Dip-Buyer NASDAQ v2 — paper trading

Mean-reversion scanner for NASDAQ stocks. Runs once a day after the US close, keeps a paper journal at real open prices and publishes this page. No orders are sent — the output is a set of instructions for the next session. Updated 2026-09-22 16:22 ET · repository · strategy & backtest
Scan for Sep 22, 2026 (after the close)
⚪ normal day (QQQ RSI2 ≥ 30) — no new buys, manage open positions only
QQQ 747.46 +0.81%RSI(2) 98.6passed the filter 31
QQQ RSI(2): green zone < 10 = buy day
Next session — strategy actions

Events of this run

📥 Bought at the open Sep 22, 2026 [control book]: EBAY 229 sh @ 108.84
📥 Bought at the open Sep 22, 2026 [control book]: SMTC 143 sh @ 174.12
✅ Sold at the open Sep 22, 2026 [control book]: SHOP +0.5% → +$129 (held 14 sessions, exit: close above SMA10)
✅ Sold at the open Sep 22, 2026 [control book]: CRWD +7.1% → +$1,750 (held 1 sessions, exit: close above SMA10)

Scanner output — Sep 22, 2026

Passed the filter: 31 (first 31 shown, ranked by 21-day average turnover). Not a tier-A day — the strategy buys nothing; the list is for watching (the control book buys the top names by turnover from it).
#tickerclosedayturnover, $M/dayvs SMA200SMA10
1CSCO106.44-4.5%1,712+11%109.45
2ABNB161.81-3.0%799+14%167.47
3TEAM188.65-3.6%687+69%187.87
4ASST29.35-3.2%296+94%28.33
5CHYM28.62-4.3%253+22%31.86
6APA42.30-3.5%244+23%44.78
7GEN27.29-6.4%194+11%29.89
8NTRS173.40-3.1%182+8%180.53
9MTCH41.71-3.4%145+19%42.86
10DBX33.90-5.9%140+21%36.19
11FSLY26.08-4.9%124+35%24.32
12WIX80.10-4.1%110+8%79.47
13SIRI26.53-3.3%109+6%28.3
14TVTX60.28-4.1%90+37%64.23
15CGNX58.97-4.9%88+8%61.03
16MORN195.23-3.1%63+5%199.17
17NCNO19.67-3.7%61+4%21.28
18MRX72.65-4.0%58+39%73.04
19AXGN44.54-3.0%56+16%44.55
20TRMD34.63-6.7%54+34%35.86
21WGS90.80-7.2%50+12%93.22
22SEZL110.00-5.6%48+8%116.86
23SLM24.25-3.3%48+1%25.5
24AMRX19.50-3.3%41+33%17.97
25NUAI6.97-8.8%41+43%6.11
26FTDR77.19-3.2%39+16%79.65
27APPN36.90-4.5%36+31%36.8
28CLDX33.51-11.6%29+4%37.88
29FEIM85.05-4.4%26+45%81.26
30LIND27.32-3.4%24+26%26.67
31GRPN21.28-3.5%22+22%19.37

Open positions (paper)

booksignaltickerentryentry pxshareslastP&Lsessionsnext
Control (every day, no market filter)2026-08-27 CBKNG2026-08-28203.09123164.22-19.1%17holding; sell after a close above SMA10 = 171.01
Control (every day, no market filter)2026-08-31 CABNB2026-09-01182.53136161.81-11.4%15holding; sell after a close above SMA10 = 167.47
Control (every day, no market filter)2026-09-21 CEBAY2026-09-22108.84229109.28+0.4%1sell at the next open
Control (every day, no market filter)2026-09-21 CSMTC2026-09-22174.12143174.33+0.1%1sell at the next open
Control (every day, no market filter)2026-09-22 CCSCObuy at the next open
Control (every day, no market filter)2026-09-22 CTEAMbuy at the next open

Results (paper)

booktradesavgmedianwin rateavg holdP&L% of capitalmax DD
Strategy — buys only on tier-A days (QQQ RSI2 < 10)15+0.75%-0.28%47%5.1+$2,883+2.88%-4.5%
Control — every day, no market filter (same entry/exit rules)42+2.53%+1.30%62%6.5+$26,057+26.06%-9.0%
   of which entered on tier-A days1-5.16%-5.16%0%7.0-$1,250-1.25%-1.3%
   of which entered on tier-B days6+5.40%+2.53%83%6.5+$7,921+7.92%-0.0%
   of which entered on tier-C days35+2.26%+1.40%60%6.4+$19,387+19.39%-13.1%
Backtest 2010–2026 (after 10 bp costs): strategy +181 bp/trade, 70% winners, ~34 trades/yr, CAGR 15.2%, max DD −23%, 15 of 17 years positive; the same rules every day without the market filter: +45 bp/trade, max DD −60%, 11 of 17 years. The same thing is tracked here forward on real prices — compare.
■ Strategy■ Control$126,057$94,906

