Quick Dashboard
B+*
Overall Grade
100%
HR on Resolved
88%
Win Rate (All)
+4.85%
Avg P&L
+2.10%
Portfolio Sim
-0.80%
Max Drawdown
16
Trades Tracked
60
Total Setups
Win Rate (All Tracked Trades)
Portfolio Sim Return
Grading Methodology
The grade combines two pillars with equal weight: Pillar 1 (Setup Quality, 50%) measures Hit Rate on resolved positions (TP1 hit vs stop-loss). Pillar 2 (Portfolio Simulation, 50%) uses sweep.js optimal_sharpe mode to simulate portfolio returns over the retro period.
This grade is highly provisional (*): only 2 out of 16 tracked trades are resolved (12.5%). The remaining 14 expired with positive MtM but without hitting formal TP1 or SL levels. As more positions close in the coming days, the grade will evolve.
- Pillar 1: 100% HR (2 TP1 / 0 SL on 2 resolved) → Score 7 (A+)
- Pillar 2: +2.10% portfolio return, -0.80% max DD → Score 4 (B)
- Composite: (7+4)/2 = 5.5 → B+*
Retrospective History
| Period | Grade | Setups | HR (Resolved) | Key Highlights |
|---|---|---|---|---|
| Mar 20 – 27 | B+* | 60 | 100% (2/2) | Energy dominance, 88% win rate, CF +11.7%, APA +9.9% |
| Mar 10 – 20 | C | 60 | 20% (1/5) | TTE +8.1%, high unresolved ratio, energy rotation emerging |
| Mar 3 – 13 | B | 80 | 45.5% (10/22) | AMPX +82%, USO +25.6%, SAP blacklisted (-28%) |
| Feb 24 – Mar 5 | B- | 70 | 27% (8/30) | AAOI +19%, NOW +14%, high open ratio |
| Feb 15 – 27 | B+ | 70 | 50% | ACMR +147%, JNJ +63%, AAOI +57% |
| Feb 10 – 20 | C+ | 40 | 62.5% | First retro, data quality audit |
Portfolio Simulation (Optimal Sharpe)
+2.10%
Period Return
-0.80%
Max Drawdown
P3/Top3
Portfolio Config
H10
Horizon (days)
Simulation Parameters
The portfolio simulation uses the optimal_sharpe configuration from sweep.js: 3 positions max, top 3 signals per scan, 10-day horizon, no rotation, all strategies included. This mode achieved +17.2% total return since inception (Feb 15) with only -1.26% max drawdown and a Sharpe of 13.65.
During this retro period (Mar 20–27), the portfolio held positions in CF, TTE, NEM (from the Mar 20 scan), then rotated into OXY, SM, EOG (Mar 23), PSX, HAL, FSLR (Mar 24), FCX (Mar 25), and CF, SLB (Mar 26).
Tracked Trades Detail (Top-3 per Scan)
| Scan | Ticker | Strategy | Entry | Exit | P&L | Days | Status |
|---|---|---|---|---|---|---|---|
| Mar 20 | CF | Breakout | $115.22 | $128.72 | +11.7% | 7 | ✅ TP1 |
| Mar 20 | TTE | Momentum | $86.44 | $89.87 | +4.0% | 10 | 📈 Exp+ |
| Mar 20 | NEM | Pre-Squeeze | $95.87 | $102.10 | +6.5% | 10 | 📈 Exp+ |
| Mar 20 | BBVA | Pre-Squeeze | $21.08 | $20.42 | -3.1% | 10 | 📉 Exp- |
| Mar 23 | OXY | Momentum | $60.78 | $65.32 | +7.5% | 10 | 📈 Exp+ |
| Mar 23 | SM | Momentum | $30.10 | $32.72 | +8.7% | 10 | 📈 Exp+ |
| Mar 23 | EOG | Breakout | $139.80 | $149.56 | +7.0% | 10 | 📈 Exp+ |
| Mar 23 | EQNR | Momentum | $39.42 | $41.53 | +5.3% | 10 | 📈 Exp+ |
| Mar 23 | VLO | Breakout | $238.74 | $254.32 | +6.5% | 10 | 📈 Exp+ |
| Mar 24 | PSX | Momentum | $181.90 | $188.28 | +3.5% | 10 | 📈 Exp+ |
| Mar 24 | HAL | Momentum | $38.00 | $40.42 | +6.4% | 10 | 📈 Exp+ |
| Mar 24 | FSLR | Breakout | $195.44 | $190.29 | -2.6% | 10 | 📉 Exp- |
| Mar 24 | APA | Momentum | $40.19 | $44.19 | +9.9% | 8 | ✅ TP1 |
| Mar 25 | FCX | Breakout | $55.36 | $56.24 | +1.6% | 10 | 📈 Exp+ |
| Mar 26 | CF | Momentum | $133.08 | $136.45 | +2.5% | 10 | 📈 Exp+ |
| Mar 26 | SLB | Momentum | $52.35 | $53.50 | +2.2% | 10 | 📈 Exp+ |
Full Scan Overview (60 Setups)
The optimizer tracks top-3 per scan (16 trades shown above). Below is a summary of all 60 setups across the 6 scans with their current status from the position tracker.
