figure actually covers.

The Market, On The Same Axis

The S&P 500 is drawn behind both charts, indexed to the close before the period begins so the window's first day counts. Not to score you against it — to give the shapes context.

Sizing up into a rally and sizing up into a slide are the same line on a utilization chart alone. With the market behind it, they stop looking alike. Toggle it off whenever you want the book on its own.

Reads Straight From Your Records

There is nothing to enable and no second copy of your data. Both charts are replayed from the trades, positions and cash entries already in your journal, plus daily closes for the pricing — so a history you never thought to record is waiting for you the first time you open the page.

The last point matches your dashboard exactly — same deployed capital, same balance, same betas. Change the period and every statistic on the page re-frames with it.

See what you were risking

No credit card required. Risk History replays the trades you've already logged — there's nothing to set up.

Start Your Free Journal

Frequently Asked Questions

What is capital utilization?
The share of your portfolio balance that was tied up in positions on a given day. Deployed capital divided by balance — so 40% means six-tenths of the account was still free, and 95% means almost nothing was. It's the number that says how much room you had left, which a P&L curve never shows you.
How is deployed capital calculated?
Options collateral plus the cost of the shares you were holding, at the end of each day. Balance is your own money plus broker cash adjustments plus dividends plus realized P&L to that date. Both use the same definitions as the portfolio panel on your dashboard, so the last point on the chart and the tile agree to the cent.
What does beta-weighted exposure mean?
How much market your book was actually facing, in one figure. Each position's value is multiplied by its beta and summed: shares times their close, and for a contract, its estimated delta times contracts times 100 times the underlying's close. A short put counts as long exposure, a short call counts against it. The result is also expressed as an equivalent number of index-ETF shares.
Where do the daily betas come from?
Each day's betas are measured from the trailing year of daily returns against the benchmark, ending on that day — the same method the portfolio panel uses for today. A position without enough price history is left out and counted in the coverage figures rather than given a guessed beta.
Do I need anything new from my broker for this?
No. Both charts are replayed from what you've already recorded — your trades, your positions, and your cash entries. Nothing is stored twice and there is nothing to switch on. Log a deposit so there's a balance to measure against, and the history fills in behind you.
How far back does the history go?
As far back as your records do. All Time starts at your first entry; shorter periods — this month, last month, this year — reframe both charts and their statistics to that window. The benchmark line is indexed to the close before the period starts, so the first day of the window counts.

// keep exploring

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