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
+$10
+0.17% on $6,034 deployed
REGIME PAUSED
VIX 16.4
PERFORMANCE
RETURN
+0.17%
+$10 on capital deployed
SHARPE
—
need 4 more days
WIN RATE
34.53%
48W / 91L
MAX DD
-0.25%
worst drawdown
REALIZED P&L
+$8
139 closed trades
UNREALIZED P&L
+$2
432 open positions
LONG EXPOSURE
$2,342
net +$87
SHORT EXPOSURE
$2,255
gross $4,597
Last scan: 6/18/2026, 10:10:12 AM
Next scan: in 51h 37m (22:00 UTC weekday)
SIGNALS FOR 2026-06-18
LONG PICKSHold 10 trading days
| # | TICKER | PRICE | SCORE | |
|---|---|---|---|---|
| 1 | NVDA | $204.65 | 99 | |
| 2 | TSLA | $396.38 | 99 | |
| 3 | SLV | $60.61 | 98 | |
| 4 | MU | $1043.19 | 97 | |
| 5 | INTC | $121.10 | 97 | |
| 6 | MSFT | $378.91 | 97 | |
| 7 | SOFI | $17.42 | 96 | |
| 8 | SMCI | $27.78 | 95 | |
| 9 | META | $567.58 | 94 | |
| 10 | HOOD | $105.20 | 93 |
SHORT PICKSHold 10 trading days
| # | TICKER | PRICE | SCORE | |
|---|---|---|---|---|
| 1 | HYG | $79.73 | 1 | |
| 2 | XLP | $83.68 | 2 | |
| 3 | XLV | $150.71 | 2 | |
| 4 | XLY | $115.49 | 3 | |
| 5 | USB | $57.91 | 4 | |
| 6 | EOG | $133.25 | 5 | |
| 7 | MO | $68.95 | 5 | |
| 8 | HUM | $362.00 | 6 | |
| 9 | JNJ | $234.20 | 8 | |
| 10 | EBAY | $107.89 | 9 |
Tap any ticker for signal details and why it was picked.
Open Positions432 held · live MTM
Loading...
Recent Closed Tradeslast 100 closed · most recent first
| SIDE | TICKER | ENTRY | EXIT | PROFIT | |
|---|---|---|---|---|---|
| LONG | NVDA | $219.70 | $204.65 | $-1 -6.85% | |
| LONG | TSLA | $402.98 | $396.38 | $-0 -1.64% | |
| SHORT | EOG | $144.35 | $133.25 | +$1 +7.69% | |
| SHORT | JNJ | $228.93 | $234.20 | $-0 -2.30% | |
| SHORT | MO | $73.65 | $68.95 | +$1 +6.38% | |
| SHORT | ARKG | $27.97 | $35.04 | $-3 -25.28% | |
| SHORT | USB | $53.24 | $57.91 | $-1 -8.78% | |
| SHORT | XLV | $145.62 | $150.71 | $-0 -3.50% | |
| SHORT | XLY | $115.13 | $115.49 | $-0 -0.31% | |
| SHORT | XLP | $85.82 | $83.68 | +$0 +2.49% | |
| SHORT | HYG | $79.41 | $79.73 | $-0 -0.40% | |
| LONG | SLV | $66.68 | $60.61 | $-1 -9.10% | |
| LONG | MU | $664.90 | $1043.19 | +$6 +56.90% | |
| LONG | INTC | $106.89 | $121.10 | +$1 +13.29% | |
| LONG | SOFI | $15.59 | $17.42 | +$1 +11.74% | |
| LONG | GME | $21.88 | $21.51 | $-0 -1.69% | |
| LONG | ORCL | $186.00 | $183.53 | $-0 -1.33% | |
| LONG | MSFT | $429.89 | $378.91 | $-1 -11.86% | |
| LONG | AMD | $412.96 | $512.48 | +$3 +24.10% | |
| SHORT | MS | $191.55 | $224.96 | $-2 -17.44% | |
| LONG | OPEN | $4.41 | $4.75 | +$1 +7.59% | |
| SHORT | XLK | $177.62 | $186.44 | $-1 -4.97% | |
| SHORT | ROKU | $124.18 | $137.95 | $-1 -11.09% | |
| LONG | TSLA | $419.36 | $404.66 | $-0 -3.50% | |
| SHORT | HYG | $79.63 | $80.03 | $-0 -0.50% | |
| LONG | RIVN | $13.78 | $15.93 | +$2 +15.56% | |
| SHORT | USB | $53.15 | $58.89 | $-1 -10.80% | |
| SHORT | XLP | $84.75 | $85.59 | $-0 -0.99% | |
| LONG | COIN | $190.48 | $169.27 | $-1 -11.14% | |
| SHORT | XLY | $116.50 | $118.46 | $-0 -1.68% | |
| SHORT | MO | $73.24 | $70.19 | +$0 +4.16% | |
| SHORT | CVS | $95.70 | $100.72 | $-1 -5.25% | |
| SHORT | JNJ | $226.71 | $235.18 | $-0 -3.74% | |
| LONG | SNAP | $5.52 | $5.16 | $-1 -6.52% | |
| LONG | EWZ | $36.48 | $34.41 | $-1 -5.67% | |
