Multi-bagger strategy - paper portfolio - 2026-10-16 update

by daily-log-of-system-trading

📌 Snapshot of the Oct 16, 2026 update (orders for the next open). Always-current page with the full portfolio and daily log →

Updated after the US close of 2026-10-16 · paper trading only, not investment advice

Account value

$971,996

Since start

-2.8%

IWM since start

-2.7%

Cash

82%

Positions

10 / 50

Closed trades

Rules: started with $1,000,000 from the picks of 2026-10-09. Every week, US stocks that have just doubled off their 52-week low (2.0-2.6x) and are among the more volatile 60% are ranked by a gradient-boosting model trained on 2004+ survivorship-free history (target: up 50%+ one year later). The top 10 are bought at the next open, 2% of the account each (max 5% of the stock's daily $ volume), up to 50 positions; uninvested money is held as cash. Companies under $500M market cap based in China, Hong Kong, Macau, Taiwan, Singapore, Malaysia, Thailand or Cayman/BVI are excluded. Sell at the next open after a close 25% below the highest close since purchase, or when a 12-month sell model (gradient boosting, trained on stocks already 2x+ off their low) gives P(lower 12 months from now) ≥ 0.60 at the weekly check after a holding first closes at 2x, 3x or 4x its buy price, or after it has sat 6+ months up less than 20% (re-checked every 3 months). Costs 0.5% per side.

Crash-rule watch (not applied): 44% of US stocks above their 200-day average (signals of 2026-10-16); the S4 rule would be off. It is on below 40% and off again at 50%; in research it cut the 2008-type drawdown from about -70% to -31% but cost 2-5 points a year in normal years, so it is tracked, not used.

Orders for the next open

Buy - this week's new picks (signals of 2026-10-16; 153 candidates)

Ticker	Company	Close	From 52w low	vs 52w high	Score	Hist. +50% rate
RZLT	Rezolute, Inc. Common Stock (NV)	$3.58	2.56x	-67%	0.60	33%
BB	BlackBerry Limited	$8.06	2.56x	-37%	0.60	33%
HNST	The Honest Company, Inc. Common Stock	$5.00	2.38x	-16%	0.60	28%
IRD	Ocuphire Pharma, Inc. Common Stock	$3.84	2.21x	-37%	0.58	28%
PGEN	Precigen, Inc. Common Stock	$6.39	2.06x	-25%	0.58	28%
MRVI	Maravai LifeSciences Holdings, Inc. Clas	$6.79	2.40x	-25%	0.57	28%
EVH	Evolent Health, Inc Class A Common Stock	$4.57	2.11x	-44%	0.57	28%

Also picked this week but already held (no new order): SABR, XRX, WTI

Sell

Ticker	Return	Bought	Why
KOPN	-25.6%	2026-10-12	trailing stop (close 25% below peak)

Open positions (10)

Ticker	Entry	Value	Return	Last	Stop	Room
WTI	2026-10-12	$20,383	+2.4%	$3.80	$2.87	-24%
TRX	2026-10-12	$18,013	-9.5%	$1.05	$0.87	-17%
XRX	2026-10-12	$17,874	-10.2%	$2.47	$2.13	-14%
SABR	2026-10-12	$17,783	-10.6%	$1.68	$1.41	-16%
OVID	2026-10-12	$17,463	-12.2%	$2.15	$1.84	-15%
ACRS	2026-10-12	$17,177	-13.7%	$3.28	$2.85	-13%
FATE	2026-10-12	$16,723	-16.0%	$1.79	$1.60	-11%
GCTS	2026-10-12	$15,980	-19.7%	$1.59	$1.48	-7%
SIDU	2026-10-12	$15,787	-20.7%	$1.19	$1.12	-5%
KOPN	2026-10-12	$14,812	-25.6%	$3.29	$3.31	+1%

Daily log

US close	Account	Return	IWM	Cash	Pos.
2026-10-16	$971,996	-2.8%	-2.7%	82%	10
No trades
2026-10-15	$982,046	-1.8%	-1.0%	81%	10
No trades
2026-10-14	$980,098	-2.0%	-2.3%	82%	10
No trades
2026-10-13	$988,387	-1.2%	-0.4%	81%	10
No trades
2026-10-12	$994,777	-0.5%	+0.0%	80%	10
Bought 10: SABR, FATE, XRX, SIDU, GCTS, ACRS, OVID, WTI, KOPN, TRX

Shadow book (test)

Same model, picks and rules, except that any candidate with a one-day drop of 20% or more in the last 30 days is skipped and the next-best candidate is bought instead (research 2010-26, before the 2026-10-18 model correction: +0.6 point a year, inside the model's own noise; no gain over 2010-22, better 2023-26). Started as a copy of the real book on 2026-10-13; test for 12 months, adopted only if it ends >= 2 points ahead with no worse drawdown.

Shadow account

$971,996

vs real book

+0.00%

Shadow max drawdown

-1.7%

Holds that the real book does not: none · real book only: none

Research (corrected 2026-10-18, price-only): about 13-15% a year 2010-2026 depending on re-training (13.0% on the current data) vs IWM 9% and SPY 12%. Earlier published figures (19.5%, then 18%) were too high: the model used each stock's split-adjusted price level, which quietly reveals future reverse splits; the model no longer uses it. Without that, 2010-2019 was about level with IWM and the edge comes from 2020 on (2023-26: about 25-30% a year). Only ~37% of trades win - a few big winners carry the result. Risk: in a 2008-type crash expect a 50%+ loss. Data: Massive (survivorship-free, split-adjusted, no dividends; missing splits and renames corrected). Not investment advice.

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