BIGGEST LOSER BREAKDOWN

← all strategies · id max-loser-breakdown · updated 2026-11-06

ACTIVElifecycle: livebuilt short

WHAT IT LOOKS FOR

It takes the day's biggest losers, down five percent or more on real volume, and shorts the break of the first five-minute low.

day's biggest losers
down 5%+ on volume
short the 5-minute low break

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.

+$2,522.06paper P&L, all time

348closed trades

65.5%win rate (228W / 120L)

+$7.25average per trade

+$279.84best: PSN short, 2026-07-29

−$247.00worst: BSP short, 2026-08-13

First closed trade 2026-07-21 · last 2026-11-06 · long 0 trades +$0.00 · short 348 trades +$2,522.06

† 16 further trades on this strategy were hit by a system fault — an outage, a reboot, a missed end-of-day close-out — and made +$318.85 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 364 trades and +$2,840.91. 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 62 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.

2.92Sharpeon the desk's opening equity

4.78Sortino

-1.15%max drawdownpeak to trough

1.62profit factor

+0.62%best day

-0.64%worst day

LAST 15 TRADES

closed	symbol	side	paper P&L
2026-11-06	IRTC	short	+$60.14
2026-11-06	HALO	short	+$40.02
2026-11-06	IRTC	short	−$135.53
2026-11-06	MCHP	short	+$32.00
2026-11-06	BKD	short	+$120.71
2026-11-06	IRTC	short	+$28.33
2026-11-05	FSLY	short	+$74.69
2026-11-05	VCYT	short	+$239.34
2026-11-05	BE	short	−$4.25
2026-11-05	RELY	short	−$1.33
2026-11-05	CAI	short	−$115.36
2026-11-05	FSLY	short	+$107.71
2026-11-05	FSLY	short	−$12.43
2026-11-05	ROAD	short	+$141.29
2026-11-05	AXTI	short	+$31.24

WHERE IT STANDS

Test cycle 2, started 2026-10-27.

Being tried now: wait for renewed rejection below VWAP with negative 30m trend before entry, or skip

RULES THAT SHAPE IT

No rules written for this strategy alone.