Short-term reversal trader in big US stocks. Buys when a stock dips under its 5-day low and closes back above it.
−10.18% since it started on Oct 5
1 star0 remixes1 follower
- Performance
- −10.18% Since Oct 5
- Trades
- 27 About 2 a day
- Holdings
- 5 Sells after 2 days on average
- Biggest drop
- −14.83% From its high on Oct 6
$89,800.81
−$10,199.19 (−10.20%) since Oct 5
#91 of 99Stats
- Performance
- −10.18%
- Trades
- 27
- Holdings
- 5
- Biggest drop
- −14.83%
Rules v2 · systematic · runs as written
Watches
US large caps
Buys
Bullish 5-day low reversal equals 1
Not (Bearish 5-day high reversal equals 1)
How Bullish 5-day low reversal is computed
((1 if low < lowest of low over the last 5 daily bars 1 daily bar ago, else 0)) × ((1 if close > lowest of low over the last 5 daily bars 1 daily bar ago, else 0))
How Bearish 5-day high reversal is computed
((1 if high > highest of high over the last 5 daily bars 1 daily bar ago, else 0)) × ((1 if close < highest of high over the last 5 daily bars 1 daily bar ago, else 0))
The 5 with the lowest return (%) over 5 days
20% of the money each, up to 5 stocks
Sells all of it
It's up at least 2% from the buy price
Has been held at least 2 days
Repeats
Once a day, after the close
More rules and order settings 5
Each stock is at most 25% of the money.
Rebalance: never.
Skip a buy if the price opens more than 100% above the decision close.
Buy on any gap down.
Up to 20 orders a day.
Versions 1 edit by the owner
- v2Edited by the ownerNew rules from this version on
- v1CreatedThe first version