Friday, August 28, 2026

Daily Stock Brief

The record

Performance

23 books in this tier. Cheap-margin paper. Signal amplification for surfacing new strategies.

Best Strategy

+77.34%

DOD Futures V2 Asia

Worst Strategy

-25.89%

DOD Futures V2 MNQ Loose (4-loss)

Average Return

+8.52%

Active Strategies

20 / 23

Top Performer Equity

DOD Futures V2 Asia equity curve, the strongest strategy in this tier.

Standings

#StrategyEquityReturnSharpeWinTrades
1
DOD Futures V2 Asia
$17,734+77.34%1.9543%53
2
DOD Futures V2
$17,444+74.44%1.6743%288
3
DOD Futures
$16,334+63.34%3.5546%288
4
V2 Proving Ground (MES-only, real margins)
$13,189+31.89%2.8246%63
5
Leveraged Mean Reversion
$11,926+19.26%3.20100%9
6
AI Pipeline (Curated)
$11,041+10.41%1.0639%51
7
AI Pipeline (Alpaca Universe)
$10,683+6.83%1.6241%34
8
RSI(2)+IBS TQQQ
$10,597+5.97%0.93100%1
9
Williams %R
$10,321+3.21%1.60100%3
10
Mean Reversion
$10,290+2.90%1.2254%26
11
Social Sentiment
$10,247+2.47%1.4580%5
12
IBS Pure
$10,238+2.38%1.0482%11
13
Triple RSI
$10,000+0.00%0.00-0
14
Cumulative RSI
$10,000+0.00%0.00-0
15
Power of Three
$10,000+0.00%0.00-0
16
Pure Quant
$9,922-0.78%-0.3457%234
17
AI Strategist
$9,910-0.90%-1.7942%248
18
DOD 2-Bar
$9,821-1.79%-0.238%13
19
ORB Futures
$9,108-8.92%-1.4135%95
20
DOD Futures V2 US+EU
$7,853-21.47%-3.1634%32
21
DOD Futures V2 EU
$7,846-21.54%-2.9235%65
22
DOD Futures V2 World
$7,686-23.14%-3.6032%25
23
DOD Futures V2 MNQ Loose (4-loss)
$7,411-25.89%-2.2931%32

Daily Cumulative Returns

DateDOD Futures V2 AsiaDOD Futures V2DOD FuturesV2 Proving Ground (MES-only, real margins)Leveraged Mean ReversionAI Pipeline (Curated)AI Pipeline (Alpaca Universe)RSI(2)+IBS TQQQ
Aug 27+77.34%+74.44%-+31.89%+19.26%+10.41%--
Aug 26+78.65%+75.85%-+32.92%+19.26%+9.79%--
Aug 25+76.44%+78.90%-+35.45%+19.26%+10.15%--
Aug 24+76.44%+82.02%-+38.30%+19.26%+10.22%--
Aug 21+76.44%+82.02%-+39.50%+19.26%+11.54%--
Aug 20+77.28%+87.93%-+40.91%+19.26%+11.04%--
Aug 19+82.56%+93.37%-+40.91%+19.26%+10.78%--
Aug 18+84.84%+107.39%-+39.55%+19.26%+10.98%--
Aug 17+84.84%+107.39%-+39.55%+19.26%+13.28%--
Aug 14+84.84%+107.82%-+41.01%+19.26%+11.11%--
Aug 13+82.98%+109.08%-+41.86%+19.26%+10.69%--
Aug 12+83.77%+107.16%-+41.15%+19.26%+9.58%--
Aug 11+83.77%+107.16%-+41.15%+19.26%+9.55%--
Aug 10+80.08%+109.67%-+43.48%+19.26%+10.90%--
Aug 7+80.08%+109.67%-+43.48%+19.26%+9.59%--

Strategy Details

DOD Futures V2 Asia
$17,734+77.34%
Sharpe1.95
Max DD-16.3%
Win Rate43%
Trades53

DOD 2-Bar Fibonacci on MNQ futures during Asian session (18:00-23:20 ET). Overnight margin, max 6 contracts.

DOD Futures V2
$17,444+74.44%
Sharpe1.67
Max DD-43.5%
Win Rate43%
Trades288

Aggressive DOD on MNQ/MES - 10 max contracts, 4 positions, no 2-loss halt, 3% risk/trade

DOD Futures
$16,334+63.34%
Sharpe3.55
Max DD-13.9%
Win Rate46%
Trades288

Jdun DOD on real MNQ/MES futures via IBKR TWS, same 2-bar system

V2 Proving Ground (MES-only, real margins)
$13,189+31.89%
Sharpe2.82
Max DD-9.6%
Win Rate46%
Trades63

V2 strategy on MES only, IBKR_REAL_MARGINS, 10K paper. Tier 2 of MES-edge real-money-conditions test (ADR 2026-05-06).

