Performance Dashboard
Covering 5 scans from April 13 to April 17, 2026. A dynamic week spanning two distinct sub-regimes: Risk-On on Monday and Thursday/Friday, with Early Risk-Off dominating Tuesday through Wednesday. The scanner produced 13 TP hits out of 20 resolved positions (65% hit rate) — a meaningful improvement over recent retros. CRDO delivered a standout +25% TP2 hit in a single day. The Apr 17 scan (10 picks) remains fully pending. Grade is provisional at A* pending final resolution.
Pillar 1 — Setup Quality (50%)
TP1 Hit Rate on resolved positions: 13 TP / (13 TP + 7 SL) = 65.0%
Score: 6 (A) — 65% is comfortably in the A range (60–70%). CRDO hit TP2 at +25%, while SAP and INTC both delivered swift TP1 exits. Pullback strategy was the standout at 80% HR. Grade provisional — only 20/40 tradeable setups resolved (50%).
Pillar 2 — Portfolio Simulation (50%)
Balanced mode return: +5.26% (129.13 → 134.44) over the 5-day retro window.
Score: 6 (A) — Strong week-on-week return, all-time equity of +34.44%. Balanced mode delivered the best risk-adjusted result. Turbo led at +5.58% but with higher volatility. Max DD -4.38% remains within acceptable bounds for the Balanced risk profile.
TP1 Hit Rate (Resolved)
Trade Outcomes (All 50 setups)
Full Results Table
All 50 setups across 5 scans (Apr 13–17, 2026). Results based on actual market prices via Yahoo Finance. Open positions tracked as of Apr 17 close.
Per-Scan Hit Rate Breakdown
Analysis by Strategy
Four strategies were deployed across the 5 scans. Pullback was the standout performer with an 80% hit rate. Momentum delivered solid results at 67%. Breakout was split (50% HR) with CRDO masking 3 stop-losses for ASML and USO. Pre-Squeeze had only 1 trade which remains open.
MOMENTUM
Best performers: AMZN +5.88%, META +5.25%, AMD +6.18%. Three stops (ASML, CAT, NFLX) reduced the average. Momentum strategy worked well on mega-cap tech but struggled on macro-sensitive names during the Early Risk-Off window.
BREAKOUT
CRDO's +25% TP2 hit inflated the average significantly. Without CRDO, breakout avg P&L would be negative. ASML stopped out in 2 of 3 breakout attempts — a systematic problem with this ticker. USO commodity breakout failed on tariff/demand fears. INTC and XLK delivered clean exits.
PULLBACK
Best strategy of the week by far. TXN +6.05%, SAP +8.33%, AAPL +4.65%, COST +1.95% — all clean TP1 exits. Only ABT stopped (-4.67%). Pullback entries on quality names during Early Risk-Off dips proved highly effective. This strategy deserves higher weighting in future scans.
PRE-SQUEEZE
Single Pre-Squeeze setup (TSM Apr 14) remains open at +0.25%. Not enough data to evaluate this strategy independently this period. Will continue monitoring as TSM approaches the compression breakout level around $385.
Strategy Performance Breakdown
Key Insight: Why Pullback Outperforms in Mixed Regimes
During weeks with alternating risk regimes, the market creates natural entry points via temporary pullbacks. When a high-quality stock pulls back 3–5% into support during an Early Risk-Off session, the pullback entry captures the mean-reversion as risk appetite returns. This week perfectly illustrates the principle: AAPL, SAP, TXN, and COST all pulled back during the Tue–Wed soft patch and recovered sharply on Thursday/Friday.
Actionable: In scans following 1–2 days of Early Risk-Off, increase Pullback weighting to 40% of the scan's setup allocation.
Top 3 & Flop 3 Picks
The standout winners and losers from resolved positions this week. Understanding both extremes drives scanner improvement.
Top 3 Picks
Entry $132 → TP2 $165 hit Apr 16 in a single session. AI networking hyperscaler demand for high-speed data center interconnects drove a massive gap-up. The breakout from the $132 consolidation zone was textbook — compressed ATR, volume surge, sector tailwind. CRDO's copper-link technology is gaining over optical as cost matters in the AI capex cycle.
Entry $168 → TP1 $182 hit Apr 17 in just 2 sessions. European enterprise software showed strength as SAP reported strong cloud revenue momentum. The pullback entry during the Early Risk-Off dip provided a clean 80%-to-TP1 move. SAP benefits from USD/EUR dynamics and continued enterprise AI adoption in Europe.
Entry $62 → TP1 $67 hit Apr 16. Intel benefited from the broad chipmaker rally as tariff pause fears eased. The breakout from $62 resistance held through the mid-week volatility and accelerated into Thursday. Foundry narrative and potential government semiconductor support provided the catalyst.
Flop 3 Picks
Entry $128.47, stop triggered at $120 on Apr 17. Oil collapsed on a combination of tariff demand destruction fears and OPEC+ supply signals. The breakout setup was technically valid but macro headwinds overpowered the chart signal. Commodity ETFs in a tariff-driven macro environment are high-risk — filter them more aggressively in volatile macro periods.
Entry $108, stopped Apr 17. Netflix dropped sharply as subscriber growth concerns resurfaced. The momentum thesis was invalidated within 24 hours — a classic case of entering a setup on a news-driven bounce that had no fundamental backing. NFLX price was also near earnings territory which amplifies volatility risk.
Entry $101.75, stopped Apr 17. Healthcare pullback thesis failed as broad sector rotation away from defensives continued. ABT's pullback entry was into a weakening trend rather than a temporary dip. Lesson: pullback entries require the primary trend to remain intact — avoid if the sector is in sustained rotation out.
