Screener
Loading…
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
Loading…
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+45.9%per year · SPY +17.4% · QQQ +23.3%
Max drawdown−22%SPY −34% · QQQ −35%
Sharpe1.88SPY 0.93 · QQQ 1.00
Alpha+26.1%per year over SPY + QQQ exposure (t 4.4)
Growth of $1 · log scale
Screener QQQ SPY
| Return / max drawdown | 2019 – 21 | 2022 – 26 | 2019 – 26 |
|---|---|---|---|
| Screener (options ratio ≥ 2.5, 6 slots, 8% breaker, no buys after 2pm) | +72.5% / −13% | +31.3% / −22% | +45.9% / −22% |
| QQQ | +38.1% / −29% | +14.9% / −35% | +23.3% / −35% |
| SPY | +26.0% / −34% | +12.3% / −24% | +17.4% / −34% |
Backtest, daily mark-to-market, 6 slots (16.7% each), sticky 1h stop, no new entries while the book is more than 8% below its 20-day high or from 2pm to the close, 2 bp per trade. Benchmarks through Sep 25, 2026. Universe is today's S&P names and the rules were chosen on this data, so expect less live.