Custom Strategy Grouping

Auto-detection is a guess about intent. When it guesses differently from how you actually traded - two spreads it read as one condor, a hedge it left standalone, an adjustment that belongs with the original position - you can group the legs yourself. Manual groups take precedence: once you've grouped or edited one, auto-detection leaves it alone.

Where you can group from

Grouping always works on whole positions, and every leg in a group must share one underlying. Three pages can start it:

• Strategies - on the Strategies tab, select two or more strategy rows from the same underlying, then click Group into Strategy. This is how you merge two detected structures into one, or recombine them differently.
• Positions - select position rows and click Group into Strategy. In Group by Strategy view, ticking a strategy row selects every position under it. Selecting a single position is allowed here, but a new group needs two legs, so with one selected the only thing you can do in the modal is add it to an existing group.
• Trades - select trade rows and click Group into Strategy. Because grouping operates on positions, the selection is resolved to the whole position each trade belongs to: if you select one leg of a position that has three fills, step 1 of the modal tells you it's "Bringing along 2 more trades from AAPL 190 CALL". You need at least two distinct positions, from a single underlying, before the button enables.

A single position can also be added to a group directly: use Add to Existing Strategy in its row actions menu on the Positions or Trades page. That opens the same modal pre-seeded with just that position.

The grouping modal

Grouping runs through three steps.

Step 1: Confirm positions. Lists every position that will be grouped, including any brought along by the trade-to-position resolution above. If the selection spans more than one underlying you can't continue.

Step 2: Choose classification. Pick one of:

• A recognized structure - if the selected legs match one or more known strategies (a vertical, a condor, a calendar), each match is offered by name. The group is stored with that structure's type.
• New custom strategy - name it yourself (e.g. "AAPL Jan combo"). Use this when the legs don't form a textbook structure, or when the textbook name isn't how you think about the trade. If nothing matched and there's no existing group to add to, this is preselected.
• Add to an existing strategy - move the selected legs into a group you already have on that underlying. Only groups that don't already contain every selected leg are listed.

Step 3: Review. A plain-language summary of what's about to change before you commit: the strategy that will be created, any existing strategies that will be removed (because every one of their legs moved into the new group), and any that will be modified (they lose some legs but keep others), with what each one becomes. A group left with a single leg becomes that leg's single-leg strategy (Long Call, Short Put, and so on); one left with several becomes a Custom Strategy. Click Confirm to apply.

Grouping uses move semantics - a leg belongs to exactly one group at a time, so legs pulled into the new group are detached from whatever held them, and any group that loses every leg is deleted.

Breaking a strategy up

Break up is the inverse: it replaces one strategy with simpler ones. It's in the row actions menu on the Strategies page, on strategy rows in the Positions Group by Strategy view, and on strategy rows in the Trades Group by Strategy view.

• The modal shows the strategy's legs, then a list of candidate splits. Each option is named after the sub-strategies it would produce (for example a four-leg group might offer "Bull Call Spread" plus "Long Put"), and notes how many legs it would release if the split doesn't use all of them.
• Split into individual legs dissolves the group entirely. Every leg returns to ungrouped, where auto-detection renders it as its own single-leg strategy. For a two-leg strategy this is the only possible split.
• Released legs aren't deleted - only the grouping is. They're immediately eligible for detection again.
• Confirming deletes the original strategy record, so any custom name or classification you'd given it is gone.

Two cases have no Break up action. Single-leg strategies have nothing to decompose: on the Strategies page the menu item appears disabled with "Already as simple as it can be", and on the Positions and Trades pages it's hidden outright. And a strategy that is still being computed on demand rather than stored - which is most live Auto-detected and User-selected rows - can't be broken up either, because there's no stored group to dissolve. To restructure one of those, select its legs and group them the way you want instead; a manual group supersedes the detected version.

Locked and Edited badges

The Source column shows where a group came from, and manual changes add provenance badges next to it:

• Manual - you created this group. Groups you make through the modal are always recorded as Manual, even when you picked a recognized structure for them. Manual groups are locked by definition; hover the badge for the reminder that auto-detection won't change them.
• Locked (amber, padlock) - shown on a group that started as auto-detected or user-selected and became locked because you changed it. Auto-detection can no longer re-classify it, re-shape it, or prune it.
• Edited (purple, pencil) - which parts you changed. Hover for the list: strategy type, name, or legs.

Moving legs between groups locks both the group receiving them and any group that lost them, and records legs as edited on them, so a later broker sync doesn't undo the change.

Suggested fills on locked groups

Because a locked group is never touched by auto-detection, a new fill that plausibly belongs to it would otherwise be stranded as a standalone position. Instead, OptionsPro suggests it and lets you decide.

• The Confidence column shows an orange N suggested fills badge, and the row's actions menu gains Review suggested fills (N).
• The Review suggested fills modal lists each candidate with its underlying, call/put, strike, and expiration, and an Add or Dismiss button per row. With more than one candidate you also get Add all and Dismiss all.
• A position is suggested when it shares the group's underlying, exactly matches the expiration of at least one leg already in the group, and isn't currently in any group. That rule is deliberately narrow, so a roll to a new expiration won't be suggested - add those legs yourself with Add to Existing Strategy.
• Dismiss is permanent for that pairing: the fill won't be suggested for that group again. It stays available to group anywhere else.

Limits and gotchas

• A group needs at least two legs, all on the same underlying. The same leg can't be listed twice.
• Grouping is organization-wide, not per-account or per-portfolio. Legs held in different brokerage accounts can sit in one group, exactly as with auto-detection across accounts.
• Grouping (and breaking up) changes how P&L is attributed across strategies, not the P&L itself. Position- and trade-level numbers don't move.
• Closed and expired legs can be grouped too, which is how you fix attribution on a spread you've already closed out.
• Anyone in your organization can regroup, and the change applies for everyone.