Mar 20 Early Risk-Off — TTE, BBVA, RTX, NEM, CF, FCX, SO, SLV, UNG, EWY
Ticker
Score
Strategy
Entry
Current
P&L
Status
Notes
TTE
93
Momentum
$89.50
$89.87
+0.4%
⏳ Open
Still in position
BBVA
91
Pre-Squeeze
$20.50
$20.42
-0.4%
⏳ Open
Flat, no catalyst
RTX
90
Breakout
$199.50
$195.71
-1.9%
⏳ Untracked
Defense stock, mixed
NEM
92
Pre-Squeeze
$97.50
$102.10
+4.7%
🟢 Open
Gold miner strength
CF
89
Breakout
$124.00
$136.45
+10.0%
✅ Near TP1
Strong breakout
FCX
88
Pre-Squeeze
$52.75
$56.24
+6.6%
⏳ Untracked
Copper rally
SO
87
Breakout
$95.50
—
—
⏳ Untracked
Utility, defensive
SLV
88
Momentum
$64.50
—
—
⏳ Untracked
Silver strength
UNG
86
Momentum
$12.30
$12.19
-0.9%
⏳ Untracked
NatGas volatile
EWY
88
Pre-Squeeze
$132.50
$120.98
-8.7%
⏳ Untracked
Korea weakness
Mar 23 Early Risk-Off — OXY, SM, EOG, VLO, CTRA, EQNR, SU, USO, DBA, EWJ
Ticker
Score
Strategy
Entry
Current
P&L
Status
Notes
OXY
93
Momentum
$60.25
$65.32
+8.4%
🟢 Near TP1
Energy rally continues
SM
92
Momentum
$29.75
$32.72
+10.0%
🟢 Near TP1
E&P strength
EOG
91
Breakout
$137.50
$149.56
+8.8%
⏳ Untracked
Strong breakout
VLO
90
Breakout
$237.50
$254.32
+7.1%
⏳ Untracked
Refiner rally
CTRA
90
Momentum
$33.50
$36.31
+8.4%
⏳ Untracked
NatGas producer
EQNR
91
Momentum
$41.25
$41.53
+0.7%
🟡 Open
Norwegian energy
SU
89
Breakout
$63.00
$66.66
+5.8%
⏳ Untracked
Canadian E&P
USO
89
Momentum
$120.00
$119.63
-0.3%
⏳ Untracked
Oil ETF flat
DBA
88
Breakout
$26.75
$27.17
+1.6%
⏳ Untracked
Agriculture steady
EWJ
88
Pullback
$80.50
—
—
⏳ Untracked
Japan ETF
Mar 24 Early Risk-Off — PSX, HAL, MRO, FSLR, APA, RIG, TTE, EWZ, GDX, XLI
Ticker
Score
Strategy
Entry
Current
P&L
Status
Notes
PSX
93
Momentum
$177.00
$188.28
+6.4%
🟢 Near TP1
Refiner strong
HAL
92
Momentum
$38.40
$40.42
+5.3%
🟢 Open
Oilfield services
MRO
91
Breakout
$34.25
—
—
⏳ Untracked
E&P
FSLR
91
Breakout
$217.50
$190.29
-12.5%
📉 Exp-
Solar weak, only real loser
APA
90
Momentum
$42.00
$44.39
+5.7%
✅ TP1
Strong energy trade
RIG
89
Momentum
$6.80
$6.93
+1.9%
⏳ Untracked
Offshore drilling
TTE
89
Breakout
$72.50
$89.87
+23.9%
⏳ Untracked
Repeat pick, already held
EWZ
88
Momentum
$34.00
—
—
⏳ Untracked
Brazil ETF
GDX
88
Pullback
$42.50
—
—
⏳ Untracked
Gold miners ETF
XLI
87
Breakout
$135.50
—
—
⏳ Untracked
Industrials ETF
Mar 25 Early Risk-Off — FCX, AR, AG, BG, VLO, BASFY, EWU, EWH, SLV, GLD
Ticker
Score
Strategy
Entry
Current
P&L
Status
Notes
FCX
91
Breakout
$56.00
$56.24
+0.4%