| SHORT | HAL | $41.54 | $37.20 | +$1 +10.45% | |
| LONG | AMC | $1.25 | $2.49 | +$10 +99.20% | |
| LONG | SOFI | $15.48 | $17.71 | +$2 +14.41% | |
| LONG | SLV | $70.23 | $63.39 | $-1 -9.74% | |
| LONG | GME | $21.62 | $21.46 | $-0 -0.74% | |
| LONG | GME | $22.08 | $21.77 | $-0 -1.40% | |
| LONG | SOFI | $15.31 | $16.58 | +$1 +8.30% | |
| LONG | SLV | $77.29 | $61.29 | $-2 -20.70% | |
| LONG | SHOP | $95.40 | $108.24 | +$1 +13.46% | |
| LONG | SOXS | $8.43 | $4.72 | $-5 -44.01% | |
| LONG | AMC | $1.33 | $2.34 | +$8 +75.94% | |
| LONG | OPEN | $4.53 | $4.44 | $-0 -2.03% | |
| LONG | ORCL | $188.18 | $184.13 | $-0 -2.15% | |
| LONG | PLTR | $129.69 | $127.99 | $-0 -1.31% | |
| LONG | MU | $787.62 | $981.61 | +$3 +24.63% | |
| SHORT | ARKK | $77.80 | $75.65 | +$0 +2.76% | |
| SHORT | JNJ | $231.00 | $240.87 | $-0 -4.27% | |
| SHORT | ROKU | $126.21 | $143.66 | $-1 -13.83% | |
| SHORT | MO | $71.63 | $70.88 | +$0 +1.04% | |
| SHORT | HUM | $302.78 | $379.22 | $-3 -25.25% | |
| SHORT | CVS | $98.32 | $101.96 | $-0 -3.70% | |
| SHORT | XLK | $177.36 | $184.80 | $-0 -4.19% | |
| SHORT | XLY | $119.01 | $116.60 | +$0 +2.03% | |
| SHORT | XLP | $84.95 | $85.82 | $-0 -1.02% | |
| SHORT | HYG | $79.97 | $79.94 | +$0 +0.04% | |
| LONG | SLV | $69.74 | $61.29 | $-1 -12.12% | |
| LONG | GME | $21.54 | $21.77 | +$0 +1.07% | |
| LONG | AMC | $1.33 | $2.34 | +$8 +75.94% | |
| LONG | OPEN | $4.36 | $4.44 | +$0 +1.72% | |
| LONG | SOFI | $15.69 | $16.58 | +$1 +5.67% | |
| LONG | RIVN | $14.05 | $16.76 | +$2 +19.29% | |
| LONG | QCOM | $201.65 | $211.72 | +$1 +4.99% | |
| LONG | COIN | $205.76 | $159.78 | $-2 -22.35% | |
| LONG | SNAP | $5.33 | $5.26 | $-0 -1.31% | |
| SHORT | MRK | $113.90 | $118.20 | $-0 -3.78% | |
| SHORT | XLK | $176.21 | $184.80 | $-1 -4.87% | |
| SHORT | SBUX | $105.58 | $103.04 | +$0 +2.41% | |
| SHORT | JNJ | $230.77 | $240.87 | $-0 -4.38% | |
| SHORT | ROKU | $122.56 | $143.66 | $-2 -17.22% | |
| SHORT | HYG | $79.64 | $79.94 | $-0 -0.38% | |
| SHORT | XLV | $146.76 | $153.81 | $-1 -4.80% | |
| SHORT | MO | $73.02 | $70.88 | +$0 +2.93% | |
| SHORT | XLY | $117.31 | $116.60 | +$0 +0.61% | |
| SHORT | XLP | $85.53 | $85.82 | $-0 -0.34% | |
| LONG | GME | $22.33 | $22.18 | $-0 -0.67% | |
| LONG | AMC | $1.32 | $2.28 | +$8 +72.73% | |
| LONG | SOXS | $8.38 | $4.97 | $-4 -40.69% | |
| LONG | SOFI | $15.69 | $16.67 | +$1 +6.25% | |
| LONG | SNAP | $5.49 | $5.33 | $-0 -2.91% | |
| LONG | OPEN | $4.71 | $4.47 | $-1 -5.10% | |
| LONG | ORCL | $189.03 | $184.10 | $-0 -2.61% | |
| LONG | NFLX | $86.48 | $81.27 | $-1 -6.02% | |
| LONG | SLV | $78.66 | $60.82 | $-2 -22.68% | |
| LONG | SMCI | $32.90 | $31.97 | $-0 -2.83% | |
| SHORT | EOG | $134.15 | $136.53 | $-0 -1.77% | |
| SHORT | CSX | $44.37 | $47.37 | $-1 -6.75% | |
| SHORT | MS | $190.71 | $212.66 | $-1 -11.51% | |
| SHORT | ARKK | $78.17 | $75.46 | +$0 +3.47% | |
| SHORT | XLK | $177.27 | $183.21 | $-0 -3.35% | |
| SHORT | XLV | $145.32 | $154.09 | $-1 -6.03% | |
| SHORT | XLP | $84.20 | $85.27 | $-0 -1.27% | |
| SHORT | CVS | $95.50 | $100.48 | $-1 -5.21% | |
| SHORT | XLY | $118.06 | $116.30 | +$0 +1.49% | |
| SHORT | HYG | $79.84 | $79.94 | $-0 -0.13% | |
| LONG | TSLA | $375.48 | $411.79 | +$1 +9.67% |