Closed trades

booksignaltickerentryentry pxexitexit pxsessionsexit reasonnetP&L
control2026-08-31 C replaySHOP2026-09-01143.662026-09-22144.5514close above SMA10+0.52%+$129
control2026-09-18 CCRWD2026-09-21231.622026-09-22248.211close above SMA10+7.06%+$1,750
control2026-09-15 BSTX2026-09-16784.802026-09-21894.273close above SMA10+13.85%+$3,369
control2026-09-04 C replayPLTR2026-09-08173.602026-09-16170.396close above SMA10-1.95%-$487
strategy2026-09-10 A replayMU2026-09-11993.202026-09-14906.751close above SMA10-8.80%-$2,186
strategy2026-09-10 A replaySNDK2026-09-111,713.502026-09-141,521.531close above SMA10-11.30%-$2,712
control2026-08-26 C replayNBIS2026-08-27223.372026-09-08234.847close above SMA10+5.04%+$1,249
strategy2026-08-19 A replayAMD2026-08-20465.672026-09-08488.9212close above SMA10+4.89%+$1,208
strategy2026-08-19 A replayINTC2026-08-2091.872026-09-0389.3510close above SMA10-2.84%-$710
control2026-08-24 B replayMU2026-08-25928.982026-09-01941.135close above SMA10+1.21%+$292
control2026-08-28 C replayNVDA2026-08-31218.632026-09-01216.511close above SMA10-1.07%-$266
control2026-08-27 C replayMRNA2026-08-28137.192026-08-31134.101close above SMA10-2.35%-$587
control2026-08-14 C replayAVGO2026-08-17397.262026-08-28373.609close above SMA10-6.06%-$1,492
control2026-08-25 C replayPANW2026-08-26330.462026-08-28377.262close above SMA10+14.06%+$3,485
strategy2026-08-20 A replayCRWD2026-08-21190.942026-08-28228.235close above SMA10+19.43%+$4,823
control2026-08-13 C replayCSCO2026-08-14112.802026-08-27112.159close above SMA10-0.68%-$169
control2026-08-17 C replayMSFT2026-08-18480.642026-08-26487.856close above SMA10+1.40%+$350
control2026-08-11 C replayGOOGL2026-08-12346.092026-08-25349.429close above SMA10+0.86%+$215
strategy2026-08-20 A replayMRNA2026-08-21133.112026-08-24142.701close above SMA10+7.11%+$1,768
strategy2026-08-18 A replayMU2026-08-19959.362026-08-20935.011close above SMA10-2.64%-$658
strategy2026-08-18 A replaySNDK2026-08-191,682.402026-08-201,569.001close above SMA10-6.84%-$1,611
control2026-08-04 C replayCIFR2026-08-0520.342026-08-1817.539close above SMA10-13.91%-$3,478
control2026-08-13 C replayLITE2026-08-14892.682026-08-17948.411close above SMA10+6.14%+$1,535
control2026-08-06 C replayWDC2026-08-07457.302026-08-14503.345close above SMA10+9.97%+$2,461
control2026-08-12 C replayWDAY2026-08-13177.442026-08-14207.851close above SMA10+17.04%+$4,233
control2026-08-06 C replayNBIS2026-08-07197.372026-08-13255.474close above SMA10+29.34%+$7,296
control2026-08-05 C replaySNDK2026-08-061,173.262026-08-121,358.224close above SMA10+15.67%+$3,860
control2026-08-05 C replayAMD2026-08-06471.752026-08-07497.941close above SMA10+5.45%+$1,337
control2026-08-04 C replayAXTI2026-08-0563.522026-08-0669.081close above SMA10+8.65%+$2,160
