Can I take risk?
Market gate, portfolio heat, cash, concentration, and personal loss limits come before the ticker.
A process for decisions—not a prediction machine
Pick from strength.
Survive being wrong.
Use the frozen rules to define eligibility, sustained momentum to break ties, and a written risk plan to decide whether a new signal deserves capital more than an existing holding—or no trade at all.
The operating idea
One funnel, five decisions
Most mistakes happen when “interesting stock” gets confused with “buy now.” The funnel forces the questions into the right order.
Is it eligible?
The completed bar must pass every frozen gate. “Near” means wait—not almost buy.
Is it the best eligible choice?
Momentum priority ranks sustained names first, then the frozen score separates peers.
Does it fit?
Size from the stop distance, account risk, allocation cap, liquidity, and available cash.
What invalidates it?
Write the stop, 3R objective, time limit, and review date before entry. Never improvise after the loss.
Frozen
The exact eligibility contract
- BreakoutClose above prior 20-session resistanceOne completed-close confirmation; act no earlier than next regular-session open.
- Relative strengthCross-sectional percentile ≥ 70Leadership compared with the eligible universe—not the stock’s gain alone.
- ParticipationVolume ratio ≥ 1.0×Breakout-day volume versus its comparison average.
- Extension0% to 3% above resistanceToo far above the pivot means the entry is late.
- Trend50-day MA > 150-day MAPlus 150-day / 30-week slope greater than 4%.
- MarketSPY in Stage 2A portfolio gate, not proof that an individual stock will win.
Momentum
The preferred overlay
10-session return≥ 10%AND63-session return≥ 30%
Use it as priority, not permission
If two stocks pass every frozen rule, rank a sustained-momentum candidate ahead of a non-confirmed one. Do not use momentum to rescue a failed breakout, weak RS, missing volume, overextended price, bad trend, or hostile market.
PriorityPreserves opportunity setPreferred working candidate
Hard filterRejects all non-confirmed setupsHistorically path-sensitive
How a real trade is defined
Entry is only one coordinate
The frozen trade uses the next regular-session open, a structural stop at the prior 20-session low, a 3R target, and a 90-session maximum hold. No automatic re-entry. If stop and target occur in the same minute, the research assumed the stop happens first.
Signal closeAll gates pass
→Next openActual entry
→RiskEntry − stop = 1R
→ExitStop · 3R · day 90
Interactive decision lab
Buy, keep, exit—or do nothing
Separate the incumbent decision from the new-signal decision. Your purchase price is history; the choice is what deserves capital from today forward.
Keep existing
Keep when the thesis and trend are intact, the stop has not triggered, the 90-session clock has not expired, and portfolio risk remains acceptable. Do not sell a valid winner merely because a new ticker feels exciting.
Exit existing
Exit when the predefined invalidation occurs, the 3R target is reached, the 90-session maximum is reached, or the holding breaches a separately documented rule. Your cost basis does not make a broken stock healthier.
Buy new signal
Buy only after every gate passes, sizing fits both the stop risk and allocation cap, capital exists, and the next-open price has not become too extended. Recalculate at the actual entry.
Skip
Skip when any eligibility gate fails, the stop is too wide for sensible sizing, the account is already at its risk cap, the security type/liquidity is unsuitable, or the only justification is fear of missing out.
Read-only local scanner
Signals with their reasons exposed
| Candidate | Status | Momentum | RS pct. | Volume | Extension | Risk to stop | Rank | Why / next step |
|---|
Broad-market scan classifications are advisory. Verify security type, liquidity, corporate actions, and the next-open price. “New setup” is a technical transition; it may still fail the full signal rules.
Private E*TRADE workspace
Your holdings against the signals
Imports positions and two years of transactions for analysis only. The connector contains no order-entry, modification, cancellation, or preview operations.
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Connection
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Automated decision queue
Which signals deserve an entry plan
The queue ranks completed-close signals and sizes them against your saved limits. “Plan next open” is conditional: verify the next opening price before buying.
| Priority | Candidate | Decision | Entry guardrail | Stop / target | Suggested size | Why |
|---|
The queue never submits an order. Share counts use the completed close as a placeholder and must be recalculated with the actual next regular-session opening price.
