Frozen 2026-09-15: real-time S&P 500 membership, fundamentals-gated recent-bullish-flip
quality z-rank, top 5, 30% sector cap, inverse-vol weighted, flat exposure. In-sample backtest
only — this ledger is the out-of-sample record. A state description, not a trade signal.
Target Probability
Price-only · Monte Carlo
What this is: simulates thousands of possible price paths from your entry
and checks whether price reaches your target before your stop.
High vs Low: High means the simulation thinks price has the momentum to
reach the target. Low means it doesn't. Counterintuitively, on 4h charts a Low reading
on a candidate level has meant that level is more likely to hold (act as real support/resistance)
rather than break — so Low is often the more useful reading for a reversion trade, not High.
What to look for: trust NVDA, TSLA, META. Stats for your
selected ticker/timeframe show below once you run a simulation.