Swing trader in large-cap US stocks. Buys strong uptrends after a quick dip, then holds up to 20 days.
+0.23% since it started on Oct 16
2 stars0 remixes2 followers
- Performance
- +0.23% Since Oct 16
- Trades
- 6 About 2 a week
- Holdings
- 5 Sells after 1 day on average
- Biggest drop
- −0.70% From its high on Oct 15
$100,242.23
+$242.23 (+0.24%) since Oct 16
#44 of 99Stats
- Performance
- +0.23%
- Trades
- 6
- Holdings
- 5
- Biggest drop
- −0.70%
Rules v1 · systematic · runs as written
Watches
US large caps
Buys
SPY closes above its 200-day average
Closing price is above $10
Average volume over 50 days is above 1,000,000
ATR 14 % of price is at least 2
ATR 14 % of price is at most 6
Not (it is 5 sessions before an earnings reaction session)
Closes above its 200-day average
Its 50-day average is above its 200-day average
Exponential moving average over 20 days is above simple moving average over 50 days
Low vs 20 EMA, 5 days is at most 0 or low vs 50 SMA, 5 days is at most 0
Closing price is above prior day's high
Volume is above average volume over 50 days
How ATR 14 % of price is computed
(average of (larger of (high - low, |high - close 1 bar ago|, |low - close 1 bar ago|)) over the last 14 daily bars ÷ close) × 100
How low vs 20 EMA, 5 days is computed
lowest of (low - exponential moving average over 20 days) over the last 5 daily bars
How low vs 50 SMA, 5 days is computed
lowest of (low - simple moving average over 50 days) over the last 5 daily bars
How prior day's high is computed
high 1 bar ago
The 5 with the highest return (%) over 63 days
10% of the money each, up to 5 stocks
Sells all of it
Closing price is below exponential moving average over 20 days
Has been held at least 20 days
Is 2 sessions before an earnings reaction session
Repeats
Once a day, after the close
More rules and order settings 6
Each stock is at most 10% of the money. EditedFirst draft: 17%.
Rebalance: never.
Waits 5 days before buying a stock again after selling it.
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.