Choose your risk profile, understand every parameter, and follow the regime-adaptive configuration. Sweep-validated on real scanner data.
The DailyTickers scanner publishes 10 A+ setups each trading day. The 5-mode portfolio system lets you allocate capital according to your risk tolerance. Each mode defines how many positions to hold simultaneously, which strategy filter to apply, the holding horizon, and how exits are managed.
A mode is a complete set of portfolio rules applied on top of the daily scanner output. You pick one mode that matches your risk appetite and follow its rules mechanically. The scanner does the setup selection; the mode tells you exactly how to size, enter, hold, and exit.
Modes are regime-adaptive: when the market transitions from RISK-ON to RISK-OFF, the mode's filter automatically narrows to safer strategy types (e.g., breakout-only). The parameters shown here are the active RISK-ON configuration (v5.2-20260501).
All values below are from modes-config.json v5.2-20260501, regime: RISK-ON. v3 changes: Balanced momentum_only→mom_bo, Secured momentum_only→breakout_only. Turbo/Dynamic/Fortress unchanged from v2.
Ultra-aggressive 1–2 day plays. All strategies eligible, aggressive rotation, BE lock at +0.5%. Sweep-validated RISK-ON: +18.75% return, -0.47% DD on 10-day window.
Active traders. All strategies, aggressive rotation, H2 horizon. Sweep RISK-ON: +18.75% return, Sharpe 39.89. No ATR/trailing — pure momentum capture.
Best risk/reward. Momentum+Breakout filter, aggressive rotation, H2 horizon. v3: switched from momentum_only (2nd half decline) to mom_bo for broader signal capture.
Capital preservation with RISK-ON tilt. Breakout-only, 2-slot P2, H2 horizon, BE lock at +1%. v3: switched from momentum_only (WR 25%, -7.84%) to breakout_only (WR 67%, +73.77%).
Capital fortress. Half-sized mom_bo positions, P4 diversification, H8 horizon, BE+trail. Sweep RISK-ON: +8.07%, DD 0%, WR 76.9%.
Every mode exposes the same set of parameters. Here is what each one does and how it affects your trading.
| Parameter | What It Does | Turbo | Dynamic | Balanced | Secured | Fortress |
|---|---|---|---|---|---|---|
| portfolioSize / topN | How many simultaneous positions to hold. Top-N picks from the daily scanner, ranked by score. | 1 / 1 | 1 / 1 | 3 / 3 | 2 / 2 | 4 / 4 |
| horizon | Maximum holding period in trading days. Position is closed at EOD of day H if not exited by TP/stop first. | H2 | H2 | H2 | H2 | H8 |
| filterName | Strategy type filter applied to the scanner output. all = no filter. momentum_only = only momentum setups. mom_bo = momentum + breakout. breakout_only = only breakout setups. | all | all | mom_bo | breakout_only | mom_bo |
| rotation | When to replace open positions with higher-scoring new setups. aggressive = replace as soon as a higher score appears. none = hold until TP/stop/horizon. | Aggressive | Aggressive | Aggressive | None | None |
| minScore | Minimum scanner score required to enter. Higher = fewer but higher-quality trades. | 90 | 85 | 85 | 85 | 85 |
| partialTP / partialTPPct | Take partial profit at TP1. Sell partialTPPct of the position (e.g. 50%) and let the rest run to TP2. | Yes, 50% | No | No | No | Yes, 50% |
| breakevenPct | Once price moves up by this %, move stop to breakeven (entry price). 0 = disabled. | 0.5% | 0.5% | 0% | 1% | 1% |
| dailyTrailPct | End-of-day trailing stop. If EOD price falls more than X% from the daily high, close position. | 2% | 0% | 0% | 0% | 2% |
| atrStopMult | ATR-based dynamic stop multiplier. 0 = disabled (use scanner's hard stop only). In v2, removed from all modes for RISK-ON. | 0 | 0 | 0 | 0 | 0 |
| positionSizePct | Fraction of the slot allocation to deploy. 1.0 = full size. 0.5 = half size (Fortress only, to mechanically halve drawdown). | 1.0 | 1.0 | 1.0 | 1.0 | 0.5 |
In v1, Dynamic and Secured used ATR-based dynamic stops (atrStopMult=1). The RISK-ON sweep showed these stops were premature exits in momentum environments, reducing overall return. In v2, all modes use only the scanner's hard stop level (initial stop defined by the setup, not an ATR multiple).
