All moves are measured from the previous close (Thursday). "High by 10:00 / 10:30" = share of Fridays where the day's high was already in by that time. "Ran all day" = high printed after 2:00 PM. Last two columns compare the average Friday to the average Monday–Thursday for the same stock this year.
This table is a model, not recorded option prices. Black-Scholes with implied vol set to 1.3× the stock's 20-day realized vol, strike set exactly N% above Thursday's close. Each cell is average multiple then median multiple of the entry premium (1.00× = break-even before spread and fees). "Best 30" is the unreachable perfect exit at the first-30-minute high. Earnings-style gap Fridays are excluded by default because real premiums are far richer on those weeks than the model assumes.
Actual option prices recorded by FlowDesk since August: calls on these tickers that printed large bought flow on a Thursday for Friday expiry. Entry = Thursday closing option price. These are flow-selected contracts, so this is the closest thing to the real strategy, but it only covers the weeks the tracker has existed.
FlowDesk snapshots the Friday call ladder at 5 to 20% OTM every Thursday between 3 and 4 PM, then samples it Friday 9:26 to 10:06. The multiple below is the best price seen in that window divided by the Thursday entry, so it is the ceiling, not a realistic fill. Thursday-to-Friday weeks only.
Highlighted rows are event gaps (earnings or news, gap of 4%+ and 2.5+ daily sigmas). "New high after" answers whether the stock made a higher high later than that time. Model columns: 3% OTM call bought Thursday close, value as a multiple at the Friday open, 10:00, and the close.
Source: Schwab price history, daily bars and 5-minute regular-session bars. Fridays before Jan 15 have no intraday bars, so their timing columns are blank. Regenerate with python friday_backtest.py. Data screen, not advice.