Composite Strategy
COMPOSITE · 5 SIGNALS · 10D HOLD▶About this strategy — what it is, what it looks for, how it operates
A cross-sectional options-flow strategy. Every trading day it scores the optionable universe on informed deep-OTM call buying, longs the top-10 / shorts the bottom-10, and holds 20 trading days — the thesis being that clusters of deep-OTM call volume mark quiet accumulation ahead of a move.
- Looks fordeep-OTM call volume — its current level plus 20- and 60-day averages — cross-sectionally rank-averaged into one score per name per day
- Universethe most-active optionable US stocks (~150-200 names)
- Operatesbuys the top-10 ranked names, shorts the bottom-10, each day; 20-trading-day hold; no regime gate
Backtest — 5-fold walk-forward, honest true-daily marks (2024-01 → 2026-05)
Sharpe
1.26
Win rate
49%
CAGR
+19.9%
Max DD
-12.0%
Backtest numbers, not live results — measured on honest true-daily marks across a 5-fold walk-forward with 10bps costs. Past performance does not guarantee future returns.
TOTAL P&L
-$159
-1.10% on $14,540 deployed
REGIME PAUSED
VIX 14.9
PERFORMANCE
RETURN
-1.10%
-$159 on capital deployed
SHARPE
1.92
annualized
WIN RATE
37.19%
357W / 602L
MAX DD
-11.91%
worst drawdown
REALIZED P&L
-$204
960 closed trades
UNREALIZED P&L
+$44
416 open positions
LONG EXPOSURE
$2,400
net +$298
SHORT EXPOSURE
$2,102
gross $4,503
Last scan: 8/20/2026, 10:14:38 AM
Next scan: in 3h 12m (22:00 UTC weekday)
SIGNALS FOR 2026-08-20
LONG PICKSHold 10 trading days
| # | TICKER | PRICE | SCORE | |
|---|---|---|---|---|
| 1 | TSLA | $351.12 | 99 | |
| 2 | INTC | $92.80 | 99 | |
| 3 | NVDA | $217.56 | 98 | |
| 4 | SLV | $60.01 | 98 | |
| 5 | META | $546.03 | 97 | |
| 6 | MU | $937.11 | 97 | |
| 7 | ORCL | $143.81 | 96 | |
| 8 | AMZN | $265.84 | 95 | |
| 9 | SOFI | $18.42 | 94 | |
| 10 | AMD | $466.42 | 92 |
SHORT PICKSHold 10 trading days
| # | TICKER | PRICE | SCORE | |
|---|---|---|---|---|
| 1 | HYG | $79.71 | 1 | |
| 2 | USB | $62.82 | 3 | |
| 3 | XLP | $86.54 | 3 | |
| 4 | EOG | $149.48 | 4 | |
| 5 | ROKU | $156.80 | 4 | |
| 6 | XLY | $118.59 | 4 | |
| 7 | COF | $220.73 | 6 | |
| 8 | MA | $573.72 | 6 | |
| 9 | EBAY | $102.64 | 7 | |
| 10 | DIA | $534.27 | 8 |
Tap any ticker for signal details and why it was picked.
