Post-Trade Recap

Week of 27–31 Oct 2025 — P/L & Learnings

Equal-weight 10-name basket · Executed per playbook (VWAP window, −10% stop, time exit Fri)
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TL;DR

Net P/L ≈ −$20 (−0.0%) on $10k notional. Big winners CAT +9.5% and AMZN +7.6% offset a META stop (−10%) and small defensive drags (WMT/MRK). RVOL + event-drift worked; AI capex shocks punished crowd favorites. Hard stop prevented a deeper META drawdown.

Green highlight: Discipline preserved capital; signal stack correctly favored RVOL + event proximity.

Per-name performance (Mon close → Fri close or stop)

TickerΔP/L ($1k)Driver
MSFT−2.82%−28.20Capex-spend jitters post-mega-AI build-outs.
GOOGL+4.49%+44.90Ads + Cloud resilience; post-print follow-through.
AMD−1.40%−14.00Semis mixed into week’s mega-cap prints.
META−10.00%−100.00AI opex/capex messaging shock; stop hit Thu.
AMZN+7.64%+76.40AWS re-acceleration; record-day squeeze.
V−1.91%−19.10Post-earnings digestion; modest risk-on rotation.
CAT+9.53%+95.30Beat + upbeat outlook; AI power demand tailwind.
XOM−1.16%−11.60Crude softness / mixed prints.
MRK−3.31%−33.10Health-care lag; drift lower into prints.
WMT−3.10%−31.00Staples faded as beta outperformed late-week.

Total (10 × $1,000): −$20 (flat). META’s hard stop capped downside; without it, basket would finish ~−$56 worse.

Why it worked (and didn’t)

Market context (what moved tape)

Playbook updates (v1.5 draft)

  1. Capex-shock guard: For mega-caps guiding to step-ups in AI capex/opex, pre-register a tighter hard stop (−7%) for 48h post-print and cap single-name weight at 0.75× baseline.
  2. RVOL confirmation: Keep the mandatory RVOL/volume-z filter; promote CAT/AMZN-style setups when RVOL ≥ 1.8 and estimate dispersion narrows into the print.
  3. Event-window sanitation 2.0: Exclude neighbors with past post-print drawdowns < −8% when IV↑ + capex messaging present (prevents META-like analogs from slipping into the set).
  4. Staples hedge timing: Shift KO/WMT-type hedges after major tech prints to avoid giving back during tech squeezes.

Method note

Performance approximated using Mon Oct 27 → Fri Oct 31 closes (or hard stop trigger). Sources: major financial portals and earnings reports; figures rounded to nearest 0.01.

Just for fun

What if we had shorted the same 10?

Mirror of the week’s moves, assuming the same entries and Friday time-exit (no borrow/frictions). Winners become losers and vice-versa.

TickerΔ if ShortP/L on $1k short
MSFT+2.82%+$28.20
GOOGL−4.49%−$44.90
AMD+1.40%+$14.00
META+10.00%+$100.00
AMZN−7.64%−$76.40
V+1.91%+$19.10
CAT−9.53%−$95.30
XOM+1.16%+$11.60
MRK+3.31%+$33.10
WMT+3.10%+$31.00

Total (10 × $1,000 shorts): +$20.00 (mirror of the long basket’s −$20.00).