@KrisAbdelmessih KrisAbdelmessih
Derivatives and volatility quant who prices narratives into falsifiable probability distributions
Writes original options-volatility and portfolio-constructio
Grade = how their written analysis reads (A best). Trader score = how their last-20 timestamped calls performed vs SPY. · Analyst brief as of 2026-06-22.
Not yet in the scored-bets universe (fewer than 20 scoreable calls).
This author is focused on options-market plumbing rather than outright equity calls, especially funding rates, box spreads, and conversion/reversal signals around BOXX and SPCX. The distinctive read is that funding mechanics can explain pricing or short-demand signals, with no clear late-week directional pivot or disclosed trade action.
The author stayed focused on options funding, box-spread mechanics, and strategy testing rather than making actionable directional calls. There are no adds, trims, exits, or explicit pivots in the provided signals; concentration sits in SPCX-related funding and slippage commentary.
| date (PT) | ticker | author | sent | what they said | since then | receipt |
|---|---|---|---|---|---|---|
| 2026-07-02 | · | @KrisAbdelmessih | · | Links to volatility research on close-to-close volatility as peacetime measure. | · | tweet ↗ |
| 2026-06-25 | · | @KrisAbdelmessih | · | Suggests index gets whacked whether singularity trade works or not. | · | tweet ↗ |
| 2026-06-25 | SPX | @KrisAbdelmessih | +0.00 | Observes SPX box-rate spread over Treasuries widened this month, speculating on leverage demand. | · | tweet ↗ |
| 2026-06-25 | · | @KrisAbdelmessih | · | Suggests hiding in cash efficiently for a bit, reflecting cautious market stance. | · | tweet ↗ |
| 2026-06-23 | BTC | @KrisAbdelmessih | +0.40 | Author discloses BTC call exposure and rolling it lower. | · | tweet ↗ |
Grade is our human read-worthiness rating; trader score is a rolling 20-bet hit-rate/alpha composite — different things, often disagreeing. “Since then” is direction-unaware in the table; the summary line above adjusts for which way they leaned.