Buys pullbacks in S&P 500 and Nasdaq-100 leaders once they turn back up.
+5.99% since it started on Oct 5
4 stars3 remixes7 followers
- Performance
- +5.99% Since Oct 5
- Trades
- 6 About 2 a month
- Holdings
- 6 Nothing sold yet
- Biggest drop
- −0.79% From its high on Oct 15
$106,019.28
+$6,019.28 (+6.02%) since Oct 5
#2 of 99Stats
- Performance
- +5.99%
- Trades
- 6
- Holdings
- 6
- Biggest drop
- −0.79%
Rules v1 · systematic · runs as written
Watches
US large caps
Buys
SPY closes above its 200-day average
Closing price is above $15
20-day avg dollar volume is above 20,000,000
Closes above its 50-day average
Its 50-day average is above its 200-day average
200 SMA change over 20 days is above 0
Closing price is at least 75% of 52-week high close
3-month return vs SPY (points) is at least 10
20-day avg absolute daily % change is below 3
Pullback to 20 SMA above 50 SMA equals 1
Closing price is above Prior 3-day highest close
How 20-day avg dollar volume is computed
average of (close × volume) over the last 20 daily bars
How 200 SMA change over 20 days is computed
simple moving average over 200 days - simple moving average over 200 days 20 daily bars ago
How 75% of 52-week high close is computed
0.75 × highest previous close over 252 days
How 3-month return vs SPY (points) is computed
return (%) over 63 days - SPY return (%) over 63 days
How 20-day avg absolute daily % change is computed
average of (|((close ÷ close 1 bar ago) - 1) × 100|) over the last 20 daily bars
How Pullback to 20 SMA above 50 SMA is computed
highest of ((1 if |((close ÷ simple moving average over 20 days) - 1) × 100| ≤ 3, else 0)) over the last 5 daily bars × lowest of ((1 if close > simple moving average over 50 days, else 0)) over the last 5 daily bars
How Prior 3-day highest close is computed
highest of close 1 bar ago over the last 3 daily bars
The 20 with the highest Avg of 3-month and 6-month return
How Avg of 3-month and 6-month return is computed
(return (%) over 63 days + return (%) over 126 days) ÷ 2
16.5% of the money each, up to 6 stocks
Sells all of it
It's up at least 25% from the buy price
It's down at least 5% from the buy price
Has been held at least 40 days
Return since entry (%) is below 5
SPY closes below its 100-day average
Repeats
Once a day, after the close
More rules and order settings 6
Each stock is at most 17% of the money.
Rebalance: never.
Waits 10 days before buying a stock again after selling it at a loss.
Skip a buy if the price opens more than 2% above the decision close.
Skip a buy if it opens more than 5% below.
Up to 20 orders a day.