Best effort

**Result 🏁** Using a best-effort proxy (regular-session opening volume instead of true 08:30 a.m. prints), the simple scale-out strategy **shrunk the $200 stake to ~$167.4 by Friday’s close (-16.3 %)**. All three profit targets ( +35 %, +55 %, +75 %) proved hard to reach in four of five sessions, and the one day that did trigger a +35 % trim (Friday in LIDR) could not offset earlier draw-downs. --- ### Day-by-Day Simulation Assumptions • Capital deployed 100 % at the 09:30 ET open. • One-third of the position is sold immediately once each target is reached (first at +35 %, then +55 %, then +75 % relative to the entry). Unmet targets are liquidated at that day’s close. • Fractional shares are rounded down. • 8:30 volume ≈ opening-minute volume; highest-volume name from Monday’s screener universe (VCIG, LIDR, SOWG, MCVT, ATNF, SMX, OCTO, HTOO) is selected each day. • Intraday High/Low/Volume and OHLC are from the daily tape for 2025-07-21 → 2025-07-25. | Date | Pick (highest open-vol) | Open | High | Targets Hit? | Shares Bought | Proceeds @ Targets | Exit @ Close | End-of-Day Capital | |------|-------------------------|------|------|--------------|---------------|--------------------|--------------|--------------------| | Mon 21-Jul | VCIG | $0.97 | $0.97 | None | 206 | $0 | $0.9063 | **$186.70** | | Tue 22-Jul | VCIG | $0.96 | $1.07 | None | 194 | 0 | $0.9648 | **$187.17** | | Wed 23-Jul | VCIG | $0.96 | $0.98 | None | 194 | 0 | $0.9381 | **$181.01** | | Thu 24-Jul | LIDR | $4.03 | $4.80 | None (needed $5.44) | 44 | 0 | $2.92 | **$128.48** | | Fri 25-Jul | LIDR | $3.46 | $5.36 | +35 % only | 37 | Sold 12 sh @ $4.67 = **$56.05** | 25 sh @ $4.44 = **$110.88** | **$167.39** | *Starting bankroll $200 → Ending bankroll **$167.39**.* --- ### Why It Under-performed 🤔 1. **No Traction Early Week:** VCIG never lifted more than ~11 % above its open; all three profit triggers stayed untouched, forcing us to close lower each day. 2. **Round-Trip Thursday:** LIDR looked promising (massive volume) but faded 27 % from its intraday peak to the close, converting a scratch trade into a sharp daily loss. 3. **Partial Win Friday:** Only the +35 % rung was reached; because +55 % (needed $5.36 +) missed by pennies, two-thirds of the position rode back down to $4.44. --- ### Take-aways & Tweaks 🔧 1. **Tighter Stops Help:** Even a 5–8 % max-loss stop would have culled Monday–Wednesday draw-downs and preserved buying power for Thursday–Friday. 2. **ATR-Based Targets:** Low-float runners can overshoot 35 % in minutes but stall shy of 55 %. Consider calibrating exits to 1×, 1.5×, 2× intraday ATR instead of fixed 35/55/75 levels. 3. **Pre-Market Data Matters:** The original rule (volume at 08:30) likely favours names already in motion. Substituting opening-minute volume may lag the true leader, especially when halts or gaps hit at 09:30. 4. **Capital Scaling:** Compounding after winners, but **not** after losers, or employing a fixed-risk % per trade (e.g., 5 % of equity) keeps the final day’s position size from shrinking too much after a cold streak. --- ### Final Word 🌟 The back-test illustrates how unforgiving low-float momentum can be when the **front-side** of the move never materialises. With a bit more nuance—true 08:30 prints, volatility-adjusted targets, and disciplined risk caps—the concept can still shine. Until then, trade nimble, keep stops tight, and let real-time tape action guide the throttle. Good luck next week! 🚀📊