Existing holdings
Keep, review, or supply the missing plan
Current entry eligibility is evidence—not an automatic exit rule. Your original stop and 90-session clock remain decisive.
| Holding | Quantity | Price / cost | Market value | Total P&L | Saved stop / target | 90-session clock | Decision |
|---|
Unowned signals
What currently competes for new capital
These are eligible signals you do not currently hold, ranked by the selected momentum-priority analysis.
| Candidate | Momentum | Close | Reference stop | Risk | Rank | Next step |
|---|
Current-position audit
Current holdings’ purchases versus modeled entries
Closed positions and purchases before the current acquisition period are hidden. “Aligned” describes timing only; it does not prove suitability or profitability.
| Purchase | Shares / price | Comparison | Nearest model entry | Momentum / rank | Interpretation |
|---|
Verify imported values against E*TRADE before acting. This comparison cannot reconstruct an unwritten stop, thesis, target, tax constraint, or personal risk limit.
Learn the “how”
Analyze a stock one rule at a time
Use completed-bar values. The analyzer explains the gate; it does not retrieve prices and cannot validate data quality for a typed symbol.
Worked examples
Three decisions that look similar—but are not
Great signal, no room
Setup: all gates pass, sustained momentum, rank 91. Account already has six positions and each remains valid.
Decision: skip or place on tomorrow’s review list. The frozen portfolio has no forced-replacement rule. Selling a valid holding would create a different, untested strategy.
Losing holding, still valid
Setup: bought at $100, now $94, planned stop $90, trend and thesis intact, day 18.
Decision: keep according to plan. A red P&L is not itself an exit. Do not average down; do not move the stop lower to avoid being wrong.
Fresh signal, stop too wide
Setup: expected entry $50, structural stop $35. Account risk budget $1,000; 25% allocation cap $50,000.
Decision: risk sizing allows only 66 shares (~$3,300). Take the small size only if it is operationally meaningful, or skip. Never use 1,000 shares merely because the allocation cap permits it.
Real-life implementation
A repeatable operating rhythm
The goal is not more activity. It is fewer discretionary decisions made under pressure.
Build tomorrow’s plan
- Confirm data is current and the bar is complete.
- Review every open position against stop, target, day count, and thesis.
- Rank eligible new signals; separate Signal, Near, and Watch.
- Write intended entry range, stop, target, shares, and skip price.
Recheck—not re-invent
- Read material overnight company and market news.
- Recalculate extension and risk at the expected open.
- Cancel the idea if a gap makes the stop distance or allocation unacceptable.
- Verify order type and broker behavior.
Trade the plan
- No premarket fill assumption; frozen research enters at the regular-session open.
- Record actual fill, slippage, shares, stop, target, and rationale.
- Never increase shares above the smaller of risk-size and allocation-size.
Audit the process
- Compare actual decisions with the rule, including skipped trades.
- Measure total portfolio heat and sector concentration.
- Separate strategy results from SPY and from a passive alternative.
- Do not tune rules from a few recent outcomes.
Minimum journal
If it is not written, it is not a rule
Date · symbol · scenario · signal bar · entry plan · actual fill · stop · 1R · target · shares · portfolio heat · failed gates · reason bought/skipped · exit reason · result in R · rule adherence
Advanced thinking
What matters beyond the ticker
Portfolio heat
Add the dollars at risk from current price to planned stop across positions. Six individually “small” risks can become one large portfolio bet, especially when holdings share a sector or factor.
Path dependence
A small ranking change can alter which stock enters, when capital returns, and every later trade. That is why momentum priority can change portfolio results much more than its daily substitutions suggest.
Benchmark opportunity cost
Ask whether the active sleeve adds value over holding SPY after slippage, taxes, time, and mistakes. Positive returns alone are not evidence of edge.
Outlier dependence
A low win-rate trend strategy can be valid—but only if you keep winners. The frozen holdout’s profits disappeared after removing its strongest trades, so sizing and robustness deserve more weight than a hit rate.
Taxes and wash sales
Rotation can create short-term gains or disallowed losses. Account type and jurisdiction matter. The lab intentionally does not calculate after-tax opportunity cost.
Security-type verification
A broad scanner can surface ETFs, ETNs, ADRs, thin stocks, or names outside the researched universe. Passing technical gates does not make those instruments equivalent to the backtest universe.