Each mode automatically adjusts its strategy filter based on the current market regime (detected from VIX, breadth, and price action). The filter shown in each mode card is the active RISK-ON filter. Here are all five regimes:
| Mode | RISK-ON | NEUTRAL | EARLY RISK-OFF | RISK-OFF | RECOVERY |
|---|---|---|---|---|---|
| Turbo | all | mom_bo | breakout_only | breakout_only | mom_bo |
| Dynamic | all | mom_bo | breakout_only | breakout_only | mom_bo |
| Balanced | mom_bo | mom_bo | breakout_only | breakout_only | mom_bo |
| Secured | breakout_only | breakout_only | breakout_only | breakout_only | breakout_only |
| Fortress | mom_bo | breakout_only | breakout_only | breakout_only | breakout_only |
RISK-ON (VIX < 15, positive breadth): most permissive filters — Turbo/Dynamic accept all setups including short squeezes and speculative plays.
NEUTRAL (VIX 15–20): shift to momentum+breakout only. Reduce exposure to pure-momentum setups that need strong follow-through.
EARLY RISK-OFF (VIX 20–28): breakout-only across all modes. Only take setups with clear technical breakout structure and volume confirmation.
RISK-OFF (VIX > 28): same as early risk-off. Fortress and Secured additionally restrict to breakout_only regardless of score.
RECOVERY: regime transitioning back up. Turbo/Dynamic/Balanced re-enable momentum, Secured/Fortress stay cautious with breakout_only.
Pick the single mode that matches your risk tolerance. Do not mix modes or switch frequently. Consistency is what the sweep-validated parameters are built for.
| If you are… | Use | Why |
|---|---|---|
| A full-time active trader, comfortable with concentrated risk | Turbo | Max alpha, 1 position, score ≥ 90 filter cuts noise |
| An active trader wanting maximum return | Dynamic | Same return as Turbo with slightly lower score bar |
| A part-time trader wanting the best risk/return ratio | Balanced | 3 positions, near-zero drawdown, 71% win rate |
| A conservative investor who cannot afford significant losses | Secured | Breakeven lock, breakout-only filter, capital preservation focus |
| A capital-preservation investor who wants almost zero drawdown | Fortress | Half-sized positions, 0% DD in sweep, 4-slot diversification |
Each day the scanner publishes 10 A+ setups ranked by score. Apply your mode's filter mentally:
With aggressive rotation enabled, monitor the next daily scanner publication. If the new top setup has a higher score than your current open position, you may close the current position and enter the new one — regardless of current P&L. This is the mechanism that drove the Sharpe 39.89 in Dynamic's sweep result.
The sweep results are valid only when rules are applied mechanically. "Feeling" that a setup will recover, holding past the horizon, or skipping a rotation are the most common failure modes in rule-based systems. If you deviate, you are no longer running the validated strategy.
All past configurations are archived in portfolio/v1/config-history.json. Each version is a full snapshot of all 6 modes (incl. TKL), tagged with the market regime at the time of the sweep.
| Version | Date | Regime | Key Changes | Sweep Basis |
|---|---|---|---|---|
| v1-20260215 | Feb 15, 2026 | MIXED |
|
39 scans (Feb 15 – Apr 17, full dataset) |
| v2-20260418 | Apr 18, 2026 | RISK-ON |
|
11 scans (Apr 6–18, RISK-ON window, 110 setups) |
| v5.2-20260501 | Apr 25, 2026 | RISK-ON |
|
Targeted trade analysis on Balanced & Secured filter performance |
Configuration is updated when a new sweep produces materially better results on a recent regime window (typically 10+ scans, 100+ setups). Changes are driven by:
The previous config is always archived before updating. All signals and equity calculations use the config that was active at the time of the scan.
The 5-mode portfolio signals and equity curves are available as a public JSON API. Each mode has its own endpoints for signals, positions, equity, orders, and trades.
Portfolio API Documentation