Capitulation strategy - paper portfolio (daily)

by daily-log-of-system-trading

Order-day posts: Oct 16 · Oct 15 · Oct 14 · Oct 13 · Oct 12

Updated after the US close of 2026-10-23 · paper trading only, not investment advice

Account value

$991,979

Since start

-0.8%

SPY since start

-1.8%

Cash

Positions

40 / 40

Closed trades

Rules (exp11): started 2026-10-08 with $1,000,000. Buy any S&P 500 / Nasdaq-100 stock that makes a new 60-day low while 30%+ below its 52-week high, at the next open, 2.5% of the account per stock, max 40, biggest by dollar volume first. Sell at the next open after a close 30% below the highest close since purchase.

Orders for the next open

Buy: none (27 signals)

Not funded (no cash or slots): AMAT, LRCX, GEV, COHR, KLAC, GLW, UBER, TER, MPWR, PWR, FIX, DASH, CMG, NRG, EME, APTV

Sell: none

Open positions (40)

Ticker	Entry	Days	Value	Return	Last	Stop	Room
LEN	2026-10-15	7	$27,703	+11.9%	$84.92	$59.44	-30%
CPRT	2026-10-14	8	$27,524	+10.5%	$29.00	$20.36	-30%
BX	2026-10-15	7	$27,235	+10.0%	$117.97	$83.12	-30%
SKYD	2026-10-15	7	$27,225	+10.0%	$7.77	$5.51	-29%
CMCSA	2026-10-09	11	$27,141	+8.6%	$22.69	$15.99	-30%
LII	2026-10-14	8	$27,132	+8.9%	$376.01	$265.10	-29%
BSX	2026-10-09	11	$27,105	+8.4%	$45.69	$32.21	-30%
LHX	2026-10-09	11	$26,777	+7.1%	$253.97	$177.96	-30%
ARES	2026-10-15	7	$26,768	+8.2%	$122.08	$86.59	-29%
LULU	2026-10-09	11	$26,637	+6.5%	$99.01	$72.84	-26%
CRH	2026-10-14	8	$26,556	+6.6%	$84.89	$60.50	-29%
DPZ	2026-10-14	8	$26,456	+6.2%	$313.61	$222.39	-29%
PNR	2026-10-09	11	$26,456	+5.8%	$55.30	$38.81	-30%
MLM	2026-10-15	7	$26,247	+6.0%	$507.17	$362.37	-29%
HII	2026-10-14	8	$26,243	+5.4%	$274.08	$195.20	-29%
CHTR	2026-10-12	10	$26,066	+4.4%	$108.61	$78.24	-28%
NVR	2026-10-15	7	$25,499	+3.0%	$5,983.68	$4,277.44	-29%
KKR	2026-10-09	11	$25,239	+1.0%	$91.34	$65.16	-29%
AXON	2026-10-09	11	$25,032	+0.1%	$420.37	$296.02	-30%
FER	2026-10-09	11	$24,748	-1.0%	$49.65	$35.39	-29%
APP	2026-10-15	7	$24,598	-0.6%	$260.25	$195.50	-25%
TMUS	2026-10-12	10	$24,449	-2.1%	$146.54	$111.37	-24%
LVS	2026-10-09	11	$24,426	-2.3%	$35.68	$26.82	-25%
RKLB	2026-10-16	6	$24,305	-3.5%	$52.60	$38.14	-27%
JBL	2026-10-16	6	$24,240	-3.8%	$273.97	$199.20	-27%
WYNN	2026-10-09	11	$24,055	-3.8%	$72.73	$54.21	-25%
AVGO	2026-10-16	6	$23,928	-5.0%	$321.68	$236.94	-26%
F	2026-10-15	7	$23,637	-4.5%	$11.60	$8.70	-25%
ARE	2026-10-09	11	$23,563	-5.7%	$43.02	$31.93	-26%
CAT	2026-10-15	7	$23,416	-5.4%	$687.00	$518.15	-25%
MGM	2026-10-09	11	$23,171	-7.3%	$28.06	$21.18	-25%
AKAM	2026-10-09	11	$22,823	-8.7%	$93.53	$74.86	-20%
ALB	2026-10-09	11	$22,724	-9.1%	$93.67	$72.10	-23%
VRT	2026-10-15	7	$22,653	-8.5%	$194.32	$150.32	-23%
MOS	2026-10-09	11	$22,503	-10.0%	$17.84	$13.87	-22%
WDC	2026-10-09	11	$21,612	-13.6%	$343.67	$278.15	-19%
STX	2026-10-14	8	$21,412	-14.0%	$630.49	$513.13	-19%
HWM	2026-10-14	8	$21,329	-14.4%	$185.91	$154.67	-17%
CRWV	2026-10-16	6	$20,945	-16.9%	$54.24	$45.64	-16%
FLEX	2026-10-15	7	$19,705	-20.4%	$76.55	$68.95	-10%

