Composite Strategy
COMPOSITE · 5 SIGNALS · 10D HOLD▶About this strategy — what it is, what it looks for, how it operates
A cross-sectional options-flow strategy. Every trading day it scores the optionable universe on informed deep-OTM call buying, longs the top-10 / shorts the bottom-10, and holds 20 trading days — the thesis being that clusters of deep-OTM call volume mark quiet accumulation ahead of a move.
- Looks fordeep-OTM call volume — its current level plus 20- and 60-day averages — cross-sectionally rank-averaged into one score per name per day
- Universethe most-active optionable US stocks (~150-200 names)
- Operatesbuys the top-10 ranked names, shorts the bottom-10, each day; 20-trading-day hold; no regime gate
Backtest — 5-fold walk-forward, honest true-daily marks (2024-01 → 2026-05)
Sharpe
1.26
Win rate
49%
CAGR
+19.9%
Max DD
-12.0%
Backtest numbers, not live results — measured on honest true-daily marks across a 5-fold walk-forward with 10bps costs. Past performance does not guarantee future returns.
TOTAL P&L
+$33
+0.19% on $17,351 deployed
REGIME PAUSED
VIX 17.2
PERFORMANCE
RETURN
+0.19%
+$33 on capital deployed
SHARPE
1.69
annualized
WIN RATE
43.37%
572W / 743L
MAX DD
-11.91%
worst drawdown
REALIZED P&L
-$81
1319 closed trades
UNREALIZED P&L
+$114
323 open positions
LONG EXPOSURE
$1,876
net +$294
SHORT EXPOSURE
$1,583
gross $3,459
Last scan: 9/16/2026, 10:15:35 AM
Next scan: in 50h 59m (22:00 UTC weekday)
SIGNALS FOR 2026-09-16
LONG PICKSHold 10 trading days
| # | TICKER | PRICE | SCORE | |
|---|---|---|---|---|
| 1 | NVDA | $212.17 | 100 | |
| 2 | TSLA | $356.58 | 99 | |
| 3 | SLV | $57.53 | 98 | |
| 4 | EWZ | $37.78 | 97 | |
| 5 | INTC | $97.14 | 97 | |
| 6 | ORCL | $140.35 | 97 | |
| 7 | MU | $927.60 | 96 | |
| 8 | AMZN | $248.42 | 95 | |
| 9 | SOFI | $17.07 | 95 | |
| 10 | GME | $21.44 | 94 |
SHORT PICKSHold 10 trading days
| # | TICKER | PRICE | SCORE | |
|---|---|---|---|---|
| 1 | HYG | $78.38 | 1 | |
| 2 | XLP | $83.73 | 2 | |
| 3 | ROKU | $156.62 | 2 | |
| 4 | USB | $62.22 | 3 | |
| 5 | EBAY | $108.03 | 4 | |
| 6 | XLV | $167.66 | 5 | |
| 7 | EOG | $153.74 | 5 | |
| 8 | MA | $573.27 | 6 | |
| 9 | DIA | $521.23 | 7 | |
| 10 | HUM | $396.62 | 8 |
Tap any ticker for signal details and why it was picked.
