| Month | Days | W/L | Trades | P&L | WR% |
|---|---|---|---|---|---|
| 2025-09 | 4 | 4/0 | 4 | +$171 | 100% |
| 2025-10 | 15 | 14/1 | 60 | +$3,613 | 73% |
| 2025-11 | 16 | 13/3 | 71 | +$5,733 | 66% |
| 2025-12 | 7 | 6/1 | 16 | +$1,373 | 69% |
| 2026-01 | 6 | 5/1 | 12 | +$3,391 | 67% |
| 2026-02 | 18 | 17/1 | 115 | +$87,901 | 77% |
| 2026-03 | 14 | 11/3 | 26 | +$28,719 | 77% |
| 2026-04 | 1 | 0/1 | 3 | -$310 | 67% |
| Grade | N | WR% | Status |
|---|---|---|---|
| A+ | 62 | 87.1% | ✓ TRADE |
| A | 92 | 75.0% | ✓ TRADE |
| B+ | 79 | 78.5% | ✓ TRADE |
| B | 150 | 67.3% | ✓ TRADE |
| C | 311 | 48.6% | — skip |
| F | 140 | 38.6% | — skip |
| Grade | Min Score | Est WR | Sizing |
|---|---|---|---|
| A+ | ≥18 | 85% | 3.0x |
| A | ≥15 | 80% | 2.0x |
| B+ | ≥13 | 78% | 1.5x |
| B | ≥10 | 72% | 1.0x |
| Combo | N | WR |
|---|---|---|
| gap15+bars5-16+aligned | 37 | 97.3% |
| gap15+rsi70-80+aligned | 32 | 96.9% |
| BUY+sz1.5+rsi70-80 | 42 | 95.2% |
| beta_neg+aligned+earn_szn | 20 | 95.0% |
| SELL+Tech+sz_neg1 | 25 | 92.0% |
| SELL+sz_neg1+lo_late | 91 | 91.2% |
| SELL+news_earn+hi_early | 32 | 90.6% |
| SELL+AMC+sz_neg1 | 47 | 87.2% |
| BMO+gap15+aligned | 86 | 87.2% |
| BUY+small+sz_neg1 | 26 | 0.0% |
| AMC+drift_up+hi_early | 31 | 0.0% |
| drift_up3+counter+lo_late | 42 | 0.0% |
| BUY+AMC+hi_early | 39 | 2.6% |
| Metric | Before | After | Δ |
|---|---|---|---|
| Trading days | 75 | 81 | +8% |
| Total trades | 259 | 307 | +19% |
| Trade WR | 72.6% | 73.3% | +0.7pp |
| Win days | 82.7% | 86.4% | +3.7pp |
| Total P&L | $49,475 | $130,591 | +164% |
| Sharpe | 11.19 | 12.62 | +13% |
| Setup | N | WR | Avg |
|---|---|---|---|
| BMO SELL (standalone) | 876 | 53.4% | +0.61% |
| AMC SELL | 824 | 48.2% | -0.12% |
| AMC BUY | 1420 | 46.7% | -0.29% |
| BMO BUY | 1194 | 43.7% | -0.57% |
| With sector_z filter: | |||
| SELL+AMC+sz≥1 | 47 | 87.2% | +2.23% |
| BMO+gap15+aligned | 86 | 87.2% | +5.90% |
| SELL+BMO+sz≥1.5 | 69 | 85.5% | +5.12% |