ETF SCALP

← all strategies · id etf-scalp · updated 2026-11-06

RETIREDlifecycle: retiredbuilt longdirection inverted by the rules

WHAT IT LOOKS FOR

It scans every listed ETF for a hot intraday run: above VWAP, moving averages stacked, MACD and RSI agreeing, and heavy volume.

This strategy lost money in its original direction, so the rules flipped it: it now takes the opposite side of its own signal.

Roster note: the rulebook roster still lists it as ACTIVE

TRACK RECORD

Rule-following trades only. Trades a system fault touched are listed below and left out of these figures, because a strategy is not judged on a day the machine failed (rule 61). The site's overall total counts every trade.

−$1,294.80paper P&L, all time
435closed trades
46.4%win rate (202W / 233L)
−$2.98average per trade
+$203.35best: SOXS long, 2026-07-27
−$197.60worst: IREG long, 2026-07-21

First closed trade 2026-07-20 · last 2026-09-21 · long 100 trades −$875.53 · short 335 trades −$419.27

† 22 further trades on this strategy were hit by a system fault — an outage, a reboot, a missed end-of-day close-out — and made +$285.74 between them. They are not in the figures above, because a strategy is not judged on a day the machine failed (rule 61). They are still counted in the site’s overall total, which is every trade the broker filled. With them, this strategy shows 457 trades and −$1,009.06. What went wrong, and when.

These trades were executed on Moomoo. Results include every closed trade, winners and losers. Past results don't predict future returns.

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PERFORMANCE

QuantStats on this strategy's daily profit and loss, every closed trade, over 35 trading day(s). Returns are a share of the desk's opening paper equity, because a strategy shares the book rather than running its own account. Simulated money.

-2.79Sharpeon the desk's opening equity
-3.64Sortino
-0.93%max drawdownpeak to trough
0.60profit factor
+0.52%best day
-0.34%worst day

LAST 15 TRADES

closedsymbolsidepaper P&L
2026-09-21SDOWshort+$30.82
2026-09-21TQQQshort−$12.08
2026-09-21SOXLshort−$13.85
2026-09-21TQQQ †short−$113.31
2026-09-21SOXLshort−$10.96
2026-09-21TQQQshort−$12.45
2026-09-21SRTYshort+$9.66
2026-09-21TECLshort−$13.82
2026-09-21LABDshort+$10.33
2026-09-21YINNshort−$10.05
2026-09-18SOXLshort−$6.19
2026-09-18SOXLshort−$30.02
2026-09-18KORUshort−$27.96
2026-09-18SOXLshort+$11.97
2026-09-17AXTXshort−$20.40

WHERE IT STANDS

Test cycle 4, started 2026-08-07 · retired 2026-09-21.

RULES THAT SHAPE IT

No rules written for this strategy alone.

Plus the 37 universal rules that govern every trade. Read the rulebook.