Results for “breakout-trading”

Evaluates account-level drawdown and losing-streak rules from local thesis files to decide whether new trade risk is allowed, without external APIs.

Provides expert guidance for systematic backtesting of trading strategies, covering methodology, stress testing, bias prevention, and result interpretation.

Publish and consume blockchain-verified trading signals on Base. Register as a signal provider, publish trades with transaction hash proof, and subscribe to top performers via REST API.

Synthesize market breadth, regime, and flow signals into a unified capital commitment recommendation with exposure ceiling, bias, and action guidance.

Screen US equities for parabolic exhaustion patterns, generate conditional pre-market short plans, and monitor intraday trigger signals using 5-min bars.

Screen post-earnings gap-up stocks for Post-Earnings Announcement Drift patterns using weekly candle analysis to detect red candle pullbacks and breakout signals.

Trace a break between two records of the same position or cash — accounting vs custodian, fund vs prime broker, trade vs settlement — from the aggregate difference down to the offending transaction, and classify it for clearing.

Designs and backtests systematic trading strategies using technical indicators, fundamental analysis, and statistical models, with clear entry/exit rules, risk controls, and documentation.

Transforms Chan Theory technical analysis into an executable, reproducible research workflow with strict level, structure, and invalidation gates for A-shares, Hong Kong stocks, ETFs, indices, and futures. For research and study only; never issues stock tips or promises returns.

Identifies and analyzes statistical arbitrage opportunities through pair trading, using correlation analysis, cointegration testing, and z-score calculations to generate entry/exit signals for market-neutral strategies.

Detects unusual options activity and classifies smart money signals to help follow institutional positioning, including volume/OI ratio spikes, block trades, sweep orders, and net premium flow.

Analyzes institutional order flow, dark pool prints, and options flow sweeps to generate trade setups with defined entry, stop-loss, and target levels.

Runs a side-by-side walk-forward backtest of a Bull Put Spread strategy with and without a FearScore entry signal, comparing performance metrics over ~8 years of daily data.

Evaluates pricing, packaging, plan structure, and monetization tradeoffs against positioning, conversion, and margin.

Quantifies whether a stock is suitable for long-term holding or requires tiered profit-taking using a novel 'rollercoaster rate' metric, running 15 exit strategies over ~10 years of daily history per ticker.

Tie out a fund NAV package end to end — assets, liabilities, capital, and per-share/per-unit price — proving the accounting equation, the price, and the day-over-day movement before the NAV is released.