🟡 Open
Copper, flat start
AR
90
Momentum
$43.00
$45.15
+5.0%
🟢 Open
NatGas momentum
AG
88
Pre-Squeeze
$20.00
$20.68
+3.4%
⏳ Untracked
Silver miner
BG
89
Breakout
$124.00
$128.72
+3.8%
🟢 Open
Agriculture giant
VLO
87
Breakout
$241.50
$254.32
+5.3%
⏳ Untracked
Repeat refiner pick
BASFY
86
Pre-Squeeze
$14.15
$14.94
+5.6%
⏳ Untracked
German chemical 🇩🇪
EWU
85
Pre-Squeeze
$44.30
$44.12
-0.4%
⏳ Untracked
UK ETF 🇬🇧
EWH
85
Momentum
$22.55
$22.38
-0.8%
⏳ Untracked
Hong Kong ETF 🇭🇰
SLV
88
Momentum
$62.75
—
—
⏳ Untracked
Silver ETF
GLD
86
Momentum
$404.00
$460.43
+14.0%
⏳ Untracked
Gold ETF massive rally
Mar 26 Early Risk-Off — HAL, SLB, MPC, CF, MRK, EQNR, EWG, EWJ, SLV, GLD
Ticker
Score
Strategy
Entry
Current
P&L
Status
Notes
HAL
89
Breakout
$38.40
$40.42
+5.3%
🟢 Open
Repeat pick, momentum
SLB
88
Momentum
$51.50
$53.50
+3.9%
🟢 Open
Oilfield services
MPC
87
Breakout
$240.50
$251.91
+4.7%
🟡 Open
Refiner breakout
CF
90
Momentum
$127.50
$136.45
+7.0%
🟢 Open
Repeat pick, near TP1
MRK
88
Momentum
$119.00
—
—
⏳ Untracked
Healthcare defensive
EQNR
87
Momentum
$40.20
$41.53
+3.3%
⏳ Untracked
Norwegian energy 🇳🇴
EWG
86
Pullback
$39.40
$38.08
-3.3%
⏳ Untracked
Germany ETF 🇩🇪
EWJ
85
Pullback
$84.50
—
—
⏳ Untracked
Japan ETF 🇯🇵 repeat
SLV
86
Momentum
$65.00
—
—
⏳ Untracked
Silver ETF repeat
GLD
87
Momentum
$415.50
$460.43
+10.8%
⏳ Untracked
Gold ETF strong
Mar 27 Risk-Off — MPC, FANG, APA, OVV, VLO, CTRA, LNG, MRK, CAT, JNJ
Ticker
Score
Strategy
Entry
Current
P&L
Status
Notes
MPC
93
Breakout
$248.00
$251.91
+1.6%
🟡 Open
Refiner repeat
FANG
91
Breakout
$202.00
$201.84
-0.1%
🟡 Open
Permian Basin
APA
90
Momentum
$42.00
$44.39
+5.7%
🟢 Open
E&P repeat pick
OVV
89
Breakout
$61.00
$62.08
+1.8%
🟡 Open
Canadian E&P
VLO
88
Trend Follow
$247.50
$254.32
+2.8%
⏳ Untracked
4th time this week
CTRA
88
Breakout
$35.50
$36.31
+2.3%
⏳ Untracked
NatGas repeat
LNG
87
Trend Follow
$290.50
$296.91
+2.2%
🟡 Open
LNG exporter
MRK
87
Defensive
$118.50
—
—
⏳ Untracked
Healthcare repeat
CAT
86
Trend Follow
$700.00
$695.40
-0.7%
⏳ Untracked
Industrials giant
JNJ
85
Defensive
$238.50
$240.45
+0.8%
⏳ Untracked
Pharma defensive
Strategy Analysis
| Strategy | Trades | Wins | Win Rate | Avg P&L | Best | Worst | Assessment |
|---|---|---|---|---|---|---|---|
| Momentum | 9 | 9 | 100% | +5.56% | APA +9.9% | SLB +2.2% | ⭐ Star Strategy |
| Breakout | 5 | 4 | 80% | +4.84% | CF +11.7% | FSLR -2.6% | ✅ Solid |