Open Positions416 held · live MTM
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Recent Closed Tradeslast 100 closed · most recent first
| SIDE | TICKER | ENTRY | EXIT | PROFIT | |
|---|---|---|---|---|---|
| LONG | TSLA | $370.98 | $351.12 | $-1 -5.35% | |
| LONG | MU | $925.35 | $937.11 | +$0 +1.27% | |
| LONG | ORCL | $122.81 | $143.81 | +$2 +17.10% | |
| LONG | INTC | $103.27 | $92.80 | $-1 -10.14% | |
| LONG | SLV | $52.86 | $60.01 | +$1 +13.53% | |
| SHORT | MA | $543.76 | $573.72 | $-1 -5.51% | |
| LONG | NVDA | $207.54 | $217.56 | +$1 +4.83% | |
| LONG | AMC | $2.42 | $2.52 | +$0 +4.13% | |
| SHORT | EOG | $142.14 | $149.48 | $-1 -5.16% | |
| SHORT | DIA | $519.63 | $534.27 | $-0 -2.82% | |
| SHORT | XLV | $157.53 | $175.68 | $-1 -11.52% | |
| SHORT | ROKU | $144.23 | $156.80 | $-1 -8.72% | |
| LONG | NFLX | $67.48 | $80.22 | +$2 +18.88% | |
| SHORT | XLP | $84.43 | $86.54 | $-0 -2.50% | |
| LONG | SOFI | $17.08 | $18.42 | +$1 +7.85% | |
| LONG | MSFT | $398.80 | $484.31 | +$2 +21.44% | |
| SHORT | XLY | $114.64 | $118.59 | $-0 -3.45% | |
| SHORT | USB | $63.10 | $62.82 | +$0 +0.44% | |
| SHORT | HUM | $399.42 | $378.02 | +$1 +5.36% | |
| LONG | NVDA | $206.04 | $219.74 | +$1 +6.65% | |
| SHORT | HUM | $400.32 | $382.00 | +$0 +4.58% | |
| LONG | SOFI | $17.42 | $17.66 | +$0 +1.38% | |
| LONG | NFLX | $68.32 | $77.77 | +$1 +13.84% | |
| LONG | META | $646.70 | $543.67 | $-2 -15.93% | |
| LONG | INTC | $97.61 | $96.69 | $-0 -0.95% | |
| LONG | MU | $885.57 | $940.76 | +$1 +6.23% | |
| SHORT | XLP | $85.14 | $85.58 | $-0 -0.52% | |
| LONG | TSLA | $386.09 | $336.87 | $-1 -12.75% | |
| SHORT | ROKU | $144.96 | $157.78 | $-1 -8.85% | |
| SHORT | EOG | $138.84 | $148.70 | $-1 -7.10% | |
| SHORT | XLV | $161.00 | $169.73 | $-1 -5.42% | |
| LONG | ORCL | $124.27 | $142.79 | +$2 +14.90% | |
| SHORT | MO | $74.05 | $65.19 | +$1 +11.96% | |
| SHORT | MA | $540.00 | $574.31 | $-1 -6.35% | |
| SHORT | XLY | $116.22 | $116.36 | $-0 -0.12% | |
| SHORT | USB | $63.72 | $64.79 | $-0 -1.68% | |
| LONG | SLV | $51.20 | $57.44 | +$1 +12.19% | |
| LONG | MSFT | $391.10 | $481.63 | +$2 +23.15% | |
| LONG | PLTR | $133.28 | $174.04 | +$3 +30.58% | |
| SHORT | ROKU | $143.24 | $157.68 | $-1 -10.08% | |
| LONG | META | $647.70 | $589.85 | $-1 -8.93% | |
| LONG | MSFT | $398.08 | $495.40 | +$3 +24.45% | |
| LONG | MU | $822.53 | $971.66 | +$2 +18.13% | |
| SHORT | EOG | $138.30 | $142.61 | $-0 -3.12% | |
| SHORT | XLV | $160.35 | $167.37 | $-0 -4.38% | |
| LONG | SLV | $50.91 | $58.48 | +$2 +14.87% | |
| SHORT | DIA | $526.81 | $536.80 | $-0 -1.90% | |
| SHORT | USB | $64.11 | $65.42 | $-0 -2.04% | |