Top & Flop Performance Chart
Portfolio Simulation (Pillar 2)
Balanced mode equity curve for the Apr 13–17 retro window. All-mode comparison and all-time metrics shown below.
Balanced Mode — Period Equity Curve (Apr 13–17)
Period Return by Mode
Historical Retrospective Grades
All scanner retrospectives since inception (Feb 2026). This week's A* marks a significant improvement from the recent C-grade period driven by tariff volatility.
| Period | Grade | Scans | Setups | TP1 HR | Win Rate | Portfolio | Best Pick | Worst Pick |
|---|---|---|---|---|---|---|---|---|
| Feb 10–20 | B+ | 5 | 50 | 55% | 60% | +4.2% | TSLA +14.3% | META -3.1% |
| Feb 20–28 | B | 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 | C | 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 1–10 | C* | 8 | 80 | 0%* | 50% | +2.43% | BA +8.1% | SHEL -2.1% |
| Apr 13–17 | A* | 5 | 50 | 65.0%* | 65% | +5.26% | CRDO +25.0% | USO -6.59% |
Cumulative Scanner Performance
Aggregated statistics across all 9 retrospectives (Feb 10 – Apr 17, 2026). The A* grade this week marks the best performance since inception.
All-Time Top & Worst Picks
Lessons & Improvements
What Worked Well
- Pullback strategy dominance (80% HR, +2.63% avg) — Best performing strategy of the week. Pullback entries on high-quality names during the temporary Early Risk-Off dip (Tue–Wed) captured strong mean-reversion moves when Risk-On returned Thu–Fri.
- High-score picks delivered — AMZN (sc=92), META (sc=91), ADI (sc=92) all hit TP1 quickly. The composite scoring model continues to identify the most reliable setups.
- CRDO was a breakout star (+25% TP2) — AI networking space validation. The scanner correctly identified compression before the breakout. Score 88 was appropriate given the setup quality.
- Geographic diversification (US/EU/Asia/ETFs) provided resilience — SAP (EU) and XLK (ETF) both hit TP1 cleanly, offsetting ASML weakness. Multi-region exposure reduced single-market concentration risk.
- Apr 13 RISK-ON scan was the strongest (5 TP, 1 stop, avg +2.69%) — Regime alignment with setup selection produced the cleanest results. When regime = RISK-ON and strategy = Pullback or high-conviction Breakout, hit rates are highest.
What Didn't Work
- ASML stopped out in 3 consecutive scans (Apr 13, 14, 15) — Critical overexposure to a single ticker. ASML appeared in 3 of 5 scans and was stopped in 2 of those 3 attempts. The anti-duplicate rule must apply more broadly: a ticker stopped in the previous scan should be automatically blocked for at least 2 sessions.
- USO/commodity plays hurt by macro (-6.59%) — Oil collapsed on tariff demand destruction fears. Commodity ETF breakouts in a tariff-volatile macro regime are high-risk. The scanner should apply a macro-context filter: if tariff uncertainty index is elevated, reduce commodity weight by 50%.
- NFLX momentum thesis invalidated (-6.48%) — Momentum entry near earnings window. NFLX was approaching earnings season and the near-earnings volatility amplified the downside. The scanner should enforce a stricter earnings proximity filter (±5 sessions).
- Apr 16 scan quality degraded (1 TP, 2 stops, avg -0.04%) — Too many active open positions from earlier scans created a crowded portfolio. When 15+ positions are already open, the new scan quality degrades. Consider a hard cap of 5 new setups when open positions exceed 12.
Adjustments for Next Scans
- Block ASML for 2 sessions after a stop — Implement a ticker-level cooldown: any ticker stopped in the previous scan is ineligible for 2 sessions. This directly addresses the ASML overexposure problem (stopped 2/3 times in 3 consecutive scans).
- Increase Pullback weighting to 40% of scan allocation — 80% HR this week vs 67% Momentum and 50% Breakout. In mixed-regime weeks, pullback setups on quality names dominate. Target: 4 of 10 setups should be Pullback in every scan going forward.
- Apply macro-volatility filter for commodities — In tariff-driven macro environments, reduce commodity/energy ETF setups to max 1 per scan, require a 2:1 R/R minimum (vs standard 1:1.5), and tighten stops to 5% max.
- Enforce open-portfolio cap — When open positions ≥ 12 from previous scans: reduce new setups to 5 (not 10), prioritize Pullback and highest-scoring picks only. The Apr 16 scan degradation was partly driven by portfolio crowding.
- Strengthen earnings proximity filter — Extend from ±3 sessions to ±5 sessions. Any ticker with confirmed earnings within 5 sessions is automatically disqualified from momentum entries.
Learning of the Week: The Regime-Strategy Matrix
This week illustrated the importance of matching strategy to regime. The best results came from RISK-ON regime + Pullback/Breakout strategies. The worst came from EARLY RISK-OFF + Momentum plays on macro-sensitive names (USO, NFLX).
A simple regime-strategy matrix to internalize:
- RISK-ON: Breakout (A+) > Momentum (A) > Pullback (B+) > Pre-Squeeze (B)
- EARLY RISK-OFF: Pullback (A) > Pre-Squeeze (A) > Momentum (B) > Breakout (C)
- RISK-OFF: Pre-Squeeze (A) > Pullback (B) > Momentum (D) > Breakout (F)
When the scanner detects EARLY RISK-OFF, immediately increase Pullback weight and reduce Momentum/Breakout on macro-sensitive tickers (commodities, airlines, SMID-cap).
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.
* Provisional grade: fewer than 60% of positions from the covered period have resolved. The Apr 17 scan (10 setups) has not yet traded. Final grade subject to update.