| Pre-Squeeze | 2 | 1 | 50% | +1.69% | NEM +6.5% | BBVA -3.1% | ⚠️ Mixed |
Strategy Insights
- Momentum dominance confirmed: For the second consecutive week, momentum strategies outperform across the board. The energy sector’s directional trend (oil recovery + OPEC+ noise) provided the ideal backdrop for pure momentum plays.
- Breakout works best on energy names: CF (+11.7%) and EOG (+7.0%) confirmed that breakout strategies work when applied to the sector already trending. FSLR was the outlier — solar stocks were swimming against the energy tide.
- Pre-Squeeze underperforms: BBVA’s -3.1% confirms the pattern from previous retros — pre-squeeze strategies require a catalyst that often doesn’t materialize. NEM worked due to gold’s macro tailwind, not squeeze mechanics.
- Takeaway for next scans: Increase momentum weight further. Reduce pre-squeeze allocation. Apply breakout only to sectors with clear directional momentum.
Regime Evolution
The week transitioned from Early Risk-Off (Mar 20–26) to Risk-Off (Mar 27). This progression was driven by rising VIX, tariff uncertainty, and defensive rotation. Paradoxically, energy stocks outperformed during this risk-off phase — commodity/inflation hedges became the safe haven trade rather than traditional defensive utilities.
Early Risk-Off
Mar 20–26 (5 scans)
Risk-Off
Mar 27 (1 scan)
Energy = Safe Haven
Unusual Pattern
Top 3 & Flop 3 Setups
Top 3 Performers
🥇
CF Industries
+11.7%
Scan: Mar 20 | Strategy: Breakout | Score: 89
Entry: $115.22 → Exit: $128.72 (TP1 hit)
Why it worked: Fertilizer prices surged on spring planting demand + Ukraine supply concerns. Clean breakout above $122 resistance confirmed by volume spike. The agricultural inflation theme aligned perfectly with the risk-off rotation into real assets.
Entry: $115.22 → Exit: $128.72 (TP1 hit)
Why it worked: Fertilizer prices surged on spring planting demand + Ukraine supply concerns. Clean breakout above $122 resistance confirmed by volume spike. The agricultural inflation theme aligned perfectly with the risk-off rotation into real assets.
🥈
APA Corporation
+9.9%
Scan: Mar 24 | Strategy: Momentum | Score: 90
Entry: $40.19 → Exit: $44.19 (TP1 hit)
Why it worked: Permian Basin E&P company benefited from the oil price recovery + improved rig count data. Momentum entry was timed perfectly on the pullback-to-SMA20 bounce. Volume confirmation was strong and the trend held all week.
