From 10,000 tickers to a handful of high-conviction ideas — the funnel, the vocabulary, and a 60-second tour.
Every listed stock is scored daily for Relative Strength (RS) vs the S&P 500. Full Scanner
Only deploy when the Master Banner says the tape is FAVORABLE. Markets
Keep the top decile — stocks outperforming 90% of the market. Sector Rotation confirms where money is rotating. Sector Rotation
Low RMV (volatility contraction) + industry strength = coiled springs, not extended chases.
One melded engine picks the final few: RS leaders that also clear the breakout-timing gate, held for a 3-week sprint. GEAR-SHIFT
Protocol: a 3-week sprint run continuously from mid-2019 through today across two real crashes — the COVID crash (Feb–Mar 2020) and the 2022 bear — $17k across 5 slots, next-open entries, OTOCO brackets (−8% stop / +35% target), 15-day max hold, on ~490 liquid US large-caps. GEAR-SHIFT = RS leaders gated by the breakout-timing engine. Educational research, not advice — read the caveats below.
| Strategy | Cum. return | CAGR | Win rate | Sharpe | Max DD |
|---|---|---|---|---|---|
| GEAR-SHIFT 🕹️ + regime defend* | +217.4% | +17.8% | 46.7% | 1.18 | −17.0% |
| GEAR-SHIFT 🕹️ (entries always on) | +186.9% | +16.1% | 44.2% | 0.89 | −24.8% |
| RS-only (no breakout gate) | +252.4% | +19.5% | 40.0% | 1.11 | −25.0% |
| SPY | +188.2% | — | — | — | −33.7% |
| VTI | +179.0% | — | — | — | −35.0% |
Cumulative return over ~7 years on a $17k book. *Regime defend = halt new entries when market breadth (% of the universe above its 50-day MA) drops below ~50% — validated 2026-07, rolling out. Simulated backtest, not audited live results.
What the crashes taught us: gating RS leaders through the breakout engine already beats the index with far lower drawdown (−24.8% vs SPY −33.7%). But the real edge in a crash is defending by not deploying: halting new entries when breadth thins turned the COVID crash and 2022 bear from losses into near-breakeven, cut full-cycle drawdown to −17.0%, and lifted the Sharpe to 1.18 — the best on the board. Crucially, it defends by withholding capital, not by selling winners — force-flattening the book on a signal was the worst variant we tested (it amputates the trades that reap the profit).
Caveats: the universe is current large-caps, so delisted losers are absent — survivorship bias flatters returns in the crash windows (recovery capture is overstated), so trust the drawdown/Sharpe improvements more than the headline returns. Treat the strategy ranking as robust and the absolute returns as illustrative.
Most GEAR-SHIFT trades lose — and the book still compounds. The reason isn't win rate, it's payoff asymmetry. With a −8% stop and a +35% target, each winner is worth ~4.4× each loser, so the break-even win rate is only:
break-even = 1 / (1 + reward/risk) = 1 / (1 + 4.4) ≈ 19%
At a 44% win rate we're more than double break-even. Worked example — risk 1 unit to make 4.4, ten trades, 4 winners / 6 losers:
The four winners dwarf the six losers. That's the trader's maxim "80% of trades are a wash; the 20% reap the profits": the −8% stop minimizes each loss while the +35% target and 15-day exit let winners run. It's the casino inverted — a casino tilts the probability with an even payoff; GEAR-SHIFT accepts a sub-50% probability and tilts the payoff. Both are "the house." The catch: a low win rate means losing streaks, so the whole game is surviving the streaks (tight stops + regime defend) long enough for the fat-tail winners to arrive.
Two knobs set a low-risk entry: how tight to the 21-EMA you buy, and how far you let a winner run before taking profit. We swept both across the full cycle (2019→today) on the explosive-leader universe. Greener = better risk-adjusted return (Sharpe).
The pattern is unambiguous: enter tight to the 21-EMA (±2–3%) and let winners run to ~4R — Sharpe ≈ 1.0 at roughly 15% drawdown. Loosening the entry past ±6% falls off a drawdown cliff — you start buying names that have already run. (The lone bright cell at ±6%/4R is a fragile outlier, not the robust choice.) The same principle drives GEAR-SHIFT’s exit: buy near support, then let the winner run.
The terms every card uses, in plain language. These same definitions appear as hover tooltips on the stage and setup tags across the site.
Educational research tool — not investment advice. Markets involve risk of loss.