Leveraged Mean Reversion
$11,926+19.26%
Sharpe3.20
Max DD-0.9%
Win Rate100%
Trades9

Mean reversion on 2x/3x leveraged ETFs

AI Pipeline (Curated)
$11,041+10.41%
Sharpe1.06
Max DD-9.9%
Win Rate39%
Trades51

DSB composite scoring + multi-LLM picks (daily)

AI Pipeline (Alpaca Universe)
$10,683+6.83%
Sharpe1.62
Max DD-6.3%
Win Rate41%
Trades34

Same scoring + AI selection as AI Pipeline, but candidate universe is dynamically pulled from Alpaca's tradable assets and filtered by liquidity + momentum (~1500 stocks → top 30 → AI picks).

RSI(2)+IBS TQQQ
$10,597+5.97%
Sharpe0.93
Max DD-8.7%
Win Rate100%
Trades1

Connors RSI(2)<10 + IBS<0.3 on QQQ, trade TQQQ 3x

Williams %R
$10,321+3.21%
Sharpe1.60
Max DD-2.2%
Win Rate100%
Trades3

Williams %R(10)<-90 mean reversion on SPY/QQQ

Mean Reversion
$10,290+2.90%
Sharpe1.22
Max DD-2.3%
Win Rate54%
Trades26

Connors-style RSI(2) + Bollinger Band mean reversion on daily bars. Buys deeply oversold stocks in uptrends, exits on snap-back. 1-3 day holds.

Social Sentiment
$10,247+2.47%
Sharpe1.45
Max DD-4.3%
Win Rate80%
Trades5

Sentiment-driven strategy: 55% sentiment (Twitter, Reddit, StockTwits, LunarCrush), 25% momentum, 15% technical, 5% fundamental. Trades high social-volume stocks.

IBS Pure
$10,238+2.38%
Sharpe1.04
Max DD-2.2%
Win Rate82%
Trades11

Internal Bar Strength <0.15 mean reversion on SPY/QQQ

Triple RSI
$10,000+0.00%
Sharpe0.00
Max DD0.0%
Win Rate-
Trades0

RSI(5)<30 + 3-day decline on SPY, 90% WR in backtest

Cumulative RSI
$10,000+0.00%
Sharpe0.00
Max DD0.0%
Win Rate-
Trades0

Connors sum-of-RSI(2) oversold bounce on SPY

Power of Three
$10,000+0.00%
Sharpe0.00
Max DD0.0%
Win Rate-
Trades0

ICT AMD: accumulation/manipulation/distribution fakeout reversal, 4:1 R:R

Pure Quant
$9,922-0.78%
Sharpe-0.34
Max DD-3.3%
Win Rate57%
Trades234

2-Bar pattern on 5-min bars, fully mechanical

AI Strategist
$9,910-0.90%
Sharpe-1.79
Max DD-1.4%
Win Rate42%
Trades248

Multi-agent AI system: regime detection, dynamic universe, AI-structured trades, self-optimization

DOD 2-Bar
$9,821-1.79%
Sharpe-0.23
Max DD-13.0%
Win Rate8%
Trades13

Jdun DOD system: OR break, 2-bar fib retest, 1.5R target, 2-loss limit

ORB Futures
$9,108-8.92%
Sharpe-1.41
Max DD-15.7%
Win Rate35%
Trades95

Opening Range Breakout on MNQ/MES - 15min OR, breakout entry, 50% range target

DOD Futures V2 US+EU
$7,853-21.47%
Sharpe-3.16
Max DD-24.1%
Win Rate34%
Trades32

DOD 2-Bar Fibonacci during EU and US regular sessions (02:00-16:00 ET). Skips Asian session entirely.

DOD Futures V2 EU
$7,846-21.54%
Sharpe-2.92
Max DD-26.4%
Win Rate35%
Trades65

DOD 2-Bar Fibonacci on MNQ futures during European session (02:00-09:20 ET). Overnight margin, max 6 contracts.

DOD Futures V2 World
$7,686-23.14%
Sharpe-3.60
Max DD-24.6%
Win Rate32%
Trades25

DOD 2-Bar Fibonacci across all sessions - Asian, European, and US regular. Runs ~22 hours/day on MNQ.

DOD Futures V2 MNQ Loose (4-loss)
$7,411-25.89%
Sharpe-2.29
Max DD-27.4%
Win Rate31%
Trades32

A/B test: DOD V2 on MNQ-only with max_losses_per_day=4 (vs Fix 25 baseline of 2). 60d backtest: PF 3.26->3.82, +904pp return, DD flat at 8.7%.