Performance Dashboard
Covering 9 scans from March 24 to April 3, 2026. A turbulent period dominated by Risk-Off conditions driven by the Iran oil crisis (Hormuz Strait tensions), tariff escalation, and VIX above 24. The scanner shifted between EARLY RISK-OFF and full RISK-OFF, heavily favoring energy, defense, and safe-haven plays.
Pillar 1 — Setup Quality (50%)
TP1 Hit Rate on resolved positions: 1 TP1 / (1 TP1 + 10 SL) = 9.1%
Score: 1 (F) — Targets were set too ambitiously vs. the RISK-OFF environment. Most positions expired with modest gains before reaching TP1.
Pillar 2 — Portfolio Simulation (50%)
Optimal Sharpe return: +1.59% over the 8-day window, Max DD: -1.38%.
Score: 4 (B) — Disciplined position sizing and tight stops preserved capital. Positive return despite high stop rate.
TP1 Hit Rate
Trade Outcomes
Full Results Table
All 24 tracked trades from the backtest simulation (optimal Sharpe mode). Results are based on actual market prices via Yahoo Finance.
Analysis by Strategy
MOMENTUM
Momentum plays were the scanner's workhorse but struggled with targets. Most winners expired with small gains (MRK +1.6%, APA +4%). Energy momentum (XOM, FANG) got punished by sudden oil reversals.
BREAKOUT
Breakout setups took the heaviest losses. In RISK-OFF, breakouts frequently failed as sellers overwhelmed buyers. BTU (-7%), FANG (-5.9%), SLB (-4.9%) — all breakout attempts crushed by macro headwinds.
PULLBACK
Pullback was the best-performing strategy by win rate. SAP (+2.1%), GLD (+1.7%), EWJ (+1.6%) — all expired positive. Defensive, mean-reversion plays worked well in volatility.
Key Insight
In RISK-OFF environments, Pullback strategies outperform Breakout strategies. This period confirms that breakout attempts in high-VIX conditions (>24) carry elevated failure risk. For future scans in RISK-OFF regimes, the scanner should shift weighting heavily toward Pullback and defensive Momentum, reducing Breakout exposure to 20% max of the portfolio.
Top 3 & Flop 3
Top 3 Picks
Mar 26 — Momentum (Score 90)
The only TP1 hit of the period. CF Industries benefited from surging fertilizer demand and agriculture commodity momentum. Entry at $126 caught the exact bottom of the pullback, riding to $135.20 in 5 days. The strong fundamental backdrop (nitrogen price inflation) provided the catalyst that other energy plays lacked.
Apr 2 — Breakout (Score 89)
Gold miners surged as safe-haven flows intensified post-Hormuz crisis. NEM caught the gold rally perfectly, with GLD pushing above $440. Only 1-day hold yet delivered strong returns — classic RISK-OFF beneficiary.
Mar 24 — Breakout (Score 89)
European energy giant benefited from Brent above $100 and EU diversification premium. Held for 8 days, steady climb from $88.64 to $92.39. Expired before TP1 ($78 was set conservatively in the scan entry, but actual entry was higher at $88.64).
Flop 3 Picks
Mar 30 — Breakout (Score 94)
Highest score of the period yet worst performer. Coal is notoriously volatile. BTU gapped down immediately after entry, hitting stop on Day 1. Lesson: high scores don't insulate against macro shock. Coal remains too volatile for the scanner's standard stop levels.
Mar 27 — Breakout (Score 91)
E&P breakout into full RISK-OFF was poorly timed. The Hormuz tensions that initially lifted oil prices caused extreme volatility that broke technical patterns. FANG dropped through $190 stop despite strong fundamentals.
Mar 31 — Momentum (Score 93)
Another high-score energy casualty. XOM entered at $170 on oil momentum but Brent reversal from $100 to $97 in 24h triggered a cascade. Stop hit at $160.65 in 3 days. Lesson: even blue-chip energy isn't immune to oil whiplash.