Entry: $40.19 → Exit: $44.19 (TP1 hit)
Why it worked: Permian Basin E&P company benefited from the oil price recovery + improved rig count data. Momentum entry was timed perfectly on the pullback-to-SMA20 bounce. Volume confirmation was strong and the trend held all week.
🥉
SM Energy
+8.7%
Scan: Mar 23 | Strategy: Momentum | Score: 92
Entry: $30.10 → Current: $32.72 (expired positive)
Why it worked: Small-cap E&P with high operating leverage to oil prices. The momentum signal captured the trend early, and the stock’s beta amplified the energy sector’s broad rally. Close to TP1 ($34) — another 2-3 days and this would have been a clean hit.
Entry: $30.10 → Current: $32.72 (expired positive)
Why it worked: Small-cap E&P with high operating leverage to oil prices. The momentum signal captured the trend early, and the stock’s beta amplified the energy sector’s broad rally. Close to TP1 ($34) — another 2-3 days and this would have been a clean hit.
Flop 3 Setups
💀
First Solar (FSLR)
-2.6%
Scan: Mar 24 | Strategy: Breakout | Score: 91
Entry: $195.44 → Exit: $190.29
Why it failed: Solar stocks moved opposite to the energy sector narrative. In a risk-off/energy rotation environment, clean energy names got sold in favor of traditional oil & gas. The breakout signal was technically valid but the macro headwind was too strong. Lesson: Don’t trade against the dominant sector rotation theme.
Entry: $195.44 → Exit: $190.29
Why it failed: Solar stocks moved opposite to the energy sector narrative. In a risk-off/energy rotation environment, clean energy names got sold in favor of traditional oil & gas. The breakout signal was technically valid but the macro headwind was too strong. Lesson: Don’t trade against the dominant sector rotation theme.
📉
BBVA (Banco Bilbao)
-3.1%
Scan: Mar 20 | Strategy: Pre-Squeeze | Score: 91
Entry: $21.08 → Exit: $20.42
Why it failed: European bank with pre-squeeze signal, but no catalyst materialized. The anticipated short covering never happened as risk-off sentiment pressured financials globally. Pre-squeeze in a risk-off environment = recipe for disappointment. Lesson: Pre-squeeze requires a clear catalyst — not just technical metrics.
Entry: $21.08 → Exit: $20.42
Why it failed: European bank with pre-squeeze signal, but no catalyst materialized. The anticipated short covering never happened as risk-off sentiment pressured financials globally. Pre-squeeze in a risk-off environment = recipe for disappointment. Lesson: Pre-squeeze requires a clear catalyst — not just technical metrics.
📉
iShares MSCI South Korea (EWY)
-8.7%
Scan: Mar 20 | Strategy: Pre-Squeeze | Score: 88
Entry: $132.50 → Current: $120.98 (untracked by optimizer)
Why it failed: Korea’s tech-heavy market was hit by global risk-off + tariff fears specifically targeting Asian exports. Samsung/SK Hynix weakness dragged the entire ETF. The pre-squeeze setup never had a chance against macro headwinds. Lesson: Asian ETFs are macro-sensitive — only pick them in Risk-On or Neutral regimes.
Entry: $132.50 → Current: $120.98 (untracked by optimizer)
Why it failed: Korea’s tech-heavy market was hit by global risk-off + tariff fears specifically targeting Asian exports. Samsung/SK Hynix weakness dragged the entire ETF. The pre-squeeze setup never had a chance against macro headwinds. Lesson: Asian ETFs are macro-sensitive — only pick them in Risk-On or Neutral regimes.
Lessons & Improvements
What the Scanner Got Right
- Energy thesis was spot-on: 70%+ of setups were energy-related, and energy was the week’s best performing sector. The scanner correctly identified the dominant trend and loaded up on it.
- Momentum strategy dominance: 100% win rate on 9 momentum trades. The scanner’s recent pivot toward momentum (learned from prior retros) paid off handsomely.
