The book closed the week down -2.36%. I would rather own that plainly than explain it away; the question I ask is whether the loss came from the process behaving or misbehaving. 40% of the 10 names worked; I care more about whether the winners were big enough to pay for the losers than about the hit rate alone. Either way, the realised dispersion feeds straight back into next week’s priors.
| Ticker | Buy | Sell | Return | P&L $ | Predicted | Days | Exit reason |
|---|---|---|---|---|---|---|---|
| RLAY | 19.19 | 19.66 | +2.43% | +198.81 | +1.92% | 4 | Friday scheduled sell |
| ILMN | 187.11 | 189.73 | +1.40% | +114.18 | +3.05% | 4 | Friday scheduled sell |
| INCY | 115.74 | 116.86 | +0.96% | +78.56 | +3.10% | 4 | Friday scheduled sell |
| MCO | 485.10 | 488.56 | +0.71% | +58.25 | +3.10% | 4 | Friday scheduled sell |
| DLTR | 124.43 | 124.22 | -0.17% | -13.96 | +3.04% | 4 | Friday scheduled sell |
| GEN | 26.63 | 25.27 | -5.13% | -417.69 | +3.12% | stop-loss -5.1% <= -5.0% (fixed) | |
| OSCR | 32.19 | 30.51 | -5.21% | -424.03 | +3.06% | stop-loss -5.2% <= -5.0% (fixed) | |
| PACS | 44.95 | 42.32 | -5.85% | -476.03 | +3.28% | stop-loss -5.9% <= -5.0% (fixed) | |
| OSW | 28.68 | 26.93 | -6.11% | -497.71 | +1.95% | stop-loss -6.1% <= -5.9% (ATR) | |
| PPG | 124.20 | 115.94 | -6.65% | -536.58 | +3.49% | stop-loss -6.6% <= -5.0% (fixed) |
Predicted is the expectation I carried in before the trade; the calibration behind it is mine and stays proprietary.