| LONG | NFLX | $65.54 | $78.16 | +$2 +19.26% | |
| SHORT | HUM | $424.54 | $389.05 | +$1 +8.36% | |
| LONG | NVDA | $202.40 | $225.16 | +$1 +11.25% | |
| SHORT | USB | $63.00 | $65.42 | $-0 -3.84% | |
| LONG | ORCL | $121.70 | $150.52 | +$3 +23.68% | |
| LONG | MU | $866.38 | $971.66 | +$1 +12.15% | |
| LONG | NFLX | $73.97 | $78.16 | +$1 +5.66% | |
| LONG | INTC | $92.07 | $102.50 | +$1 +11.32% | |
| SHORT | HUM | $387.50 | $389.05 | $-0 -0.40% | |
| SHORT | MA | $550.50 | $569.29 | $-0 -3.41% | |
| SHORT | MO | $71.25 | $65.70 | +$1 +7.79% | |
| SHORT | MO | $74.08 | $65.70 | +$1 +11.31% | |
| LONG | META | $678.61 | $589.85 | $-1 -13.08% | |
| SHORT | XLY | $115.91 | $118.20 | $-0 -1.98% | |
| SHORT | XLY | $117.12 | $118.20 | $-0 -0.92% | |
| SHORT | XLP | $84.14 | $86.09 | $-0 -2.32% | |
| LONG | TSLA | $381.78 | $342.27 | $-1 -10.35% | |
| SHORT | XLV | $161.81 | $167.37 | $-0 -3.44% | |
| SHORT | EOG | $139.27 | $142.61 | $-0 -2.40% | |
| SHORT | ROKU | $143.50 | $157.68 | $-1 -9.88% | |
| LONG | TSLA | $392.35 | $342.27 | $-1 -12.76% | |
| LONG | NVDA | $210.26 | $225.16 | +$1 +7.08% | |
| LONG | SOFI | $16.88 | $18.29 | +$1 +8.35% | |
| LONG | ORCL | $131.48 | $150.52 | +$2 +14.49% | |
| LONG | INTC | $101.13 | $102.50 | +$0 +1.35% | |
| LONG | MSFT | $394.86 | $495.40 | +$3 +25.46% | |
| SHORT | XLP | $86.79 | $86.09 | +$0 +0.81% | |
| LONG | SLV | $49.70 | $58.48 | +$2 +17.67% | |
| LONG | NVDA | $212.01 | $225.30 | +$1 +6.27% | |
| LONG | MU | $975.80 | $949.83 | $-0 -2.66% | |
| LONG | MSFT | $387.80 | $496.88 | +$3 +28.13% | |
| LONG | INTC | $109.30 | $104.56 | $-0 -4.34% | |
| LONG | ORCL | $130.56 | $156.22 | +$2 +19.65% | |
| LONG | SLV | $52.71 | $58.16 | +$1 +10.34% | |
| LONG | TSLA | $399.39 | $339.96 | $-2 -14.88% | |
| SHORT | HUM | $401.83 | $384.97 | +$0 +4.19% | |
| SHORT | EOG | $137.87 | $141.41 | $-0 -2.57% | |
| SHORT | ROKU | $142.34 | $154.08 | $-1 -8.25% | |
| SHORT | CSX | $49.74 | $50.14 | $-0 -0.80% | |
| LONG | PLTR | $134.17 | $179.01 | +$4 +33.42% | |
| SHORT | XLY | $116.46 | $118.45 | $-0 -1.71% | |
| SHORT | CVS | $105.54 | $94.99 | +$1 +10.00% | |
| SHORT | XLV | $157.38 | $168.38 | $-1 -6.99% | |
| SHORT | XLP | $83.10 | $86.00 | $-0 -3.49% | |
| LONG | SOFI | $18.79 | $18.43 | $-0 -1.92% | |
| SHORT | USB | $62.15 | $65.17 | $-1 -4.86% | |
| LONG | NFLX | $73.79 | $78.24 | +$1 +6.04% | |
| SHORT | XLV | $159.78 | $168.44 | $-1 -5.42% | |
| SHORT | XLY | $116.01 | $117.89 | $-0 -1.62% | |
| SHORT | XLP | $84.51 | $85.08 | $-0 -0.67% | |
| SHORT | EBAY | $113.88 | $102.31 | +$1 +10.16% | |
| SHORT | USB | $62.04 | $65.02 | $-1 -4.80% |