- Zero stop-losses triggered: Not a single stop was hit this week, suggesting the scanner’s risk calibration (ATR-based stops) has improved significantly since the C-grade retro of Mar 20.
- High conviction names repeated: CF, VLO, HAL, APA appeared in multiple scans — the scanner’s persistence on high-conviction energy names was rewarded with strong returns.
- Portfolio sim stability: +2.10% return with only -0.80% max drawdown shows excellent risk-adjusted returns (Calmar > 2.5 annualized).
What the Scanner Missed
- Sector concentration risk: 6 out of 6 scans were heavily energy-weighted. While it worked this week, one oil price shock could crater the entire portfolio. Need a hard cap: max 60% energy exposure.
- Pre-squeeze failures persist: BBVA (-3.1%) and EWY (-8.7%) continue the pattern from previous retros. Pre-squeeze in risk-off = consistently poor results. Should be excluded or heavily down-weighted in non-Risk-On regimes.
- Geographical diversification was superficial: International picks (EWY, EWJ, EWG, EWU, EWH) mostly flat or negative. The scanner adds them for diversification but they dilute returns in a US energy-dominated environment.
- Too many expired positive trades: 14 out of 16 trades expired “positive” but without hitting TP1. This means TP1 targets may be too ambitious for a 10-day horizon. Consider tighter targets or extending the horizon to 15 days.
- FSLR misread: A breakout signal on a solar stock during an oil rally — the scanner needs a sector-regime correlation filter to avoid counter-trend picks.
Proposed Adjustments for Next Scans
- Pre-Squeeze cap: Maximum 1 pre-squeeze setup per scan in Early Risk-Off/Risk-Off regimes. Only allow if a clear binary catalyst exists within the horizon window.
- Energy concentration limit: Max 60% energy weight in any single scan (currently 70-90%). Force at least 2 non-energy picks with genuine alpha potential.
- TP1 target revision: Consider using 1.5R instead of 2R for TP1 on H10 horizon. Too many setups expire positive without hitting formal targets — leaving money on the table in the optimizer.
- Sector-regime correlation filter: If the regime favors energy/commodities, don’t include tech/solar/growth breakouts. Add a simple sector alignment score to the composite.
- International picks quality gate: Only include non-US picks if they show independent momentum (not correlated with US risk-off). Drop “filler” international ETFs that add nothing.
- Repeat pick scoring: When a ticker appears in 3+ consecutive scans (e.g., VLO 4 times this week), flag it as “exhausted momentum” and reduce its score by -5 per repeat.
Cumulative Pattern Across All Retros
| Pattern | Retro Count | Observation | Action |
|---|---|---|---|
| Momentum outperforms | 4/6 retros | Consistently best strategy when sector alignment is strong | Keep & increase weight |
| Pre-Squeeze disappoints | 5/6 retros | Below 50% HR except when strong catalyst exists | Restrict to Risk-On only |
| International ETFs underperform | 3/6 retros | EWY, EWJ, EWG tend to be flat or negative | Higher quality gate |
| Energy sector alpha | 3/6 retros | When macro favors commodities, energy picks dominate | Lean into when macro confirms |
| TP1 targets too far | 4/6 retros | Many setups expire positive without hitting TP1 | Consider 1.5R targets |
| SAP-type blowups rare | 1/6 retros | Single-stock catastrophic loss (SAP -28%) is rare but damaging | Anti-dilution filter working |
Disclaimer
This retrospective is for educational and informational purposes only. It does not constitute financial advice, investment recommendation, or a solicitation to buy or sell any security. Past performance does not guarantee future results. The scanner’s simulated portfolio uses hypothetical trades and does not represent actual trading activity. All data is sourced from Yahoo Finance and MarketWatch Gateway APIs. The grades and assessments reflect the author’s methodology and are subject to revision as more positions resolve. Always do your own research before making investment decisions.
Data as of March 27, 2026 at market close. Positions marked “untracked” are not included in the portfolio optimizer calculation but are shown for transparency. Provisional grades (*) indicate that fewer than 50% of positions have resolved — the final grade may differ significantly.