Screener
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Open positions
Select a ticker to open its chart| Ticker | Entry | Stop | Last | P&L | Peak |
|---|
No open positions.
Today's signals
Universe
Eligible names by options ratio · held names outlined in goldBook vs its universe
Mid/small book Equal-weight universe
Backtest Apr 2020 – Sep 2026, open-to-open, before costs. Top 30 by a 4-signal sector-relative composite, held while inside the top 45, rebalanced every 4 weeks.
Current holdings
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Scroll to zoom, drag to pan. Candles are colored by the vector on the vector timeframe you pick — blue bull, pink bear — so a 5m chart can carry the 1h vector.
Book vs the indexes
Screener book QQQ SPY
Book = sum of slot returns (each trade is one slot, 12.5%), at the rule's fills; open trades marked to the last price.
Every trade
| Trade | Entry | Exit | Return | Peak | Book |
|---|
No trades yet.
Return+36.1%per year · SPY +15.7% · QQQ +22.6%
Max drawdown−25%SPY −34% · QQQ −36%
Sharpe1.47SPY 0.86 · QQQ 0.97
Alpha+14.4%per year over holding the same names (t 3.0)
Growth of $1 · log scale
Screener QQQ SPY
| Return / max drawdown | 2019 – 21 | 2022 – 26 | 2019 – 26 |
|---|---|---|---|
| Screener (options ratio ≥ 2.5, 6 slots) | +55.4% / −25% | +25.2% / −22% | +36.1% / −25% |
| QQQ | +37.0% / −28% | +14.2% / −35% | +22.6% / −36% |
| SPY | +23.8% / −34% | +10.9% / −25% | +15.7% / −34% |
Backtest, daily mark-to-market, 6 slots (16.7% each), 2 bp per trade. Universe is today's S&P names and the rules were chosen on this data, so expect less live.