A real case study based on our latest research run. Every week, we test thousands of symbols, develop strategy variations, validate them out-of-sample, and show what the results would have been using a single $100,000 account.
The real Top-100 qualified symbols replayed chronologically through one shared $100,000 account — real cash lockup, a real trailing-21-day liquidity cap on every trade, no fabricated partial fills.
Every real symbol from this run that cleared the promotion bar (beats both the S&P 500 and buying and holding the symbol itself over the real out-of-sample window), ranked and selected for the replay above.
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Every real event the replay considered, executed AND skipped, in the order it actually happened. Skipped rows are shown by default with their real reason (insufficient cash, or the trailing-21-day liquidity cap). Sizing shows which real rule set the trade's size: a flat $2,000 whenever real cash on hand was below $100,000, or 5% of real cash on hand once at or above it — capital allocation switches automatically, trade by trade, based on real available cash, never total account value. Available Cash is the real cash on hand at the moment each trade was decided — the number a skipped-for-cash row is being compared against.
| Requested $ | Price | Shares | Hold (Days) | Sizing | Available Cash | P&L | Account Balance | ||||
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3,114 real symbols evaluated
The first 3 real calendar years of each symbol's history, used only to develop the strategy — never used to score it.
The real, held-out last 2 calendar years of each symbol's history — never seen by development, used only to confirm.
Must beat BOTH the S&P 500 (SPY) and simply buying and holding the symbol itself, over the same real out-of-sample window.
60 real calendar days per position, regardless of other exit signals.
The real Top 100 qualified symbols replayed through ONE real shared $100,000 account — real cash lockup, a real trailing-21-day-ADV liquidity cap, no fabricated partial fills.
The exact, fixed, disclosed sizing rule used for THIS specific replay — the Top 100 AND-qualified symbols above, replayed chronologically through one real, cash-constrained shared account. Never a hypothetical, unconstrained allocation.
Minimum trade size while the account is below its $100,000 starting principal.
Trade size becomes 5% of real current cash on hand once the account reaches $100,000 — recalculated fresh for every trade, never a stale snapshot.
No single trade may exceed 10% of the symbol's own real trailing 21-trading-day average daily dollar volume — a real liquidity constraint so the strategy never needs a trade bigger than the stock could realistically absorb in a day.
Max hold: 60 calendar days per position, applied to every trade in this replay.