BIGGEST LOSER, FAILED VWAP

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

ACTIVElifecycle: paradigm shiftbuilt shortdirection inverted by the rules

WHAT IT LOOKS FOR

Same list of the day's biggest losers, but it only shorts names still stuck below their open and below VWAP after the first fifteen minutes.

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

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.

−$616.72paper P&L, all time
191closed trades
57.1%win rate (109W / 82L)
−$3.23average per trade
+$183.80best: DKS short, 2026-08-25
−$155.44worst: LEGN short, 2026-07-27

First closed trade 2026-07-21 · last 2026-11-04 · long 6 trades −$54.84 · short 185 trades −$561.88

† 14 further trades on this strategy were hit by a system fault — an outage, a reboot, a missed end-of-day close-out — and made −$91.15 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 205 trades and −$707.87. 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 57 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.

-1.71Sharpeon the desk's opening equity
-2.23Sortino
-1.13%max drawdownpeak to trough
0.74profit factor
+0.26%best day
-0.38%worst day

LAST 15 TRADES

closedsymbolsidepaper P&L
2026-11-04CIFRlong−$22.79
2026-11-04TRMB †long+$2.40
2026-11-03RYTM †long+$22.11
2026-11-03TVTX †long+$19.30
2026-11-02AXSM †long−$17.48
2026-10-30CCJlong+$4.24
2026-10-30RDDTlong−$16.63
2026-10-30DXClong+$17.42
2026-10-29HLN †long+$5.03
2026-10-29IOVA †long−$17.36
2026-10-29NOW †long−$15.32
2026-10-29LOGI †long−$7.95
2026-10-29FTRE †long+$10.63
2026-10-28CSGPlong−$21.18
2026-10-27XYLlong−$15.90

WHERE IT STANDS

Test cycle 1, started 2026-10-24.

RULES THAT SHAPE IT

No rules written for this strategy alone.

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

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