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
-$145
-1.19% on $12,141 deployed
REGIME PAUSED
VIX 16.0
PERFORMANCE
RETURN
-1.19%
-$145 on capital deployed
SHARPE
2.15
annualized
WIN RATE
33.15%
243W / 489L
MAX DD
-11.91%
worst drawdown
REALIZED P&L
-$260
733 closed trades
UNREALIZED P&L
+$115
416 open positions
LONG EXPOSURE
$2,446
net +$369
SHORT EXPOSURE
$2,077
gross $4,523
Last scan: 8/4/2026, 10:11:47 AM
Next scan: in 23h 12m (22:00 UTC weekday)
SIGNALS FOR 2026-08-04
LONG PICKSHold 10 trading days
| # | TICKER | PRICE | SCORE | |
|---|---|---|---|---|
| 1 | NVDA | $206.64 | 99 | |
| 2 | TSLA | $322.08 | 98 | |
| 3 | INTC | $91.00 | 98 | |
| 4 | ORCL | $141.85 | 97 | |
| 5 | MU | $829.50 | 97 | |
| 6 | SOFI | $18.03 | 95 | |
| 7 | META | $590.24 | 95 | |
| 8 | PLTR | $125.65 | 95 | |
| 9 | MSFT | $487.65 | 93 | |
| 10 | AMZN | $284.02 | 93 |
SHORT PICKSHold 10 trading days
| # | TICKER | PRICE | SCORE | |
|---|---|---|---|---|
| 1 | HYG | $79.31 | 1 | |
| 2 | XLP | $84.86 | 2 | |
| 3 | XLY | $118.21 | 3 | |
| 4 | ROKU | $145.84 | 3 | |
| 5 | XLV | $162.24 | 4 | |
| 6 | USB | $63.94 | 4 | |
| 7 | EOG | $145.68 | 4 | |
| 8 | HUM | $374.50 | 6 | |
| 9 | COF | $217.68 | 8 | |
| 10 | ARKG | $39.62 | 9 |
Tap any ticker for signal details and why it was picked.
Open Positions416 held · live MTM
Loading...
Recent Closed Tradeslast 100 closed · most recent first
| SIDE | TICKER | ENTRY | EXIT | PROFIT | |
|---|---|---|---|---|---|
| LONG | PLTR | $128.82 | $123.06 | $-0 -4.47% | |
| LONG | ORCL | $143.30 | $129.87 | $-1 -9.37% | |
| SHORT | EOG | $129.48 | $148.69 | $-2 -14.84% | |
| LONG | SLV | $55.11 | $52.36 | $-1 -4.99% | |
| LONG | META | $607.90 | $556.71 | $-1 -8.42% | |
| LONG | NVDA | $197.15 | $200.75 | +$0 +1.83% | |
| LONG | INTC | $128.91 | $90.20 | $-3 -30.03% | |
| LONG | MU | $1041.50 | $823.03 | $-2 -20.98% | |
| SHORT | XLP | $83.75 | $85.05 | $-0 -1.55% | |
| SHORT | XLY | $118.63 | $116.09 | +$0 +2.14% | |
| SHORT | DIA | $525.49 | $524.32 | +$0 +0.22% | |
| LONG | MSFT | $384.48 | $464.72 | +$2 +20.87% | |
| SHORT | CVS | $104.58 | $104.43 | +$0 +0.14% | |
| SHORT | XLV | $160.67 | $162.55 | $-0 -1.17% | |
| LONG | TSLA | $428.23 | $311.21 | $-3 -27.33% | |
| SHORT | MO | $72.24 | $68.33 | +$1 +5.41% | |
| SHORT | USB | $62.20 | $63.01 | $-0 -1.30% | |
| SHORT | JNJ | $255.78 | $256.35 | $-0 -0.22% | |
| LONG | SMCI | $28.06 | $28.40 | +$0 +1.21% | |
| SHORT | DIA | $521.43 | $521.51 | $-0 -0.02% | |
| SHORT | XLV | $159.61 | $163.52 | $-0 -2.45% | |
| SHORT | USB | $60.40 | $62.90 | $-0 -4.14% | |
| LONG | NVDA | $196.17 | $195.04 | $-0 -0.58% | |
| LONG | SLV | $53.33 | $53.50 | +$0 +0.32% | |
| SHORT | XLP | $83.10 | $85.47 | $-0 -2.86% | |
| SHORT | EOG | $129.00 | $145.51 | $-1 -12.80% | |
| SHORT | MO | $72.49 | $67.94 | +$1 +6.28% | |
| SHORT | LOW | $222.76 | $210.08 | +$1 +5.69% | |
| LONG | MU | $1082.08 | $874.66 | $-2 -19.17% | |
| LONG | SMCI | $28.20 | $27.73 | $-0 -1.67% | |
| LONG | PLTR | $120.28 | $122.26 | +$0 +1.65% | |
| LONG | INTC | $135.00 | $91.13 | $-3 -32.50% | |
| LONG | MSFT | $380.83 | $451.10 | +$2 +18.45% | |
| LONG | NFLX | $72.56 | $73.17 | +$0 +0.84% | |
| LONG | TSLA | $421.57 | $308.85 | $-3 -26.74% | |
| LONG | ORCL | $144.49 | $127.56 | $-1 -11.72% | |