control2026-07-23 B replayTXN2026-07-24279.682026-08-05280.908close above SMA10+0.34%+$84
control2026-07-23 B replayMCHP2026-07-2479.812026-08-0579.628close above SMA10-0.34%-$84
control2026-07-24 A replayMU2026-07-27932.452026-08-05885.307close above SMA10-5.16%-$1,250
control2026-07-31 C replaySNDK2026-08-031,159.842026-08-051,398.772close above SMA10+20.50%+$4,993
strategy2026-07-24 A replayMU2026-07-27932.452026-08-05885.307close above SMA10-5.16%-$1,250
strategy2026-07-24 A replaySNDK2026-07-271,462.992026-08-051,398.777close above SMA10-4.49%-$1,117
strategy2026-07-17 A replayAMAT2026-07-20545.052026-08-04544.0711close above SMA10-0.28%-$69
strategy2026-07-27 A replayNVDA2026-07-28194.782026-08-04211.065close above SMA10+8.26%+$2,059
control2026-07-21 C replayCRWD2026-07-22192.562026-08-03194.048close above SMA10+0.67%+$166
control2026-06-30 C replayWULF2026-07-0123.792026-07-2419.8016close above SMA10-16.87%-$4,214
control2026-07-10 C replayMRVL2026-07-13228.782026-07-24202.919close above SMA10-11.41%-$2,845
control2026-07-16 B replaySNDK2026-07-171,365.202026-07-241,551.165close above SMA10+13.52%+$3,323
strategy2026-07-17 A replaySNDK2026-07-201,408.782026-07-241,551.164close above SMA10+10.01%+$2,397
control2026-07-07 B replayMU2026-07-08902.642026-07-22938.2510close above SMA10+3.84%+$937
control2026-06-29 C replayHON2026-06-30230.662026-07-17225.2812close above SMA10-2.43%-$605
control2026-06-30 C replayEQIX2026-07-011,022.662026-07-131,046.217close above SMA10+2.20%+$541
control2026-06-11 C replayAPA2026-06-1236.042026-07-0834.6816close above SMA10-3.88%-$968
control2026-06-15 C replayLUNR2026-06-1624.982026-07-0121.8610close above SMA10-12.59%-$3,145
control2026-06-15 C replayENPH2026-06-1652.422026-07-0147.4710close above SMA10-9.54%-$2,381
control2026-06-18 C replayASTS2026-06-2279.662026-06-3081.926close above SMA10+2.73%+$680
control2026-06-17 C replayAMZN2026-06-18240.122026-06-22240.081close above SMA10-0.12%-$29
control2026-06-16 C replayMU2026-06-171,061.142026-06-181,107.901close above SMA10+4.31%+$1,051
control2026-06-01 C replayTSLA2026-06-02418.222026-06-16404.1110close above SMA10-3.47%-$857
control2026-06-02 C replayGOOGL2026-06-03361.582026-06-16369.369close above SMA10+2.05%+$512
control2026-06-02 C replayGOOG2026-06-03357.892026-06-16367.239close above SMA10+2.51%+$620
strategy2026-06-05 A replayNVDA2026-06-08209.952026-06-16210.946close above SMA10+0.38%+$94
control2026-06-01 C replayINTC2026-06-02107.452026-06-12117.428close above SMA10+9.18%+$2,288
strategy2026-06-05 A replayMU2026-06-08938.132026-06-12971.664close above SMA10+3.48%+$848
net = after 10 bp round-trip costs; position size 25% of capital ($100,000) per name, max 4 positions.

