| System | Same-day % | Realistic % | WR | Exp | MaxDD | N trades | Walk-forward | Status |
|---|---|---|---|---|---|---|---|---|
| System W (US) Trend / momentum Β· Webster + O'Neil |
+60731% | +288% | 54.0% | 4.88 | 13.8% | ~600 | 7/7 sameday, 5/7 realistic | BEST CANDIDATE β partial-TP 2R/3R locks Exp >1.0 |
| System DI (US) DI+W+TML Β· current_branch |
+26697% | -33% | 52.0% | 1.50 | 35.0% | ~700 | 7/7 sameday, FAIL realistic | US gap-risk problem; realistic mode needs exec tuning |
| System W (Thai port) Trend / momentum Β· System W |
+326% | β | 71.8% | β | 13.8% | ~120 | single-pass, walkforward pending | Cross-market PASS β methodology not US-only |
| First-Pullback (US) Pullback after breakout Β· Komar/Webster/Kell |
+8% | β | 70.8% | β | β | 89 | 3/7 overall, 3/3 RECENT | Strongest 2020s edge per backtest |
| Failed-Reentry (US) Re-entry after failed breakout Β· Oliver Kell #5 |
+4% | β | 60.0% | β | β | 13087 | stable EVERY decade incl 2020s | Statistically robust β wide N |
| Consolidation Breakout (US) Long base breakout Β· O'Neil |
+6% | β | 63.5% | β | β | 9953 | 5/7, FAIL window 7 (2020-2026) | Modern era degraded in US, holds in Thai |
| Consolidation Breakout (Thai) Long base breakout Β· O'Neil |
+5% | β | 52.0% | β | β | 9 | small N but 100% WR tightβ€8%/volβ₯20Γ | Niche modern Thai edge |
| Climax-Top Scanner Exit signal Β· O'Neil Sell Rule #4 |
β | β | β | β | β | β | score 65=33.8% TP rate (modest edge) | Live in scan_climax_live.py |
| PTJ 200-day veto Filter overlay Β· PTJ |
-29% | +53% | 1.5% | 9.00 | β | β | WR +1.5pp, Exp +9% on existing systems | VALIDATED β live in scan_di_live*.py |
| Partial-TP 2R/3R Exit overlay Β· Minervini |
-3% | β | 13.8% | 4.88 | -1.6% | β | Flips W realistic FAILβPASS | VALIDATED β Grimes blocker resolved |
| Pattern | Type | Lineage | Failure mode |
|---|---|---|---|
| VCP (mechanical) | Pattern | Minervini-mechanical | 0 big winners over 36yr |
| Cup-with-Handle (generic) | Pattern | O'Neil-mechanical | 0 big winners; named patterns over-specify |
| Shelf-Breakout | Pattern | Webster | 22 trades 36yr, 0 big winners |
| Holy Grail (Raschke) | Re-entry | Raschke | -80.7% return, 85% MaxDD despite 1.5R Exp |
| Komar Blue Dot filter | Filter | Komar | Contradicts breakout entry; collapses N from 1015β7 |
| Bonde Momentum Burst | Pattern | Stockbee | Blew up -100% despite 53% WR |
| Turtle Soup as W filter | Filter | Raschke | Cut total return 96% (over-filters strongest signals) |
| ACD (daily) | Pattern | Mark Fisher | Designed for futures; daily stocks doesn't translate |
| Hunter Confluence | Composite | In-house | 86,416-signal backfill showed all classifications inverted |
| Branch | Primary system | Paper allocation | Validation gate | Live decision |
|---|---|---|---|---|
| simons_branch | Ensemble (consolidation + first-pullback + failed-reentry) | ΰΈΏ333,333 / $33,333 USD | 5d-hold equal-weight Sharpe β₯ 0.5 in walk-forward | Best Sharpe at Nov 2026 wins live capital |
| oneil_branch | CANSLIM C+A+L+I + Cup-with-Handle | ΰΈΏ333,333 / $33,333 USD | All 8 sell rules enforced + β₯50% WR over 6mo paper | Best Sharpe at Nov 2026 wins live capital |
| current_branch | System DI + System W (existing) | ΰΈΏ333,333 / $33,333 USD | FROZEN β paper-track baseline only | Best Sharpe at Nov 2026 wins live capital |
| # | Sym | Sector | Final $ (from 100K) | Total Return | CAGR | DRIPs |
|---|---|---|---|---|---|---|
| 1 | AOT | Airports | 3,379,016 | +3,279% | 24.0% | 15 |
| 2 | PTT | Energy | 2,458,864 | +2,359% | 21.2% | 32 |
| 3 | AI | Industrial | 1,993,113 | +1,893% | 20.5% | 22 |
| 4 | TISCO | Bank | 1,720,869 | +1,621% | 18.4% | 20 |
| 5 | ADVANC | Telecom | 868,309 | +768% | 13.8% | 35 |
| 6 | BOL | Tech Services | 664,873 | +565% | 12.0% | 29 |
| 7 | CCET | Electronics | 441,778 | +342% | 9.3% | 30 |
| 8 | ASIAN | Consumer | 430,038 | +330% | 15.7% | 16 |
| 9 | AMARC | Commercial | 229,681 | +130% | 31.6% | 8 |
| 10 | BANPU | Energy | 47,752 | β52% | β4.5% | 30 |