Open Positions323 held · live MTM
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Recent Closed Tradeslast 100 closed · most recent first
| SIDE | TICKER | ENTRY | EXIT | PROFIT | |
|---|---|---|---|---|---|
| SHORT | DIA | $534.49 | $521.23 | +$0 +2.48% | |
| LONG | SMCI | $39.31 | $35.64 | $-1 -9.34% | |
| SHORT | ROKU | $157.11 | $156.62 | +$0 +0.31% | |
| LONG | TSLA | $340.69 | $356.58 | +$0 +4.66% | |
| SHORT | XLV | $166.45 | $167.66 | $-0 -0.73% | |
| SHORT | USB | $65.22 | $62.22 | +$0 +4.60% | |
| LONG | SLV | $59.00 | $57.53 | $-0 -2.49% | |
| LONG | INTC | $103.70 | $97.14 | $-1 -6.33% | |
| SHORT | XLP | $85.36 | $83.73 | +$0 +1.91% | |
| SHORT | EOG | $142.77 | $153.74 | $-1 -7.68% | |
| LONG | AMD | $513.80 | $504.20 | $-0 -1.87% | |
| SHORT | XLY | $117.96 | $110.88 | +$1 +6.00% | |
| SHORT | EBAY | $102.36 | $108.03 | $-1 -5.54% | |
| LONG | META | $589.75 | $670.24 | +$1 +13.65% | |
| LONG | NVDA | $226.02 | $212.17 | $-1 -6.13% | |
| LONG | ORCL | $148.45 | $140.35 | $-1 -5.46% | |
| LONG | MU | $998.67 | $927.60 | $-1 -7.12% | |
| LONG | SOFI | $18.69 | $17.07 | $-1 -8.67% | |
| SHORT | HUM | $386.52 | $396.62 | $-0 -2.61% | |
| SHORT | COF | $225.95 | $208.30 | +$1 +7.81% | |
| LONG | AMD | $483.05 | $516.13 | +$1 +6.85% | |
| SHORT | EBAY | $104.57 | $107.75 | $-0 -3.04% | |
| LONG | SMCI | $39.14 | $40.10 | +$0 +2.45% | |
| SHORT | EOG | $142.32 | $147.36 | $-0 -3.54% | |
| LONG | META | $601.70 | $648.03 | +$1 +7.70% | |
| SHORT | XLP | $84.08 | $83.38 | +$0 +0.84% | |
| SHORT | LOW | $218.52 | $196.82 | +$1 +9.93% | |
| LONG | SOFI | $18.35 | $17.32 | $-1 -5.64% | |
| LONG | SLV | $58.83 | $58.12 | $-0 -1.21% | |
| LONG | ORCL | $155.84 | $150.28 | $-0 -3.57% | |
| SHORT | USB | $64.60 | $62.84 | +$0 +2.72% | |
| LONG | NVDA | $226.80 | $218.29 | $-0 -3.75% | |
| LONG | MU | $979.64 | $975.26 | $-0 -0.45% | |
| SHORT | MA | $565.61 | $569.19 | $-0 -0.63% | |
| LONG | SMCI | $38.29 | $40.10 | +$0 +4.73% | |
| LONG | SOFI | $18.08 | $17.32 | $-0 -4.20% | |
| SHORT | MA | $567.95 | $569.19 | $-0 -0.22% | |
| SHORT | MA | $557.56 | $569.19 | $-0 -2.09% | |
| LONG | TSLA | $327.33 | $365.44 | +$1 +11.64% | |
| SHORT | XLV | $169.49 | $165.36 | +$0 +2.44% | |
| LONG | AMD | $488.80 | $516.13 | +$1 +5.59% | |
| SHORT | XLP | $85.61 | $83.38 | +$0 +2.60% | |
| LONG | TSLA | $335.00 | $365.44 | +$1 +9.09% | |
| LONG | ORCL | $151.98 | $150.28 | $-0 -1.12% | |
| SHORT | EBAY | $104.59 | $107.75 | $-0 -3.02% | |
| SHORT | COF | $224.19 | $208.30 | +$1 +7.09% | |
| SHORT | XLP | $86.00 | $83.38 | +$0 +3.05% | |
| LONG | INTC | $101.33 | $102.94 | +$0 +1.59% | |
