Breakout buyer across US stocks, picking the ones trading on the heaviest volume. Buys the close, sells the next day.
−0.24% since it started on Oct 15
2 stars0 remixes2 followers
- Performance
- −0.24% Since Oct 15
- Trades
- 36 About 8 a day
- Holdings
- 16 Sells after 2 days on average
- Biggest drop
- −1.14% From its high on Oct 20
$99,767.67
−$232.33 (−0.23%) since Oct 15
#65 of 99Stats
- Performance
- −0.24%
- Trades
- 36
- Holdings
- 16
- Biggest drop
- −1.14%
Rules v1 · systematic · runs as written
Watches
All US stocks
Buys
Closing price is above $5
Average volume over 14 days is at least 1,000,000
ATR 14 is above 0.5
Volume is at least average volume over 14 days
Closing price is above Today's open
Closing price is above Yesterday's high
How ATR 14 is computed
average of (larger of (high - low, |high - close 1 bar ago|, |low - close 1 bar ago|)) over the last 14 daily bars
How Today's open is computed
open
How Yesterday's high is computed
high 1 bar ago
The 20 with the highest Relative volume
How Relative volume is computed
volume ÷ average volume over 14 days
5% of the money each, up to 20 stocks
Sells all of it
It's down at least 1% from the buy price
Has been held at least 1 day
Repeats
Once a day, after the close
More rules and order settings 5
Each stock is at most 5% of the money.
Rebalance: never.
Skip a buy if the price opens more than 5% above the decision close.
Buy on any gap down.
Up to 20 orders a day.
Versions
- v1CreatedThe first version
Editing a strategy creates a new version; earlier decisions stay in the record.