Research notes and methodology behind the screener.
The 50 trades that made 94% of the backtest's profit: the stock score, chart and market the day before each entry, and a daily chart of every trade.
Two breadth gauges, S5FI and RSP/SPY, tested on every breakout since 2008: when breakouts fail, and how standing aside on those days changes the equity curve.
Breakout PnL by Druckenmiller macro score: why the green months (12–13) earned their extra risk, and what changed after 2019.
Peter Lynch's checks on every breakout, using only filings that existed before the trade: which ratios mattered and how the company score sizes positions.
Same breakout strategy with and without an SPY 140-day EMA filter — what the backtest showed about market regime and CAGR.
Same breakout strategy on top-100 vs ranks 100–1000 — what the backtest showed about momentum universes.
Loose-range vs tight-base breakouts on the same trigger: what the equity curves showed about where the edge really is.
Breakout PnL by manager exposure bucket: win rate flat, but the 70–90 band produced much larger winners — with honest caveats on year-by-year stability.