Performance Dashboard
Covering 8 scans from April 1 to April 10, 2026. A pivotal period: the Iran ceasefire triggered a regime shift from full RISK-OFF to EARLY RISK-OFF. VIX broke below 20 for the first time since the conflict began. The scanner rotated from energy/defense dominance to a tech/semis-led recovery, with tariff developments (90-day pause announcement on Apr 9) creating a whiplash rally. Most positions remain open — this grade is heavily provisional.
Pillar 1 — Setup Quality (50%)
TP1 Hit Rate on resolved positions: 0 TP1 / (0 TP1 + 2 SL) = 0%
Score: 1 (F*) — Only 2 stops resolved out of the full portfolio. BA returned +8.14% but expired before formally hitting TP1 ($220 target). Heavily provisional with <25% positions resolved.
Pillar 2 — Portfolio Simulation (50%)
Optimal Sharpe return: +2.43% over the 8-trading-day window, Max DD: -0.29%.
Score: 4 (B) — Strong capital preservation with minimal drawdown. The breakout-only filter caught the tariff pivot rally (BA +8.14%) while cutting losses quickly on SHEL and AVGO.
Win Rate (P&L > 0)
Trade Outcomes
Full Results Table
All 4 tracked trades from the backtest simulation (optimal Sharpe mode: breakout_only, P2/Top1, horizon 8d). Results based on actual market prices via Yahoo Finance.
Open Positions from This Period
The vast majority of setups from Apr 1–10 remain open. Key open positions tracked in scanner-positions.json:
- BBVA +10.73%, AGRO +10.27%, GDX +6.32%, NVDA +5.70%, RTX +3.93%
- LLY +2.43%, XLV +2.28%, HII +1.86%, GLD +1.84%, LMT +1.03%
- KR -2.29%, XLE -2.83%, DAL -5.13%, EQNR -8.76%
The early read on open positions is encouraging: 14 positive vs 4 negative. The final grade will be materially updated once ≥50% of positions resolve over the next 1–2 weeks.
Analysis by Strategy
The optimal Sharpe portfolio used a breakout_only filter this period. All 4 resolved trades were breakout plays. Analysis below covers both the backtest and the broader raw position tracking across all 80 setups.
MOMENTUM
Momentum dominated the scan selections (56%). Early reads are positive: GDX +6.3%, NVDA +5.7%, RTX +3.9%. Defense/healthcare momentum (LMT, LLY, UNH) benefited from the risk-off-to-neutral transition. Energy momentum (XLE, EQNR) struggled with oil price volatility.
BREAKOUT
Breakout was the only strategy in the optimal Sharpe filter. BA (+8.14%) caught the defense sector rally perfectly. SHEL (-2.06%) and AVGO (-1.71%) stopped out quickly but with controlled losses. RCL (+0.55%) expired flat. The ceasefire-to-tariff pivot created breakout-favorable conditions mid-period.
PULLBACK
Continuing last period’s strong pattern, pullback plays show solid early MtM: LLY +2.43%, XLV +2.28%, HII +1.86%. The defensive pullback thesis in healthcare and consumer staples is playing out. No pullback trade has stopped out yet — confirming the strategy’s resilience in EARLY RISK-OFF.
Key Insight
The transition from RISK-OFF to EARLY RISK-OFF favored two approaches: (1) breakout plays on regime-pivot beneficiaries (BA, defense), and (2) pullback plays on quality names oversold during the crisis (LLY, NVDA, COST). The ceasefire rally and tariff pause created rare breakout-favorable windows even in a risk-off environment. Timing regime transitions — not just reading the current regime — is where alpha hides.
Top 3 & Flop 3
Top 3 Picks
Apr 1 — Breakout (Score 91)
The standout trade of the period. Boeing surged on defense spending momentum and a broader risk-on rotation post-ceasefire. Entry at $203.50 caught the breakout perfectly, riding to $220.06 in 6 days. BA benefited from the dual tailwinds of defense budget increases and commercial aviation recovery. Expired before hitting the $245 TP2 target but delivered exceptional returns.
