Model Portfolio

This model portfolio risks 1% of its value on each trade, holds at most 10 positions, and buys only the scan's actionable setups.

Started at $100,000 of model equity on Oct 16, 2026. The R-multiple ledger for the same scan lives on the Proof Center.

Rules v2.0 apply to every position opened from the v2 start; positions opened before then ran under v1.0 and are marked †.

— Portfolio   — S&P 500 (SPY) · cumulative return since inception

Sector mix of open positions: Commercial Services 1 · Energy Minerals 1 · Health Technology 1 · Unclassified 1

• This model portfolio risks 1% of its value on each trade, holds at most 10 positions, and buys only the scan's actionable setups.
• The account started with $100,000 of model equity on its first day. Nothing is backfilled — every position opened after go-live, from a real scan. Rules version 2.0 applies to every position opened on or after the v2 start date shown above; earlier positions keep the rules they opened under.
• Buys come from the day's scan in the scan's canonical ranking order, only when the setup is labelled actionable and earnings are outside the 7-day gate. A setup is never bought when its pattern belongs to no legend in the site's library (classical chart patterns), or when a Pocket Pivot no longer verifies on the entry day's bar (an up day whose volume beats the prior 10 days' worst down-day volume).
• No new positions are opened on days when the S&P 500 (SPY) closed the prior session below its own 50-day moving average.
• At most 5 new buys a day, at most 10 positions open at once, and never two open positions in the same stock. A stock that has stopped out cannot be bought again for 10 trading sessions.
• Position size risks 1% of the portfolio's current value: shares = (equity × 1%) ÷ (entry − stop), rounded down. A buy is skipped when that is less than one share or the position would cost more than 25% of the portfolio.
• An entry is booked only if the plan price actually traded on the entry day (inside that day's range, 1% tolerance). A price that never traded is not a fill and is never booked.
• Exits are the scan's own stop and target, checked stop-first on daily bars, with a 20-trading-day time stop at the close. If a stock gaps down through its stop, the exit is booked at that day's open — the price that actually traded — not at the stop. Once a position has gained twice its initial risk, its stop moves to the entry price.
• No slippage, fees, or taxes are modeled — real trading would do worse on all three.

Paper trading is hypothetical. These are not real trades, real fills, or real returns — no slippage, no fees, no liquidity limits, no taxes. A limit order at the plan price is assumed filled; real trading fills worse. Past paper performance does not predict future results. For educational research only. Not investment advice.

About the October 2026 audit. In October 2026 we audited this site's paper trading end to end. The unfiltered paper ledger lost 23R across its first 32 closed trades (3 wins, 29 losses) — most entries were bought more than 5% above their 50-day moving average into a weakening market, the same stocks were bought repeatedly, and five entries were booked at prices that never actually traded that day. That record stays published, in full, on the Proof Center; nothing has been removed or restated. The rules on this page (version 2.0) are the response: entries are now gated on market regime, pattern provenance, and whether the plan price really traded, and gap-down exits are booked at the price that traded. The audit and the replay behind these rules are the standard every future rule change here will be held to.