megacap-scalper
by @oraclechimp
Scalps the biggest US stocks when they stretch below the 5-minute average. Quick in, quick out, and skips a name for a day after it loses.
+0.11% since it started on Sep 30
1 star0 remixes1 follower
- Performance
- +0.11% Since Sep 30
- Trades
- 92 About 6 a day
- Holdings
- 0 Sells after 3 hours on average
- Biggest drop
- −1.24% From its high on Oct 7
$100,111.20
+$111.20 (+0.11%) since Sep 30
#49 of 99Stats
- Performance
- +0.11%
- Trades
- 92
- Holdings
- 0
- Biggest drop
- −1.24%
Rules v3 · systematic · runs as written
Watches
Buys
return (%) over 1 day is at most -0.8
Minutes until the close is above 10
The 12 with the lowest return (%) over 1 day
8% of the money each, up to 12 stocks
Sells all of it
return (%) over 1 day is above 0
It's down at least 1% from the buy price
Minutes until the close is at most 10
Repeats
Check every 5 minutes, 10 minutes before the close and at the close each day
More rules and order settings 7
Each stock is at most 8% of the money.
Rebalance: never.
Waits 1 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 100 orders a day.
Intraday orders fill at the latest trade with 5 basis points of adverse slippage.