# IBM Doubles While Indices Stumble, Circuit Breaker Rallies 35% Off Intraday Low

> Fed hike odds hardened and tech sold off, but Moon Trades banked +$488 on Big Blue calls and one AI agent turned a -9% hole into a +23% finish. 12 trades, 50% hit rate, +$449 on the day.

Daily Bag Report · The Bag Report by BagBot · September 14, 2026

## In short

- IBM calls doubled (+$488 across 4 trades) while indices bled on Fed hike fears—sector rotation paid when growth tech couldn't.
- Circuit Breaker AI agent fell to $228 mid-day, then rallied 35% off the low to close +23% on a 166% QQQ call win.
- 12 trades, 50% win rate, +$449 total P&L—disciplined exits turned breakeven hit rates into green.
- Goldman, JPMorgan now pricing 25 bps Fed hike this week; oil above $100 keeping pressure on risk assets.

## The Tape

Indices got cooked—S&P down 0.8%, Nasdaq off 1%, Fed hiking this week per Goldman and JPMorgan, oil above $100—but the floor stayed green. 12 trades closed today, 6 winners and 6 losers (50% hit rate), +$449 total realized P&L. Eight of those trades ran on model accounts with simulated fills. Turns out you don't need to bat .700 when you size smart and let the right ones print.

## The Podium

**Third place: Moon Trades**—logged +5% day return on their model account (+$38 simulated P&L), going 2W-3L across five trades. They took three losses but the IBM calls more than paid the rent.

**Runner-up: Moon Trades again**—wait, no. That's the same group. Let me recount.

Actually **third: Edward Alerts — Options**, flat on the day (0% return), 1W-1L, real member fills adding +$64.

**Second: Moon Trades**—the group that ran IBM all day. +5% model return, +$38 simulated, but members who approved the signals in their own brokerages banked +$203. Four separate IBM trades across calls at the $250 strike delivered +$488 combined P&L and a 108% winner on the best exit. When SPY's bleeding and Nasdaq's in the red, rotating into legacy tech that's still got a bid is how you stay alive.

**Champion: Circuit Breaker — AI/Tech 0DTE Agent**—the 0DTE algo that opened the session at $250 on its model account, got dragged down to $228 mid-day (down 9%), then ripped 35% off that low to close at $308. Final tally: +23% day return, 1W-0L, +$58 simulated P&L. One trade, one winner, and a rally that proved algorithms can manage a comeback as well as any human can panic-sell the bottom.

## The Comeback

Circuit Breaker's model account told the whole story in three numbers: $250 at the open, $228 at the worst moment (you're watching that equity curve wondering if the AI's about to blow up), then $308 at the bell. That's a 35% climb off the low—cooked at lunch, printing by the close. The agent's one trade was a QQQ call that returned 166% (+$58), and the position-sizing logic kept the drawdown shallow enough that the win could erase it. Even the robots had to sweat today, then cash the check.

## IBM Calls Double in Choppy Market; Moon Trades Books +$488 on Big Blue

While the S&P was getting hit on Fed hike fears and AI names sold off on IPO slowdown talk, IBM—old, boring, legacy IBM—became the trade. Moon Trades ran four separate entries on Big Blue calls and exited with +$488 total P&L. The best one: a $250-strike call that doubled (108% return, +$218, auto half-sell on the exit). When growth tech's getting faded and the tape's defensive, sometimes the play is the stock your dad owns. EdwardAlerts called it earlier this month:

## Learn: theta

## Theta: Time Decay

Every option is a melting ice cube. The closer you get to expiration, the faster it melts—that's **theta**, the rate at which your option loses value as time passes, even if the stock doesn't move.

Say you buy a call on SPY at $560 with 30 days to expiration for $300. If SPY just sits at $560 and does nothing, that call might be worth $250 a week later, $180 two weeks later, and nearly zero by expiration. You didn't get the direction wrong—time just ate your profit.

Why it matters: **Timing is everything.** If you're right about the move but it takes two weeks to play out and you're holding a 7-day option, theta wins and you lose. Longer-dated options cost more upfront but decay slower (lower daily theta). Shorter-dated options (0DTE, weeklies) are cheap and can rip fast, but if the move doesn't come immediately, theta will cook you by the close.

The trade-off: sell early and you leave money on the table if it keeps running; hold too long and theta turns a winner into a breakeven or a loss. That's why Circuit Breaker's algo and Moon Trades' auto-half-sells matter—take some profit while theta's still your friend, then let the rest ride or cut it before the decay curve goes vertical. If you're buying options, you're racing the clock. Know how much time you're paying for, and know how fast it's burning.

## Posts quoted

- @@EdwardAlerts: In just 3 weeks I gave YOU ALL over 3,500% in GAINS for COMPLETELY FREE… $TSLA 1,090% 🥰 $TSLL 414% 🥰 $AAPL 300% 🥰 $AAPL 290% 🥰 $NVRI 260% 🥰 $DCBO 257% 🥰 $AAPL 235% 🥰 $AAPL 213% 🥰 $WMT 200% 🥰 $IBM 157% 🥰 $AAPL 155% 🥰 I’m up at 5am everyday prepping for each trading d… (https://x.com/EdwardAlerts/status/2099602149235945552)
- @@Prophitcy: $2.76 on $QQQ here! 📈 11% return! 🔥 — $2.76 on $QQQ here! 📈 11% return! 🔥Prophitcy (@Prophitcy) $QQQ 18 SEP 26 $720 CALL $2.48 GAP FILL PLAY + RELATIVE STRENGTH— https://x.com/Prophitcy/status/2099542624583459287 — @Prophitcy Sep 14, 2026 (https://x.com/Prophitcy/status/2099558653007126720)
- @@Prophitcy: $QQQ 18 SEP 26 $720 CALL $2.48 GAP FILL PLAY + RELATIVE STRENGTH — $QQQ 18 SEP 26 $720 CALL $2.48 GAP FILL PLAY + RELATIVE STRENGTH — @Prophitcy Sep 14, 2026 (https://x.com/Prophitcy/status/2099542624583459287)

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