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Market Posturedistribution days + O'Neil follow-through · S&P · Nasdaq · small caps · BTC · ETH · SOL
Phone alerts:ntfy topic or webhook URLphone (SMS webhook only)free push: install the ntfy app, subscribe to a private topic, paste its URL
Circuit breakers:max open · daily loss $ · stale > d
Alert Track Record$1,000 paper trade per BUY→SELL · accuracy & P&L · PAPER
Symbol
Status
Entry
Exit / now
Return
P&L ($1k)
MFE / MAE
Reason
no tracked trades yet — a $1,000 paper position opens on each BUY alert and closes on the matching SELL alert
Journal Insights — how to improvepatterns in your tracked trades · LEARNING LOOP
Signal Logevery buy/sell signal captured & graded by what price did next · SAMPLE
Date
Symbol
Signal
Price
Agree/Comp
Mode
Fwd 21d
Verdict
no signals yet — every alert is captured here automatically, independent of paper round trips
Captures every signal — including sell-only events with no matching buy — so nothing falls through. Click score past signals after ~2+ weeks to grade older ones: a BUY is "correct" if price rose over the next ~21 sessions, a SELL "correct" if price fell (you avoided a drop). Export CSV regularly — this is your growing sample, and it survives across file versions. Not investment advice.
Near-Miss Logstrong candidates (≥70, 5–6/7) that DIDN'T fire — did they run anyway? · GATE TEST
Date
Symbol
Score
Missing
Price
Fwd 1wk
Ran?
no near-misses yet — captured automatically when a ≥70 composite / 5–6-of-7 name doesn't trigger a buy
This measures the cost of the entry gate: strong names one or two conditions short of a buy, checked a week later. A high "ran +10%" rate suggests the gate is too strict; a low rate means it's filtering well. Honest caveat: a near-miss that ran isn't proof you should\u2019ve bought — loosening the gate to catch it would also admit more losers. Judge the group, not the one that got away. Export the CSV to keep the sample across versions. Not investment advice.
Suggested Changesalgorithmic · re-derived every refresh
⟳ deriving…
Composite Weightsdrag to re-weight · totals normalised · LIVE
weights sum to 100 · applied
Industry Rotation — Accelerationranked by improving momentum (1-mo → 1-wk → 3-day) · leaders flagged near buy points
Industry
1-mo
1-wk
3-day
Accel
Ext vs 50d
Leaders (● = near buy)
press "rank industries" — scores each group's momentum, its extension above the 50-day (in ATR units), and surfaces each group's leading stocks (highlighted when near a buy point)
Watchlist — Multi-Factorclick a row for detail · composite 0–100 · TV = open chart on TradingView
research / add any ticker:
#
Symbol
Rating
Composite
Buy point
RSI
Stage
Tech
Fund
Sector
Social
Options
Odds
3-mo
⟳ scoring watchlist…
Risk & Position Sizingsurvival first · size the trade from your stop · portfolio risk cap
press "run backtest" — fetches 2y of daily bars per symbol and evaluates the Trend Template historically
Per-Stock Backtest & Tunebuy = Stage 2 entry · sell = best exit MA · 2-year round trips · ON DEMAND
Symbol
Best exit
IS trades
IS win%
IS exp
OOS trades
OOS win%
OOS exp
press "backtest & tune" — for each watchlist name it round-trips the Stage-2 buy against three exit rules (21/50/200-day) over 2 years, picks the best, and wires that exit into the sell alert
Sector-Tuned Exitpools all ~150 screener names by sector · walk-forward · ON DEMAND
Sector
Best exit
IS trades
IS win%
IS exp
OOS trades
OOS win%
OOS exp
press "backtest & tune by sector" — pools all ~150 screener names' round trips by sector, picks the best exit on in-sample data, and validates it out-of-sample
Strategy Metrics & Monte Carlorisk-adjusted quality across all trades · sequencing-luck simulation · ON DEMAND
Exit
Trades
Win%
Payoff
Expectancy
Profit factor
Max L-streak
Sharpe*
Max DD ($)
Recovery
Total ($/1k)
press "run" — pools every trade across the ~150-name universe for each exit rule and computes full risk-adjusted metrics, then bootstraps 5,000 resampled sequences to show how much the result depends on luck
Monte Carlo exit:slippage %/round-trip($0 commission)
Sector-strength impactdoes entering in a strong sector actually help? · same pooled trades, split by sector RS at entry
Exit
Bucket
Trades
Win%
Payoff
Expectancy
Profit factor
Sharpe
Total $
runs automatically after "run" above — splits the pooled trades into those entered when the stock's sector was outperforming SPY (strong) vs underperforming (weak), point-in-time
QQQ Timing vs Buy & Hold — 10-year testdoes trend-timing the index beat holding it? · ON DEMAND
Strategy
Total return
CAGR
Max drawdown
Time in market
Trades
press "run" — applies each moving-average trend rule (in when price > MA, in cash when below) to ~10 years of QQQ, with round-trip friction, and compares to simply holding QQQ
Not investment advice. This is an educational, algorithmic tool. Scores, suggestions, buy-point reads and historical analogs are heuristics computed from delayed public data, not recommendations. Live feeds are best-effort through free public relays and frequently fall back to modelled or static values — always confirm against your broker and against TradingView charts before acting. Past analogs and backtests do not predict the future. Use TradingView Premium for precise volume-profile, multi-timeframe, and real-time confirmation.