📊 Strategy Overview
How it works
This bot trades NASDAQ-100 stocks using a dual-regime strategy. Every day after market close, it scans all 100 tickers, computes technical indicators, and generates BUY/SELL signals that execute at the next market open via Interactive Brokers.
Bull Market (NDX > 200-day SMA)
Momentum: BUY when ATR is high (volatility breakout, last ATR > 1.5× 30-day ATR average) and MACD crossover is strong or medium.
Bear Market (NDX < 200-day SMA)
Mean Reversion: BUY when price falls below the lower Bollinger Band (30-period, 2σ) and RSI(14) drops below 40 — catching oversold bounces.
Sell Rules
- Stop-Loss: price drops 10% below average cost
- Momentum Fading: (bull) MACD turns weak + RSI ≤ 70
- Mean-Rev Target: (bear) price recovers above SMA(30)
- Time Stop: (bear) held ≥ 20 days without target
Indicators Used
Position Sizing
10% of free cash per trade · $5,000 minimum · 10% stop-loss · Paper account ~$1M
Net Liquidation
—
Available Cash
—
Positions Value
—
Unrealized P&L
—
Realized P&L
—
# Positions
—
Sharpe Ratio
—
Max Drawdown
—
Total Return
—
Win Rate
—
Equity Curve
Market Scanner (all NASDAQ-100 tickers)
| Symbol ↕ | Price ↕ | SMA(30) ↕ | RSI ↕ | ATR | MACD | Bollinger | Regime | Signal ↕ | Reason |
|---|---|---|---|---|---|---|---|---|---|
| Loading scanner … | |||||||||
Current Positions
| Symbol ↕ | Qty ↕ | Avg Cost ↕ | Current ↕ | Mkt Value ↕ | Unrealized ↕ | Realized ↕ | Strategy | Entry |
|---|---|---|---|---|---|---|---|---|
| Loading … | ||||||||
Pending Signals (next market open)
| Generated | Symbol | Action | Qty | Target Price | Strategy | Reason |
|---|---|---|---|---|---|---|
| Loading … | ||||||
Recent Trades
| Date | Symbol | Action | Qty | Price | P&L | Strategy |
|---|---|---|---|---|---|---|
| Loading … | ||||||