Screener
Open positions
Select a ticker to open its chart| Ticker | Entry | Stop | Last | P&L | Peak |
|---|
Today's signals
Expected high / low alerts
When the day's low or high is likely in (time of day × vector model) on a held name · select a row for its chart| When | Ticker | Signal | At | Projected | Held? | Best move | To close |
|---|
Universe
Eligible names by options ratio · held names outlined in goldBook vs its 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
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
Book = sum of slot returns (each trade is one slot: 16.7% from Oct 20, 12.5% before), at the rule's fills; open trades marked to the last price.
Every trade
| Trade | Entry | Exit | Return | Peak | Book |
|---|
Growth of $1 · log scale
| Return / max drawdown | 2019 – 21 | 2022 – 26 | 2019 – 26 |
|---|---|---|---|
| Screener (S&P 500, options ratio ≥ 1.5, 6 slots, 8% breaker, no buys after 2pm) | +51.7% / −13% | +29.1% / −20% | +37.4% / −20% |
| 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. Point-in-time universe: only names that were in the S&P 500 then, with the options ratio known then (3,720 trades, delisted names included). The rules were still chosen on this data, so expect less live.