Precision25

PA ASYM-1D · TOP-2 · 90D HOLD W/ 6-STAGE SCALE-OUT · FLAT SIZING
About this strategy — what it is, what it looks for, how it operates

A long-only capitulation-bounce strategy. It buys beaten-down stocks a path-aware model judges are genuine capitulation bottoms — not falling knives — then holds while scaling out in pieces.

  • Looks forstocks in the bottom 40% of their 52-week range that the model predicts won't whipsaw lower the day after entry
  • The labeltrained on whether a stock reaches +30% within 30 days without dropping -15% the day after entry — the immediate-after-entry whipsaw is the one thing reliably predictable
  • Universe~500-name stock universe; leveraged/inverse ETFs excluded
  • Operatestop-2 picks per day; 90-day hold with six equal scale-out slices at days 15/30/45/60/75/90; no stops
Backtest — 5-fold walk-forward, honest true-daily marks (2024-01 → 2026-05)
Sharpe
1.20
Win rate
47%
CAGR
+76.8%
Max DD
-40.7%

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
-$4
-0.64% on $696 deployed
REGIME PAUSED
VIX 16.4
PERFORMANCE
RETURN
-0.64%
-$4 on capital deployed
SHARPE
need 4 more days
WIN RATE
0 closed (52 open)
MAX DD
-0.10%
worst drawdown
REALIZED P&L
$0
0 closed trades
UNREALIZED P&L
-$4
52 open positions
LONG EXPOSURE
$691
net +$691
SHORT EXPOSURE
$0
gross $691
Last scan: 6/18/2026, 10:11:39 AM
Next scan: in 51h 33m (22:00 UTC weekday)

Open Positions52 held · live MTM

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