Bounce1-2 day mean-reversion setups · its own independent list, separate from Long-Term/Swing · click a column header to sort · click any data cell for its scan history · right-click a row for Rescan / Delete · shift-click to select a range▢ Backtest log
Ticker
Price
Verdict
RSI(2)
%B
Vol Climax
Reversal
RS vs SPY
AH Move
Vol Dry-Up
Vol Expansion
ADR Gate
Liquidity
Earnings
Daily Top 15 — Most ActiveAuto-picked each morning (~9:45 ET) from the most-active liquid U.S. movers (mid-cap+, price ≥ $10), tilted toward today's biggest decliners (oversold bounce setups), ranked by Bounce buy score. Excludes names already on your watchlist and caps per sector — fresh, diversified ideas · replaced daily · rescans live · read-only (this list manages itself)
Ticker
Price
Verdict
RSI(2)
%B
Vol Climax
Reversal
RS vs SPY
AH Move
Vol Dry-Up
Vol Expansion
ADR Gate
Liquidity
Earnings
Bounce scoring · bidirectional BUY/SELL, tuned for a 1-2 day mean-reversion hold
Buy leanSell leanWeak / stretchedContext — non-directional (Vol Dry-Up, Vol Expansion)No signalBUYSELLsolid tag = the actionable call
This is a genuinely different trade philosophy from Swing — that view is trend-following (buy strength, ride weeks); this one bets on a snap-back after price gets stretched, in either direction (oversold dip = BUY, overbought top = SELL). Lower hit-rate by design, so earnings is a hard gate, and Liquidity/ADR dampen both Buy and Sell scores rather than just docking points on one side.
Training Wheels
A walkthrough of every data point using NVIDIA (NVDA) as a real example. Hover or click any value to learn what it means.
The columns are the trade the swing backtest would take — they mirror its own BUY/SELL signal, so the watchlist and the Backtest log can't disagree.
WatchApproaching entry — an uptrend passing ≥ 4 of the 5 gates, plus anything you flag. The chip shows what's still missing (e.g. "RS +18pp · sector 1/3").
BuyAll 5 entry gates just went green — a fresh backtest BUY. Good time to enter. Lights up the day the signal fires.
HoldYou're in it, riding the trend. A name stays here even if the entry signal weakens — it only leaves on a real exit.
SellA 50/200 death cross fired — the backtest's exit. Good time to sell. The chip notes "death cross" and clears after 24h.
The 5 entry gates (T U L S R): Setup ≥ 14/18 · Uptrend (price>50>200DMA) · Liquidity ≥ $1B/day · Sector leads SPY · 6-mo strength ≥ +30pp vs SPY.
Flag a ticker to keep it in Watch until it fires; BUY also auto-surfaces from the whole Swing screen. × dismisses a Sell alert or clears a Watch flag.
Treat a BUY as a "check this now" signal, not an autopilot buy — it's a momentum/beta notifier, not proven alpha.
Bounce backtest · as-if trade log✕
Long every BUY, short every SELL — each exits on the opposite flip or a 2.5×ATR stop · rolling 15-day window of recent activity (an EOD reconstruction, not a live track record) · backfilled the first time you open this
⟳ Backfilling 15-day history…
This is a rolling 15-day window of recent activity, not a full track record — too few trades to judge the strategy, and deliberately capped at 15 days. The seed is a historical replay of the EOD factors decided at each daily close (the after-hours leg can't be reconstructed — there's no historical after-hours data — so those days may differ slightly from what the live tool showed intraday; the VIX leg is now reconstructed from ^VIX EOD history). Forward datapoints are recorded each time you open the app or rescan, at the price that scan saw. The 2.5×ATR stop assumes a fill at the stop price (or the day's open on a gap-through). SPY buy-and-hold is the benchmark for both longs and shorts (opportunity cost of just holding the market those days). No slippage or commissions. Cumulative $ assumes a fixed $10,000 per trade.
Swing backtest · as-if trade log✕
Honest framing: a 20-year validation (2006–2026, through the 2008 / 2018 / 2020 bears) found no repeatable market-timing edge — this is a mega-cap momentum screen that captures market beta, not alpha, and nothing here protects you buying into a real bear. Use it as a BUY/SELL notifier of what the swing signal fires on real data, not a profit guarantee. Entries require the deep-tested "best of the best" gate — ≥$1B/day liquidity, the name's sector leading SPY, a strong setup (≥14/18), and (v6.2) the name beating SPY by ≥30pp over the trailing 6 months: the buy-side filters whose edge survived out-of-sample and through real bears (a big-winner study proved winners and losers are otherwise near-identical at entry — this relative-strength floor was the only add that helped in both regimes). Far fewer names fire by design. Exits let winners run: a trade closes on a 50/200 death-cross (a real trend death), with a loose 40% catastrophe stop and a ~9-month backstop — the old 63-day clock booked AMD's $160→$558 run as four disconnected slices, and given room the death-cross exit was the only rule that captured such runs without adding tail risk (tight/trailing stops whipsawed and were rejected; typical hold now runs ~200 days). · Below: the last 15 sessions' daily signals + the as-if long-only trade log (EOD reconstruction; prices split-adjusted; SPY benchmark) · backfilled the first time you open this.
⟳ Backfilling history…
This is a rolling ~14-month window of recent activity — a small sample, not a full track record. The entry signal is the reconstructable price/volume/sector core of the 33-point swing score (Trend, 3-Month Momentum, Near-High, Liquidity, Volume-Surge, Sector-RS); the five fundamental factors (analyst revisions, valuation, quality, leverage, catalyst) can't be reconstructed at a past date, so — like the live tool's own philosophy of buying confirmed strength — the log times entries off the trend core. The seed is a historical replay of those factors at each daily close. Forward datapoints are recorded on each rescan, at the price that scan saw. The 40% catastrophe stop assumes a fill at the stop (or the day's open on a gap-through). Prices are split/corporate-action adjusted, so a stock split no longer books a phantom overnight gap (the old −47% HON "trade" was HON's 1:2 split, not a real loss). SPY buy-and-hold is the benchmark (opportunity cost of just holding the market those days). No slippage or commissions. Cumulative $ assumes a fixed $10,000 per trade. Long-only: a 2-year study found shorting weak names loses on this universe and blows out the worst-case drawdown — see scripts/run-short-study.mjs.