Daily log

US close	Account	Return	SPY	Cash	Pos.
2026-10-23	$991,979	-0.8%	-1.8%	0%	40
No trades
2026-10-22	$1,004,199	+0.4%	-1.3%	0%	40
No trades
2026-10-21	$1,002,088	+0.2%	-0.1%	0%	40
No trades
2026-10-20	$1,000,595	+0.1%	-0.6%	0%	40
No trades
2026-10-19	$987,518	-1.2%	-1.0%	0%	40
No trades
2026-10-16	$991,715	-0.8%	-1.4%	0%	40
No trades
2026-10-15	$1,006,975	+0.7%	-0.3%	10%	36
Bought 4: AVGO, CRWV, RKLB, JBL
2026-10-14	$988,438	-1.2%	-0.6%	35%	26
Bought 10: CAT, APP, VRT, BX, F, LEN, MLM, FLEX, ARES, NVR
2026-10-13	$995,364	-0.5%	+0.5%	53%	19
Bought 7: STX, HWM, CRH, CPRT, DPZ, LII, HII
2026-10-12	$995,418	-0.5%	+0.5%	53%	19
No trades
2026-10-09	$998,490	-0.2%	+0.6%	58%	17
Bought 2: TMUS, CHTR
2026-10-08	$1,000,000	+0.0%	+0.0%	100%	0
Bought 17: WDC, BSX, CMCSA, AKAM, LULU, AXON, KKR, LHX, ALB, LVS, MOS, WYNN, MGM, BLDR, PNR, FER, ARE

How much to trust it (research update 2026-10-15): on survivorship-free data the rules beat SPY in 2016-2026 (about 17.5% vs 15% a year, total return) but lost to it in 2005-2014 (3.5% vs 5.5% a year, price only; -50% in 2008 vs SPY -38%, worst fall -66%). The edge so far comes from fast V-shaped rebounds in big stocks (2020, 2025); treat it as an unproven bet on that kind of market.

Shadow book (test)

Same signals and rules; when there are more signals than cash or slots, signals after an 8%+ drop with no SEC filing (no company news) get cash first, signals after an earnings drop last (research 2016-26: median 60 days after the signal +19.9% vs +3.9%). Test for 12 months; adopted only if it ends >= 2 points ahead with no worse drawdown.

Shadow account

$991,979

vs real book

+0.00%

Shadow max drawdown

-2.1%

Holds that the real book does not: none · real book only: none · next-open buys: none · today's signals ranked up/down: STX (no-news crash), AMAT (no-news crash), GEV (no-news crash), COHR (no-news crash), KLAC (no-news crash), GLW (no-news crash), TER (no-news crash), MPWR (no-news crash), TMUS (no-news crash), PWR (no-news crash), FIX (no-news crash), FLEX (no-news crash), LRCX (earnings drop)

Backtested rule set run as a paper portfolio. Data: Yahoo Finance daily bars; index membership point-in-time. Not investment advice.

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