Apr 1 — Momentum (Score 93)
Still open with 19 days remaining. NVDA entered at $174 is now at $183.91, only 3.3% from TP1 ($190). The tariff pause announcement on Apr 9 was a catalyst for semis. If NVDA breaks $190, this becomes the scanner’s best pick of the month. Progress: 77% toward TP1.
Apr 6 — Breakout (Score 92)
Gold miners continue to benefit from safe-haven demand. GDX entered at $92.50 is now at $98.35, with 6.8% to TP1 ($105). The combination of geopolitical uncertainty and rate cut expectations keeps gold elevated. Progress: 65% toward TP1, 24 days remaining.
Flop 3 Picks
Mar 30/31 — Momentum (Score 92/91)
The worst open position. EQNR entered at $42.25 is now at $38.55, barely above its $38.50 stop. Norwegian energy giant hammered by Brent’s slide from $100 toward $95 post-ceasefire. Appeared in TWO consecutive scans — a repeat that amplified exposure to the same risk factor. The stop at $38.50 is about to trigger (-0.1% away).
Apr 9 — Momentum (Score 92)
Airlines hit by jet fuel cost fears despite the ceasefire. DAL entered at $71.50 dropped to $67.83 in one day — the tariff pause rally lifted tech but crushed travel/leisure on rotation. High score (92) did not protect against the sector rotation headwind. Still open with $63 stop.
Apr 2 — Breakout (Score 90)
European energy breakout attempt failed as ceasefire expectations deflated the oil premium. SHEL entered at $93.71, stopped at $91.78 in 4 days. Similar to last period’s pattern: energy breakouts in a de-escalating geopolitical environment carry elevated failure risk.
Lessons & Improvements
What Worked
- Defense sector conviction — BA +8.14% validated the defense thesis from the previous retro. RTX and LMT also tracking positive.
- Portfolio drawdown control — Only -0.29% max DD despite 2 stops, demonstrating disciplined risk management.
- Regime pivot detection — Scanner correctly shifted from pure energy/defense to tech/semis as VIX broke 20.
- Safe-haven diversification — GDX +6.32%, GLD +1.84% provided stable returns throughout the period.
- Quick stops on failures — AVGO and SHEL cut within 1–4 days, preserving capital for winners.
What Failed
- Energy persistence — EQNR (-8.76%), XLE (-2.83%) repeated the energy trap. Lesson from prior retro not fully absorbed.
- TP1 still too ambitious — BA returned +8.14% but expired before TP1 ($220). Tighter targets would convert “expired +” to “TP1 hit.”
- Duplicate tickers across scans — EQNR appeared Mar 30 AND 31, GDX in Apr 6 AND 7, XLV and UNH duplicated. Anti-repeat filter needs enforcement.
- Airlines in regime transition — DAL (-5.13%) entered right as sector rotation hit travel. Momentum score doesn’t capture rotation risk.
- Low resolution rate — Only 4/80 setups resolved via backtest — the 8-day horizon is short for non-breakout strategies.
Adjustments for Next Period
🎯 Tighter TP1 in Regime Transitions
When regime shifts from RISK-OFF to EARLY RISK-OFF, reduce TP1 by 25%. BA’s +8% would have been a TP1 hit with a $215 target instead of $220. Adjust targets dynamically based on VIX trajectory, not just level.
⚖️ Energy Max Exposure = 2 per Scan
Despite prior retro warnings, 3+ energy names appeared in some scans. Hard cap at 2 energy tickers. EQNR appearing in consecutive scans should have been blocked by the anti-duplicate filter.
🔄 Anti-Duplicate Enforcement
GDX, XLV, UNH, EQNR all appeared in 2 consecutive scans. Enforce strict 3-scan cooldown before a ticker can reappear. This prevents concentration risk on the same thesis.
🚫 Rotation-Sensitive Sectors
Airlines, travel, and cyclicals are vulnerable during regime transitions. Add a “rotation sensitivity” flag that reduces scores by 10 pts when VIX direction reverses intraday by >5%.
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% |
| Apr 1 – Apr 10 | C* | 8 | 80 | 0%* | 50% | +2.43% | BA +8.1% | SHEL -2.1% |
Cumulative Scanner Performance
Aggregated statistics across all 8 retrospectives (Feb 10 – Apr 10, 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.