Lessons & Improvements
What Worked
- Position sizing & risk management — Despite 10 stops, portfolio only drew down -1.38%, preserving capital for recovery
- Pullback strategy selection — All 3 pullback trades were winners (SAP, GLD, EWJ)
- Safe-haven diversification — GLD, NEM, and defense picks (LMT, NOC) delivered consistent gains
- Geographic rotation — European picks (TTE, SAP, SHEL, EWJ) outperformed US energy plays
- Quick adaptation — Apr 1-3 scans pivoted to tech bounce, semis, and defense, improving results
What Failed
- Breakout strategy in RISK-OFF — 6 out of 9 breakout trades stopped out. Breakouts into falling markets are high-risk
- TP1 targets too ambitious — Only 1/24 trades hit TP1. Targets need to be 30-40% tighter in RISK-OFF
- Energy concentration risk — Too many correlated energy names (MPC, FANG, BTU, XOM, SLB, HAL) amplified sector-specific losses
- Coal/volatile commodities — BTU was highest-scored but worst performer. Extreme volatility assets need wider stops or exclusion
- Repeated tickers across scans — MPC appeared Mar 26 AND Mar 27 (both stopped), MRK in 4 scans. Fresh analysis needed per scan
Adjustments for Next Period
🎯 Tighter Targets in Risk-Off
Reduce TP1 targets by 30-40% when regime = RISK-OFF or EARLY RISK-OFF. A +3-4% target in volatile markets is more achievable than +8-10%. This would have turned many "expired positive" into TP1 hits.
⚖️ Strategy Weighting
In RISK-OFF: cap Breakout allocation at 20% of setups. Increase Pullback to 40% and Momentum to 40%. Breakout-only scans should shift to Pullback-dominant when VIX > 22.
🔄 Sector Diversification Cap
Max 3 energy names per scan. The Mar 27 scan had 6 energy stocks — too correlated. Enforce minimum 4 sectors per scan even in energy-dominated regimes.
🚫 Volatile Asset Filter
Exclude coal stocks (BTU, ARCH, AMR) from the standard scanner. Their intraday volatility exceeds the scanner's stop parameters. Consider a separate "high-vol" alert category instead.
Portfolio Equity Curve (Optimal Sharpe)
Historical Retrospective Grades
| Period | Grade | Scans | Setups | TP1 HR | Win Rate | Portfolio | Best Pick | Worst Pick |
|---|---|---|---|---|---|---|---|---|
| Feb 10–20 | B | 5 | 50 | 40% | 52% | +3.2% | USO +15.1% | IOT -5.0% |
| Feb 20–28 | C | 4 | 40 | 25% | 45% | +1.5% | CHRD +12.7% | SAP -2.8% |
| Mar 2–6 | B | 5 | 50 | 45% | 55% | +4.1% | USO +15.1% | IOT -5.0% |
| Mar 6–13 | B+ | 5 | 50 | 50% | 58% | +5.2% | CVX +7.1% | ATI -2.9% |
| Mar 13–20 | B | 5 | 50 | 42% | 50% | +3.8% | FANG +6.8% | RTX -3.0% |
| Mar 20–27 | B+* | 6 | 60 | 100%* | 50% | +2.1% | CF +11.7% | — |
| Mar 24 – Apr 3 | C | 9 | 90 | 9.1% | 50% | +1.59% | CF +7.3% | BTU -7.0% |
Cumulative Scanner Performance
Aggregated statistics across all 7 retrospectives (Feb 10 – Apr 3, 2026). Includes all tracked trades from the optimal Sharpe portfolio simulation.
All-Time Top & Worst Picks
Disclaimer
This retrospective is for educational and informational purposes only. It does not constitute financial advice, a recommendation, or an offer to buy or sell any securities. Past performance is not indicative of future results. The scanner is an algorithmic tool that generates setups based on technical and fundamental data — it is not a trading system and does not account for individual circumstances, risk tolerance, or investment objectives. All data sourced from Yahoo Finance and DailyTickers Gateway. Always do your own research and consult a licensed financial advisor before making investment decisions.