| SHORT | HUM | $395.67 | $366.66 | +$1 +7.33% | |
| SHORT | HUM | $389.36 | $365.41 | +$1 +6.15% | |
| SHORT | EOG | $131.19 | $145.94 | $-1 -11.24% | |
| LONG | MSFT | $370.88 | $390.54 | +$1 +5.30% | |
| LONG | SLV | $53.33 | $51.77 | $-0 -2.93% | |
| SHORT | USB | $60.49 | $62.82 | $-0 -3.85% | |
| LONG | TSLA | $406.00 | $298.32 | $-3 -26.52% | |
| LONG | AMZN | $237.43 | $226.65 | $-0 -4.54% | |
| SHORT | MS | $210.17 | $203.13 | +$0 +3.35% | |
| LONG | INTC | $132.18 | $81.88 | $-4 -38.06% | |
| SHORT | XLP | $83.99 | $87.36 | $-0 -4.01% | |
| SHORT | DIA | $522.35 | $515.41 | +$0 +1.33% | |
| LONG | NVDA | $197.20 | $190.01 | $-0 -3.64% | |
| LONG | PLTR | $114.91 | $123.00 | +$1 +7.04% | |
| LONG | MU | $1144.73 | $739.00 | $-4 -35.44% | |
| SHORT | JNJ | $259.00 | $265.53 | $-0 -2.52% | |
| LONG | ORCL | $147.25 | $117.74 | $-2 -20.04% | |
| SHORT | MO | $73.59 | $74.92 | $-0 -1.81% | |
| LONG | SMCI | $28.41 | $25.70 | $-1 -9.54% | |
| LONG | AMZN | $234.24 | $230.86 | $-0 -1.45% | |
| SHORT | HUM | $381.38 | $388.71 | $-0 -1.92% | |
| SHORT | EOG | $132.69 | $139.64 | $-1 -5.24% | |
| LONG | NFLX | $74.61 | $72.39 | $-0 -2.98% | |
| LONG | MSFT | $377.50 | $393.35 | +$0 +4.20% | |
| LONG | INTC | $126.98 | $86.30 | $-3 -32.04% | |
| LONG | NVDA | $193.79 | $197.01 | +$0 +1.66% | |
| LONG | PLTR | $116.23 | $123.53 | +$1 +6.28% | |
| LONG | ORCL | $153.94 | $119.96 | $-2 -22.07% | |
| SHORT | DIA | $520.63 | $526.89 | $-0 -1.20% | |
| LONG | TSLA | $381.79 | $307.44 | $-2 -19.47% | |
| LONG | MU | $1128.70 | $820.53 | $-3 -27.30% | |
| SHORT | LOW | $221.22 | $218.24 | +$0 +1.35% | |
| SHORT | USB | $60.83 | $64.43 | $-1 -5.92% | |
| LONG | SLV | $52.78 | $51.70 | $-0 -2.04% | |
| SHORT | PG | $148.73 | $148.88 | $-0 -0.10% | |
| SHORT | XLV | $160.70 | $167.26 | $-0 -4.08% | |
| SHORT | XLP | $84.90 | $87.06 | $-0 -2.54% | |
| LONG | INTC | $139.67 | $92.32 | $-4 -33.90% | |
| SHORT | HUM | $374.33 | — | +$0 +0.00% | |
| LONG | NVDA | $200.08 | $206.84 | +$0 +3.38% | |
| LONG | PLTR | $111.43 | $122.92 | +$1 +10.31% | |
| LONG | TSLA | $375.40 | $313.03 | $-2 -16.61% | |
| LONG | NVDA | $193.10 | $206.84 | +$1 +7.11% | |
| LONG | MSFT | $362.70 | $381.70 | +$1 +5.24% | |
| LONG | NFLX | $71.60 | $70.09 | $-0 -2.11% | |
| LONG | SOFI | $17.01 | $16.46 | $-0 -3.23% | |
| LONG | AMZN | $227.39 | $232.11 | +$0 +2.08% | |
| SHORT | COF | $201.68 | $202.84 | $-0 -0.58% | |
| LONG | ORCL | $157.35 | $114.99 | $-3 -26.92% | |
| LONG | MU | $1233.35 | $920.95 | $-3 -25.33% | |
| LONG | AMZN | $231.93 | $232.11 | +$0 +0.08% | |
| SHORT | EOG | $132.89 | $146.39 | $-1 -10.16% | |
| LONG | SLV | $52.71 | $52.59 | $-0 -0.23% | |
| SHORT | USB | $61.44 | $63.97 | $-0 -4.12% | |
| LONG | TSLA | $370.14 | $313.03 | $-2 -15.43% | |
| SHORT | XLV | $156.32 | $162.57 | $-0 -4.00% | |
| SHORT | MO | $73.49 | $72.99 | +$0 +0.68% | |
| SHORT | XLV | $153.95 | $162.57 | $-1 -5.60% | |
| LONG | MU | $1139.07 | $920.95 | $-2 -19.15% | |
| LONG | MSFT | $357.13 | $381.70 | +$1 +6.88% | |
| SHORT | USB | $60.48 | $63.97 | $-1 -5.77% | |
| SHORT | DIA | $517.00 | $518.76 | $-0 -0.34% | |
| SHORT | EOG | $133.43 | $146.39 | $-1 -9.71% | |
| LONG | SLV | $52.87 | $52.59 | $-0 -0.53% |