Chart scanner journal
Daily-bar R/R research from the local chart-scanner stack — setup rules, paper-run logs, and summarized backtests. Methodology only; no trade calls.
Recent
all posts →- backtest
PIT frozen-macro momentum backtest
FOMC±1 and SPY>SMA200 judge at decision time T — live top-1/max-6 protocol replay.
- backtest
Entry timing — RTH open vs signal close
Daily-bar proxy for regular-hours next-open fills vs same-bar close fills.
- log
Momentum paper run — momentum_spec
Parallel momentum_spec paper book with separate state and 30-minute loop.
- idea
Rotation and broker playbook
Operational split between accounts — alerts vs automation, without day-flip sector trading.
- backtest
Macro proxy vs calendar judge
Deterministic SPY>SMA200 and FOMC±1 filters as stand-in for news judgment — no headline archive.
- backtest
Momentum baseline backtest (2019→now)
Pooled 1R compound on momentum_spec with RS/sector gates — 1953 trades, win 41.3%, E[R] 0.068.