| LONG | NFLX | $78.48 | $77.40 | $-0 -1.38% | |
| SHORT | ROKU | $151.50 | $154.93 | $-0 -2.26% | |
| SHORT | USB | $65.11 | $62.84 | +$0 +3.49% | |
| SHORT | EBAY | $102.42 | $107.75 | $-1 -5.20% | |
| LONG | MU | $912.90 | $975.26 | +$1 +6.83% | |
| LONG | META | $596.98 | $648.03 | +$1 +8.55% | |
| LONG | SLV | $58.81 | $58.12 | $-0 -1.17% | |
| SHORT | ROKU | $151.00 | $154.93 | $-0 -2.60% | |
| LONG | NVDA | $225.05 | $218.29 | $-0 -3.01% | |
| LONG | META | $580.38 | $648.03 | +$1 +11.66% | |
| SHORT | COF | $219.52 | $208.30 | +$1 +5.11% | |
| SHORT | XLY | $119.32 | $112.96 | +$1 +5.33% | |
| LONG | SLV | $59.58 | $58.12 | $-0 -2.45% | |
| SHORT | EOG | $141.86 | $147.36 | $-0 -3.88% | |
| SHORT | XLV | $167.66 | $165.36 | +$0 +1.37% | |
| LONG | SOFI | $18.47 | $17.32 | $-1 -6.23% | |
| LONG | ORCL | $152.81 | $150.28 | $-0 -1.66% | |
| LONG | INTC | $104.50 | $102.94 | $-0 -1.49% | |
| LONG | MU | $912.94 | $975.26 | +$1 +6.83% | |
| SHORT | XLY | $118.04 | $112.96 | +$0 +4.30% | |
| LONG | NVDA | $221.04 | $218.29 | $-0 -1.24% | |
| SHORT | EOG | $141.02 | $147.36 | $-0 -4.50% | |
| SHORT | XLV | $166.42 | $165.36 | +$0 +0.64% | |
| LONG | TSLA | $342.33 | $365.44 | +$1 +6.75% | |
| LONG | INTC | $101.49 | $102.94 | +$0 +1.43% | |
| LONG | SMCI | $34.99 | $40.10 | +$2 +14.60% | |
| SHORT | USB | $65.07 | $62.84 | +$0 +3.43% | |
| LONG | SLV | $58.67 | $60.72 | +$0 +3.49% | |
| SHORT | XLV | $168.28 | $166.58 | +$0 +1.01% | |
| SHORT | EOG | $141.40 | $147.01 | $-0 -3.97% | |
| LONG | SLV | $57.80 | $60.72 | +$1 +5.05% | |
| SHORT | ROKU | $151.86 | $152.90 | $-0 -0.68% | |
| LONG | META | $597.73 | $653.69 | +$1 +9.36% | |
| SHORT | DIA | $538.70 | $524.07 | +$0 +2.72% | |
| SHORT | USB | $63.51 | $62.11 | +$0 +2.20% | |
| LONG | ORCL | $148.26 | $161.63 | +$1 +9.02% | |
| SHORT | COF | $216.76 | $210.86 | +$0 +2.72% | |
| LONG | TSLA | $332.99 | $367.81 | +$1 +10.46% | |
| LONG | INTC | $98.26 | $106.24 | +$1 +8.12% | |
| LONG | INTC | $96.75 | $106.24 | +$1 +9.81% | |
| LONG | PLTR | $174.52 | $169.53 | $-0 -2.86% | |
| SHORT | ROKU | $152.50 | $152.90 | $-0 -0.26% | |
| LONG | NVDA | $222.15 | $223.67 | +$0 +0.68% | |
| SHORT | MA | $562.71 | $567.50 | $-0 -0.85% | |
| SHORT | EOG | $137.18 | $147.01 | $-1 -7.17% | |
| SHORT | USB | $64.18 | $62.11 | +$0 +3.23% | |
| SHORT | DIA | $539.91 | $524.07 | +$0 +2.93% | |
| LONG | MU | $863.66 | $1027.77 | +$2 +19.00% | |
| LONG | MU | $871.80 | $1027.77 | +$2 +17.89% | |
| SHORT | EBAY | $107.05 | $103.51 | +$0 +3.31% | |
| LONG | TSLA | $326.64 | $367.81 | +$1 +12.60% | |
| LONG | ORCL | $151.20 | $161.63 | +$1 +6.90% |