Minervini VCP — Volatility Contraction Tearsheet
Mark Minervini's volatility-contraction setup: a base where each pullback gets smaller on drying volume, then a pivot breakout. The scanner's precision-sniper setup. Mandate vcp_minervini · v1 · legend: minervini.
No resolved trades yet under vcp_minervini v1 — the tearsheet fills in as picks resolve.
Mandate rules v1
| Filter | Threshold |
|---|---|
min_trend_score | 6 |
min_rs | 65.0 |
pattern_min_confidence | 0.6 |
max_patterns_per_symbol | 1 |
require_price_above_sma50 | True |
min_price | 5.0 |
min_avg_volume_50d | 200000 |
dead_stock_filter | True |
Thresholds mirror the production defaults in app/config.py Settings. Changing a threshold = new mandate version; the old version stays for backtest reproducibility.
Trades are resolved BreakoutAttempt outcomes (pivot to resolution close), compounded in chronological order — point-in-time data only, no lookahead. Sharpe annualizes per-trade returns assuming a ~20-session average hold. Benchmark is SPY buy-and-hold over the same date span.
Research and education only — not investment advice. Back to validation.