Scan log (last 60 of 79)

dateQQQdayRSI(2)tierpassed filtertop of filterbuysellholding
2026-09-22747.46+0.81%98.6⚪ C31CSCO ABNB
2026-09-21741.47+2.77%97.9⚪ C14EBAY SMTC
2026-09-18721.45+0.63%91.0⚪ C47CRWD PANW
2026-09-17716.92+1.73%85.5⚪ C8CART ASND
2026-09-16704.72+0.03%18.9🟡 B32HOOD SWKS
2026-09-15704.54-0.65%16.0🟡 B47STX WDC
2026-09-14709.18-0.80%29.3🟡 B68NVDA MU
2026-09-11 replay714.88+0.87%59.5⚪ C13SNDK STXMU SNDK
2026-09-10 replay708.69-1.06%7.8🟢 A81MU SNDKMU SNDK
2026-09-09 replay716.31-0.29%36.3⚪ C61MRNA CRWV
2026-09-08 replay718.36-0.08%70.9⚪ C90MRNA HOOD
2026-09-04 replay718.96+0.18%82.4⚪ C36PLTR DASHAMD
2026-09-03 replay717.67+1.19%78.7⚪ C14KHC AEHRAMD
2026-09-02 replay709.24+0.23%31.4⚪ C22PLTR PANWINTCAMD
2026-09-01 replay707.64-1.27%13.2🟡 B120PLTR NBISAMD INTC
2026-08-31 replay716.76+0.05%54.6⚪ C24SHOP BKNGAMD INTC
2026-08-28 replay716.43-0.65%51.8⚪ C149NVDA NBISAMD INTC
2026-08-27 replay721.11+1.37%90.6⚪ C25MRNA BKNGCRWDAMD INTC
2026-08-26 replay711.37+0.09%57.5⚪ C35NBIS MRNAAMD INTC CRWD
2026-08-25 replay710.72+0.62%51.9⚪ C14PANW ZMAMD INTC CRWD
2026-08-24 replay706.32-1.00%12.5🟡 B88MU SNDKAMD INTC CRWD
2026-08-21 replay713.44+0.35%36.9⚪ C18MRVL AAOIMRNAAMD INTC CRWD
2026-08-20 replay710.93-0.72%3.8🟢 A99MRNA CRWDMRNA CRWDAMD INTC
2026-08-19 replay716.08-0.20%8.3🟢 A97SNDK AMDAMD INTCMU SNDK
2026-08-18 replay717.51-1.69%9.9🟢 A123MU SNDKMU SNDK
2026-08-17 replay729.87-0.16%60.0⚪ C55MSFT NBIS
2026-08-14 replay731.07-0.14%79.3⚪ C30AVGO AMAT
2026-08-13 replay732.07+1.16%91.7⚪ C55LITE CSCO
2026-08-12 replay723.70+0.73%76.1⚪ C25WDAY AXON
2026-08-11 replay718.45-0.34%42.4⚪ C36GOOGL GOOG
2026-08-10 replay720.87-0.30%62.9⚪ C89INTC MRVL
2026-08-07 replay723.03+1.17%80.2⚪ C40SNDK STX
2026-08-06 replay714.65-0.37%57.5⚪ C77SNDK NBIS
2026-08-05 replay717.30-0.90%70.2⚪ C101SNDK AMD
2026-08-04 replay723.85+3.40%96.5⚪ C16CIFR AXTIMU SNDK
2026-08-03 replay700.07+1.76%89.0⚪ C26WDC MPWRAMAT NVDAMU SNDK
2026-07-31 replay687.99+0.65%75.9⚪ C58MU SNDKAMAT MU SNDK NVDA
2026-07-30 replay683.55+3.30%69.1⚪ C60BKNG ADPAMAT MU SNDK NVDA
2026-07-29 replay661.73-2.04%1.1🟢 A121MU SNDKAMAT MU SNDK NVDA
2026-07-28 replay675.49-0.97%3.5🟢 A96MU SNDKAMAT MU SNDK NVDA
2026-07-27 replay682.12-0.31%7.8🟢 A75NVDA SNDKNVDAAMAT MU SNDK
2026-07-24 replay684.23-1.12%9.7🟢 A120MU SNDKMU SNDKAMAT
2026-07-23 replay691.96-1.90%17.2🟡 B72TXN MCHPSNDKAMAT
2026-07-22 replay705.35-0.51%53.7⚪ C95AAL AAOISNDK AMAT
2026-07-21 replay708.97+1.85%75.2⚪ C29CRWD DDOGSNDK AMAT
2026-07-20 replay696.06+0.10%13.3🟡 B86MRNA ENTGSNDK AMAT
2026-07-17 replay695.33-1.50%6.7🟢 A49SNDK AMATSNDK AMAT
2026-07-16 replay705.94-1.64%15.0🟡 B156MU SNDK
2026-07-15 replay717.74-0.27%47.6⚪ C66MU SNDK
2026-07-14 replay719.69+1.12%58.1⚪ C29NBIS QCOM
2026-07-13 replay711.74-1.90%24.1🟡 B152MU NVDA
2026-07-10 replay725.51+0.31%80.7⚪ C116MRVL PANW
2026-07-09 replay723.28+1.66%76.1⚪ C14VSAT APA
2026-07-08 replay711.44+0.28%36.7⚪ C86AAL PANW
2026-07-07 replay709.43-1.85%26.3🟡 B141MU SNDK
2026-07-06 replay722.82+1.43%57.6⚪ C40RKLB TTMI
2026-07-02 replay712.60-1.73%22.4🟡 B148MU SNDK
2026-07-01 replay725.17-1.52%45.9⚪ C148MU SNDK
2026-06-30 replay736.40+1.70%86.3⚪ C30WULF EQIX
2026-06-29 replay724.08+2.49%73.4⚪ C31HON APLD

Rule v2

When: QQQ RSI(2) at the close < 10. What: NASDAQ stocks with close > SMA200, day ≤ −3%, turnover ≥ $20M/day → most liquid first, at most 2 new per day, up to 4 positions at 25% of capital each. Entry: next open. Exit: the open after the first close above the stock's SMA10, 20 sessions max. No stops, no targets.
Why: v1 exited after a fixed 48 hours and cut the rebound in half (+81 bp/trade, 58% winners). The SMA10 exit lets it play out: +181 bp, 70%. Verified on 2010–2016 (years not used to choose the exit): CAGR 20%, 7 of 7 years positive. Details and the full grid — STRATEGY.md.